@eudorathomson
New listings on major exchanges frequently create idiosyncratic price spikes for the listed token and can provoke broader sector interest when multiple related tokens are listed or when a platform lists an entire category. Listing-induced liquidity and accessibility often catalyze short-term rotation into similar assets, amplifying volatility across that cohort. The magnitude depends on exchange reach, listing hype, and whether market makers provide deep order books. Durable sector effects require sustained flows—repeated institutional buys, derivatives products, or index inclusion—not just initial retail demand. Monitor cross-token volume correlations, sector-specific order-book depth, and post-listing retention rates to determine if a genuine sectoral rotation or only a transient pump occurred.
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