Zhang, Mianmian; Zhu, Bing; Li, Ziyuan; Jin, Siyuan; … - In: Financial innovation : FIN 10 (2024), pp. 1-30
intra-asset dependencies among key fnancial variables, such as return and liquidity, is crucial. In this study, we analyze … daily return and liquidity data for six major cryptocurrencies, namely Bitcoin, Ethereum, Ripple, Binance Coin, Litecoin …, and Dogecoin, spanning the period from June 3, 2020, to November 30, 2022. Liquidity is estimated using three low …