The resilience of cryptocurrency market efficiency to COVID-19 shock
Author:
Publisher
Elsevier BV
Subject
Statistical and Nonlinear Physics,Statistics and Probability
Reference37 articles.
1. Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data;Kim;J. Empir. Financ.,2011
2. Are stock markets really efficient? Evidence of the adaptive market hypothesis;Urquhart;Int. Rev. Financ. Anal.,2016
3. A stochastic chartist–fundamentalist model with time delays;Dibeh;Comput. Econ.,2012
4. A guide to stock-trading decision making based on popular technical indicators;Kouatli,2021
5. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?;Bouri;Finance Res. Lett.,2017
Cited by 46 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling;Physica A: Statistical Mechanics and its Applications;2024-10
2. Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic;Physica A: Statistical Mechanics and its Applications;2024-10
3. Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach;The North American Journal of Economics and Finance;2024-09
4. Who wants cryptocurrency? The effects of expectations and conjectures;foresight;2024-08-09
5. Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency;Journal of Economics and Business;2024-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3