Information dynamics of price and liquidity around the 2017 Bitcoin markets crash

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Authors: Vaiva Vasiliauskaite; Fabrizio Lillo; Nino Antulov-Fantulin

Journal title: Chaos: An Interdisciplinary Journal of Nonlinear Science

Journal number: 1

Journal publisher: AIP Publishing

Published year: 2022

DOI identifier: 10.48550/arxiv.2111.09057