Study shows pre-event L2 liquidity state predicts crypto futures liquidity better than event labels.
problem Understanding how crypto futures liquidity changes over time.
method Combining L2 order book data, trade-flow records, and macro-event windows to define discrete liquidity-state transitions and evaluate models.
result Pre-event L2 liquidity state predicts post-event liquidity regimes better than event labels, and order flow adds value only when layered on top of the state model.
MiCA regulation led to a shift in stablecoin dominance.
problem Impact of MiCA regulation on stablecoin trading.
method Comparative analysis of regulated and non-regulated exchanges.
result USDC gained market share and trading volume post-MiCA regulation.
The study reveals distinct patterns in retail investors' holding periods affecting stock returns.
problem Understanding the impact of retail investors' investment horizons on stock returns.
method Using self-reported holding periods from StockTwits, the study categorizes retail investors into long-horizon and short-horizon groups and analyzes their return patterns.
result Long-horizon retail investors exhibit underreaction to earnings announcements, while short-horizon investors show overreaction.
Fan tokens surged before World Cup matches, but declined during them, revealing cognitive biases.
problem Analyzing the impact of FIFA World Cup matches on fan tokens.
method Event study and intraday analysis of blockchain-based fan tokens.
result Fan tokens experienced a surge in returns six months before the World Cup, followed by a decline during the matches, revealing asymmetries in performance.
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a node and a link is formed from one trader to the other if the former sells shares …
In this paper, we propose a hierarchical feature-aware tracking framework for efficient visual tracking. Recent years, ensembled trackers which combine multiple component trackers have achieved impressive performance. In ensembled trackers, the decision of results is usually a post-event process, i.e., tracking result …
Study finds consumers are more price-sensitive before livestreams than after.
problem Understanding consumer demand during livestreaming lifecycle.
method Examined consumer demand for live events and recorded versions using data from a livestreaming platform.
result Demand is more price-sensitive before livestreams than after.
Study analyzes cryptocurrency pump-and-dump dynamics using minute-level data.
problem Identifying and quantifying insider trading in cryptocurrency markets.
method Algorithmic identification of insider volume spikes, conservative profit bounds calculation, social-media verification.
result Median returns above 100%, upper-quartile returns exceeding 2000% for insider profits.
Paper evaluates deadline-ILS on insider trading contracts, finding it distinguishes signals from noise.
problem Deadlines in insider trading contracts and information leakage detection.
method Empirical evaluation using FFIC dataset, hazard-rate estimation, cross-market wallet analysis.
result Deadline-ILS distinguishes signal from proxy artefact, with a significant shift in magnitude.