12 citations · 13 across the 13 of their papers we have counts for
4 papers · 1 filter
Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election
Kundan Mukhia, Buddha Nath Sharma, Salam Rabindrajit Luwang +4
We study how the 2024 U.S. presidential election, viewed as a major political risk event, affected cryptocurrency markets by distinguishing human-driven peer-to-peer stablecoin tra…
Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks
Kundan Mukhia, SR Luwang, Md. Nurujjaman +3
Scaling laws offer a powerful lens to understand complex transactional behaviors in decentralized systems. This study reveals distinctive statistical signatures in the transactiona…
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
Buddha Nath Sharma, Anish Rai, SR Luwang +2
The paper presents a comprehensive causality analysis of the US stock and commodity markets during the COVID-19 crash. The dynamics of different sectors are also compared. We use T…
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
S. R. Luwang, A. Rai, Md. Nurujjaman +1
An empirical stochastic analysis of high-frequency, tick-by-tick order data of NASDAQ100 listed stocks is conducted using a first-order discrete-time Markov chain model to explore…