COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
| المؤلف | Montasser, Ghassen El |
| المؤلف | Charfeddine, Lanouar |
| المؤلف | Benhamed, Adel |
| تاريخ الإتاحة | 2022-12-27T08:14:13Z |
| تاريخ النشر | 2022 |
| اسم المنشور | Finance Research Letters |
| المصدر | Scopus |
| الملخص | This 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 المشروع | The 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). |
| اللغة | en |
| الناشر | Elsevier |
| الموضوع | COVID-19 pandemic Cryptocurrency bubbles Dynamic market efficiency Dynamic time warping and clustering Mining and non-mining coins Tokens |
| النوع | Article |
| رقم المجلد | 46 |
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