The dynamics of market efficiency of major cryptocurrencies

F Aslam, BA Memon, AI Hunjra, E Bouri - Global Finance Journal, 2023 - Elsevier
The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 …

J Cui, A Maghyereh - Financial Innovation, 2022 - Springer
Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …

Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective

M Abdeldayem, S Aldulaimi - International Journal of Organizational …, 2023 - emerald.com
Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance
perspective | Emerald Insight Books and journals Case studies Expert Briefings Open Access …

ESG performance, herding behavior and stock market returns: evidence from Europe

N Gavrilakis, C Floros - Operational Research, 2023 - Springer
This paper tests how financial performance indicators and combined ESG score for large-
cap stocks impact on stock return. In particular, we examine how market capitalization, price …

The cryptocurrency market in transition before and after COVID-19: An opportunity for investors?

APN Nguyen, TT Mai, M Bezbradica, M Crane - Entropy, 2022 - mdpi.com
We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …

Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?

A Maghyereh, M Al-Shboul - Financial Innovation, 2024 - Springer
This study explores whether the COVID-19 outbreak and Russian–Ukrainian (R–U) conflict
have impacted the efficiency of cryptocurrencies. The novelty of this study is the use of the …

The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic—evidence from China

P Zhang, K Xu, J Qi - Economic Analysis and Policy, 2023 - Elsevier
This paper aims to examine the impact of regulatory policies on cryptocurrency market
volatility in the context of the COVID-19 pandemic. We find that price volatility, liquidity …

Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach

S Jana, TN Sahu - Economic Notes, 2023 - Wiley Online Library
This study analyses six major cryptocurrencies and four global stock markets to explore the
role of cryptocurrencies as a hedge, safe haven, and diversifier in stock markets. The study …

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and …

ŞC Gherghina, LN Simionescu - Financial Innovation, 2023 - Springer
This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …

The knowledge domain and emerging trends in Behavioral Finance: A Scientometric Analysis

F Hachicha, M Argoubi, K Guesmi - Research in International Business and …, 2024 - Elsevier
This study conducts a comprehensive knowledge mapping and scientometric analysis of
Behavioral Finance research from 1990 to December 2022. By retrieving 2056 articles from …