ML-QuantSubscribe

SSRNCrypto & DeFi

Liquidity Capacity and Token Survival in Cryptocurrency Markets

The research shows that adjusted illiquidity—price impact scaled by market absorption capacity—predicts which cryptocurrency tokens survive better than volatility, improving out-of-sample forecasting of token death.

Featured in No. 133 on 2 Oct 2026 · 4 days after release

Released
28 Sep 2026
First featured
No. 133 · 2 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
SSRN 7536975
Authors
Chang Liu

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page