Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset

Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset

Abstract This study examines the market efficiency in the prices and volumes of transactions of 41 cryptocurrencies. Specifically, the correlation dimension (CD), Lyapunov Exponent (LE), and approximate entropy (AE) were estimated before and during the COVID-19 pandemic. Then, we applied Student’s t...

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Bibliographic Details
Main Author: Salim Lahmiri
Format: Article
Language:English
Published: SpringerOpen 2024-04-01
Series:Financial Innovation
Subjects:
Market efficiency
Cryptocurrency price
Cryptocurrency volume
COVID-19 pandemic
Correlation dimension
Lyapunov exponent
Online Access:https://doi.org/10.1186/s40854-024-00628-0

Internet

https://doi.org/10.1186/s40854-024-00628-0

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