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Cryptocurrency Microstructure Analysis for Risk

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

1 December 2025 · Under Review

Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference

Murad Farzulla

Under Review 1 December 2025 · Preprint

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

Murad Farzulla

Preprint 1 December 2025 · Under Review

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

Murad Farzulla

Under Review 1 December 2025 · Preprint

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets

Murad Farzulla & Andrew Maksakov