Browsing by ORCID "Corbet, Shaen/0000-0001-7430-7417"
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Adverse selection in cryptocurrency markets
Tinic, Murat; Sensoy, Ahmet; Akyildirim, Erdinc; Corbet, Shaen (Wiley, 2023)In this article we investigate the influence that information asymmetry may have on future volatility, liquidity, market toxicity, and returns within cryptocurrency markets. We use the adverse-selection component of the ...