Strategic trading with information acquisition and long-memory stochastic liquidity

J Han, X Li, G Ma, AP Kennedy - European Journal of Operational …, 2023 - Elsevier
This paper investigates the strategic interaction of information acquisition, information-based
dynamic trading, and noise trading patterns, as well as its significant implications on market …

Long memory and structural breaks of cryptocurrencies trading volume

MS Ahmed, E Bouri - Eurasian Economic Review, 2023 - Springer
The paper investigates long memory, structural breaks, and spurious long memory in the
daily trading volume of the largest and most active cryptocurrencies and stablecoins …