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المؤلفMontasser, Ghassen El
المؤلفCharfeddine, Lanouar
المؤلفBenhamed, Adel
تاريخ الإتاحة2022-12-27T08:14:13Z
تاريخ النشر2022
اسم المنشورFinance Research Letters
المصدرScopus
معرّف المصادر الموحدhttp://dx.doi.org/10.1016/j.frl.2021.102362
معرّف المصادر الموحدhttp://hdl.handle.net/10576/37625
الملخصThis paper compares the degree of cryptocurrency market efficiency during the pre- and post COVID-19 pandemic with the bubble and non-bubble periods of cryptocurrency markets. Furthermore, it examines and clusters eighteen cryptocurrencies by exploring their market efficiency similarity. Comparing the cryptocurrency bubble periods with the COVID-19 pandemic, the results indicate that this pandemic has the highest impact on cryptocurrency market efficiency. Interestingly, using the dynamic time warping clustering approach, we found evidence on the presence of three clusters that essentially represent mining coins, non-mining coins and token categorizations. 2021
راعي المشروعThe second author would like to thank the financial support of QNRF under the grant number NPRP11C-1229-170007 from the Qatar National Research Fund (a member of Qatar foundation). The statements made herein are solely the responsibility of the author(s).
اللغةen
الناشرElsevier
الموضوعCOVID-19 pandemic
Cryptocurrency bubbles
Dynamic market efficiency
Dynamic time warping and clustering
Mining and non-mining coins
Tokens
العنوانCOVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
النوعArticle
رقم المجلد46
dc.accessType Open Access


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