Additional Metadata
Keywords Liquidity; Granger-Causality; Non-parametric Causality-in-quantile; Limit Order Book; Order Flow; Cryptocurrency markets
Thesis Advisor Quaedvlieg, R.
Persistent URL hdl.handle.net/2105/52682
Series Business Economics
Citation
Krogt, D.N. van der. (2020, August 3). Dynamic liquidity-return relationship: Evidence from several cryptocurrency exchanges. Business Economics. Retrieved from http://hdl.handle.net/2105/52682