COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
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DOI: 10.1016/j.frl.2021.102362
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- Wang, Jingjing & Wang, Xiaoyang, 2021. "COVID-19 and financial market efficiency: Evidence from an entropy-based analysis," Finance Research Letters, Elsevier, vol. 42(C).
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Cited by:
- Naseem Al Rahahleh & Ahmed Al Qurashi, 2024. "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 729-755, September.
- Efstathios Polyzos & Ghulame Rubbaniy & Mieszko Mazur, 2024. "Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency," The Financial Review, Eastern Finance Association, vol. 59(3), pages 807-829, August.
- Bouteska, Ahmed & Abedin, Mohammad Zoynul & Hajek, Petr & Yuan, Kunpeng, 2024. "Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Qin, Meng & Mirza, Nawazish & Su, Chi-Wei & Umar, Muhammad, 2023. "Exploring Bubbles in the Digital Economy: The Case of China," Global Finance Journal, Elsevier, vol. 57(C).
- Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
- Charfeddine, Lanouar & Mahrous, Ahmed, 2024. "What drives cryptocurrency pump and dump schemes: Coin versus market factors?," Finance Research Letters, Elsevier, vol. 67(PB).
- Assaf, Ata & Demir, Ender & Ersan, Oguz, 2024. "Detecting and date-stamping bubbles in fan tokens," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 98-113.
- Potrykus, Marcin, 2024. "Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?," Finance Research Letters, Elsevier, vol. 67(PA).
- Shimeng Shi & Jia Zhai & Yingying Wu, 2024. "Informational inefficiency on bitcoin futures," The European Journal of Finance, Taylor & Francis Journals, vol. 30(6), pages 642-667, April.
- Shafiqah Azman & Dharini Pathmanathan & Aerambamoorthy Thavaneswaran, 2022. "Forecasting the Volatility of Cryptocurrencies in the Presence of COVID-19 with the State Space Model and Kalman Filter," Mathematics, MDPI, vol. 10(17), pages 1-15, September.
- Wei, Yu & Hu, Rui & Zhang, Jiahao & Wang, Qian, 2024. "Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence," Finance Research Letters, Elsevier, vol. 67(PB).
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Keywords
COVID-19 pandemic; Cryptocurrency bubbles; Mining and non-mining coins; Tokens; Dynamic market efficiency; Dynamic time warping and clustering;All these keywords.
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