Investor attention and bitcoin liquidity: Evidence from bitcoin tweets
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DOI: 10.1016/j.frl.2020.101555
Abstract: Abstract This study employs the number of tweets as a proxy for investor attention. We use high-frequency data to investigate tweets’ real-time effects on Bitcoin liquidity. We find that a 1% increase in tweets leads… read more here.
Keywords: attention; liquidity; investor attention; bitcoin liquidity ... See more keywords
Does bitcoin liquidity resemble the liquidity of other financial assets?
Sign Up to like & getrecommendations! Published in 2022 at "Australian Journal of Management"
DOI: 10.1177/03128962211069615
Abstract: Bitcoin is becoming a popular financial asset and means of transacting. However, little is known about an important aspect of the bitcoin market: its liquidity. We consider whether various dimensions of liquidity evident in other… read more here.
Keywords: bitcoin; bitcoin liquidity; liquidity resemble; resemble liquidity ... See more keywords