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q-fin.TR2026
Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures
Jakub Zwydak, Marcin Wątorek, Jarosław Kwapień +1
Artificial transaction generation remains an important source of potential market manipulation on cryptocurrency exchanges, as it may distort reported liquidity and reduce market t…
q-fin.TR2023★ 11 cited
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
Marcin Wątorek, Maria Skupień, Jarosław Kwapień +1
This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022.…