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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Abstract/Index
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.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/31713 |
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