Trading and illiquidity in cryptocurrency

Xue, Zeyang (A.A. 2020/2021) Trading and illiquidity in cryptocurrency. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 38. [Master's Degree Thesis]

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Data description. Summary statistics. Measure of liquidity. Global liquidity measure. Price and liquidity deviations. Descriptive statistics. Empirical study. Price and liquidity di�erence. Liquidity factors. Tesla event study.


Bibliografia: pp. 35-37.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Econometric theory
Thesis Supervisor: Santucci de Magistris, Paolo
Thesis Co-Supervisor: Lippi, Francesco
Academic Year: 2020/2021
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 15 Mar 2022 10:23
Last Modified: 15 Mar 2022 10:23


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