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Data Archive

Cryptocurrency Microstructure Analysis for Risk

Investigating liquidity, volatility, and sentiment asymmetries in digital asset markets to quantify systemic risks.

1 December 2025 In Peer Review

Infrastructure vs Regulatory Shocks: Asymmetric Volatility Response in Cryptocurrency Markets

Murad Farzulla

1 December 2025 Transferring

Same Returns, Different Risks

How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks

Murad Farzulla

1 December 2025 With Editor

Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis

Murad Farzulla

1 December 2025 With Editor

The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets

Murad Farzulla

1 December 2025 Preprint

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets

Murad Farzulla & Andrew Maksakov