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The Resilience of Cryptocurrency Market Efficiency to COVID-19 Shock
Fernandes, Leonardo HS; Bejan, Lucian; Silva, Jose W L; … - 2022
We examine the price disorder and market efficiency of five cryptocurrencies (Bitcoin, BNB, Cardano, Ethereum, and XRP) before and during COVID-19 pandemic period. Using permutation entropy and Fisher information measure (FIM), we construct the Shannon-Fisher causality plane (SFCP) to map these...
Persistent link: https://www.econbiz.de/10013295019
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NFTs versus conventional cryptocurrencies : a comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict
Okorie, David Iheke; Bouri, Elie; Mazur, Mieszko - In: The quarterly review of economics and finance 95 (2024), pp. 126-151
Persistent link: https://www.econbiz.de/10014631490
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The dynamics of market efficiency of major cryptocurrencies
Aslam, Faheem; Memon, Bilal Ahmed; Hunjra, Ahmed Imran; … - In: Global finance journal 58 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014633229
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Cryptocurrency market efficiency in short- and long-term horizons during COVID-19 : an asymmetric multifractal analysis approach
Kakinaka, Shinji; Umeno, Ken - In: Finance research letters 46 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013341427
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COVID-19, cryptocurrencies bubbles and digital market efficiency : sensitivity and similarity analysis
El Montasser, Ghassen; Charfeddine, Lanouar; Benhamed, Adel - In: Finance research letters 46 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013341506
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Reaction and efficiency of the cryptocurrency market during the COVID-19 pandemic : the effect of size and supply
Abdul-Rahim, Ruzita; Nur Arissa Maisarah Nadhri; Noor … - In: Contemporary Issues in Finance, Investment and Banking …, (pp. 81-104). 2024
Persistent link: https://www.econbiz.de/10014456529
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Is cryptocurrency efficient? : a high-frequency asymmetric multifractality analysis
Meng, Kai; Khan, Khalid - In: Computational economics 63 (2024) 6, pp. 2225-2246
Persistent link: https://www.econbiz.de/10014636757
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Betting market efficiency in the presence of unfamiliar shocks : the case of ghost games during the COVID-19 pandemic
Fischer, Kai; Haucap, Justus - 2020
expectations adapt to an exogenous shock: the introduction of soccer ghost games during the COVID-19 pandemic. We find that betting …
Persistent link: https://www.econbiz.de/10012271737
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Betting market efficiency in the presence of unfamiliar shocks : the case of ghost games during the COVID-19 pandemic
Fischer, Kai; Haucap, Justus - 2020
expectations adapt to an exogenous shock: the introduction of soccer ghost games during the COVID-19 pandemic. We find that betting …
Persistent link: https://www.econbiz.de/10012261187
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Regime specific spillover across cryptocurrencies and the role of COVID-19
Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24
The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...
Persistent link: https://www.econbiz.de/10012418495