This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation...

This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. Two extensions are offered to compare the performance of the linear specification of the market...

Analysing causality among oil prices and, in general, among financial and economic variables is of central relevance in applied economics studies. The recent contribution of Lu et al. (2014) proposes a novel test for causality- the DCC-MGARCH Hong test. We show that the critical values of the...

This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. Two extensions are offered to compare the performance of the linear specification of the market...

Analysing causality among oil prices and, in general, among financial and economic variables is of central relevance in applied economics studies. The recent contribution of Lu et al. (2014) proposes a novel test for causality- the DCC-MGARCH Hong test. We show that the critical values of the...

This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation...

The Croatian video game industry demonstrated substantial growth amid the challenges posed by the COVID-19 pandemic. A descrip- tive statistics approach was utilized, encompassing all enterprises in the Croatian video game industry. Statistical tests for proportions sig- nificance were then...

Measures to contain the Corona virus (COVID-19) may pay off in terms of slowing down proliferation. The proliferation trend in France and Germany now exceeds the one in Italy, South Korea and Japan. At the same time, the containment measures seem more intense in Italy, South Korea and Japan than...

New York City is the hot spot of the COVID-19 pandemic in the United States. This paper merges information on the number of tests and the number of infections at the New York City zip code level with demographic and socioeconomic information from the decennial census and the American Community...

We use anonymized and aggregated data from Facebook to show that areas with stronger social ties to two early COVID-19 "hotspots" (Westchester County, NY, in the U.S. and Lodi province in Italy) generally have more confirmed COVID-19 cases as of March 30, 2020. These relationships hold after...