This repository hosted "Same Returns, Different Risks" (the first-moment / returns analysis of cryptocurrency responses to infrastructure vs regulatory shocks; arXiv:2602.07046).
That work has been merged with its companion second-moment (variance) analysis into a single multi-moment paper:
Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference
The merged paper reports that markets do not statistically differentiate the two shock types at either moment once inference accounts for cross-event/cross-asset dependence and heavy tails, and corrects the companion's reliance on a variance result that did not survive dependence-robust inference.
Canonical repository (code, data, paper): 👉 https://github.com/studiofarzulla/crypto-event-study
The materials here are retained for provenance only and should not be cited.