Does cryptocurrency market microstructure contribute to the unconsolidated literature?
Could you elaborate on how the microstructure of the cryptocurrency market might be contributing to the lack of consolidation in the existing literature? Are there specific factors within the market's architecture, such as trading protocols, liquidity levels, or information asymmetry, that are driving this fragmentation of knowledge and understanding? How might researchers and policymakers address these issues to promote a more cohesive and comprehensive understanding of the cryptocurrency market?