COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
<p dir="ltr">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 effic...
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | , |
| منشور في: |
2022
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| الموضوعات: | |
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| _version_ | 1864513547781799936 |
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| author | Ghassen El Montasser (17269204) |
| author2 | Lanouar Charfeddine (10705000) Adel Benhamed (17269207) |
| author2_role | author author |
| author_facet | Ghassen El Montasser (17269204) Lanouar Charfeddine (10705000) Adel Benhamed (17269207) |
| author_role | author |
| dc.creator.none.fl_str_mv | Ghassen El Montasser (17269204) Lanouar Charfeddine (10705000) Adel Benhamed (17269207) |
| dc.date.none.fl_str_mv | 2022-05-01T00:00:00Z |
| dc.identifier.none.fl_str_mv | 10.1016/j.frl.2021.102362 |
| dc.relation.none.fl_str_mv | https://figshare.com/articles/journal_contribution/COVID-19_cryptocurrencies_bubbles_and_digital_market_efficiency_sensitivity_and_similarity_analysis/24420529 |
| dc.rights.none.fl_str_mv | CC BY 4.0 info:eu-repo/semantics/openAccess |
| dc.subject.none.fl_str_mv | Commerce, management, tourism and services Banking, finance and investment Information and computing sciences Distributed computing and systems software COVID-19 pandemic Cryptocurrency bubbles Mining and non-mining coins Tokens Dynamic market efficiency Dynamic time warping and clustering |
| dc.title.none.fl_str_mv | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| dc.type.none.fl_str_mv | Text Journal contribution info:eu-repo/semantics/publishedVersion text contribution to journal |
| description | <p dir="ltr">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 .</p><h2>Other Information</h2><p dir="ltr">Published in: Finance Research Letters<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.frl.2021.102362" target="_blank">https://dx.doi.org/10.1016/j.frl.2021.102362</a></p> |
| eu_rights_str_mv | openAccess |
| id | Manara2_afae4414f3fd26f5241a9f9ca862626c |
| identifier_str_mv | 10.1016/j.frl.2021.102362 |
| network_acronym_str | Manara2 |
| network_name_str | Manara2 |
| oai_identifier_str | oai:figshare.com:article/24420529 |
| publishDate | 2022 |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| rights_invalid_str_mv | CC BY 4.0 |
| spelling | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysisGhassen El Montasser (17269204)Lanouar Charfeddine (10705000)Adel Benhamed (17269207)Commerce, management, tourism and servicesBanking, finance and investmentInformation and computing sciencesDistributed computing and systems softwareCOVID-19 pandemicCryptocurrency bubblesMining and non-mining coinsTokensDynamic market efficiencyDynamic time warping and clustering<p dir="ltr">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 .</p><h2>Other Information</h2><p dir="ltr">Published in: Finance Research Letters<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.frl.2021.102362" target="_blank">https://dx.doi.org/10.1016/j.frl.2021.102362</a></p>2022-05-01T00:00:00ZTextJournal contributioninfo:eu-repo/semantics/publishedVersiontextcontribution to journal10.1016/j.frl.2021.102362https://figshare.com/articles/journal_contribution/COVID-19_cryptocurrencies_bubbles_and_digital_market_efficiency_sensitivity_and_similarity_analysis/24420529CC BY 4.0info:eu-repo/semantics/openAccessoai:figshare.com:article/244205292022-05-01T00:00:00Z |
| spellingShingle | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis Ghassen El Montasser (17269204) Commerce, management, tourism and services Banking, finance and investment Information and computing sciences Distributed computing and systems software COVID-19 pandemic Cryptocurrency bubbles Mining and non-mining coins Tokens Dynamic market efficiency Dynamic time warping and clustering |
| status_str | publishedVersion |
| title | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| title_full | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| title_fullStr | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| title_full_unstemmed | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| title_short | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| title_sort | COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis |
| topic | Commerce, management, tourism and services Banking, finance and investment Information and computing sciences Distributed computing and systems software COVID-19 pandemic Cryptocurrency bubbles Mining and non-mining coins Tokens Dynamic market efficiency Dynamic time warping and clustering |