In this paper, we examine the influence of the daily institutional investor attention to
particular stocks on stock volatility and liquidity. The institutional investor attention is …

This paper examines the influence of global economic policy uncertainty on the stability of
cryptocurrency returns and the moderating role of liquidity volatility. Findings reveal that the …

This study examines how investor sentiment affected equity liquidity and trading behavior
during the financial crisis of 2007–2008. Using intraday data on equity index and financial …

Market liquidity spillover has been studied using fiat and digital currency (cryptocurrency),
though separately. In today's globally connected financial markets, there is …

The cryptocurrency market is a complex and rapidly evolving financial landscape in which
understanding the inter-and intra-asset dependencies among key financial variables, such …

This study examines the prediction power of market liquidity (the ease with which asset are
traded) and funding liquidity (the ease with which traders can obtain funding) on the price …

We examine the interactions between cryptocurrency price volatility and liquidity during the
outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital …

We employ extreme S&P500 returns as an attention-distraction shock event to explore the
impact of investor attention allocation on the return co-movement with cryptocurrency …

With the increase in the attention to cryptocurrency, studies on the factors affecting the price
fluctuation of cryptocurrency have been actively conducted. Prior researches suggested that …