Liquidity Fragility and Asymmetric Price Discovery in Crypto-Asset Markets: An Event-Based Microstructure Analysis
Fields of Study & Subjects
Financial Markets and Investment Strategies
Blockchain Technology Applications and Security
Market Dynamics and Volatility
Publication details
- Journal / source
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Publication date
- 1 January 2026
- Document type
- Preprint