Crypto Microstructure
Empirical validation of friction dynamics in cryptocurrency markets. Why do infrastructure failures move markets more than regulatory announcements? The enforcement capacity hypothesis.
4 papers · hosted on dissensus.aiDo Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference
arXiv:2602.07046Zenodo 10.5281/zenodo.18099608SSRN 5788082
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Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis
arXiv:2601.20336Research Square 10.21203/rs.3.rs-8787736/v1Zenodo 10.5281/zenodo.17772651SSRN 5918302
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ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
arXiv:2602.03874Zenodo 10.5281/zenodo.17918238
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The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets
arXiv:2602.07018Research Square 10.21203/rs.3.rs-8802783/v1Zenodo 10.5281/zenodo.17957745
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