Working paper · 2026

When size matters: Volatility-to-liquidity transmission in cryptocurrency networks

Będowska-Sójka, B., Mercik, A.R.

SSRN Working Paper

DOI: 10.2139/ssrn.6233751

Full text: see the publisher version via DOI.

Preprint: https://doi.org/10.2139/ssrn.6233751

Research topics: Cryptocurrency markets · Market liquidity and its measurement

Cite

@techreport{wp2026_sizematters,
  title = {When size matters: Volatility-to-liquidity transmission in cryptocurrency networks},
  author = {Będowska-Sójka, B. and Mercik, A.R.},
  year = {2026},
  institution = {SSRN Working Paper},
  doi = {10.2139/ssrn.6233751}
}