IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-04457136.html
   My bibliography  Save this paper

How the Cryptocurrency Market Has Performed during COVID 19? A Multifractal Analysis

Author

Listed:
  • E. Mnif

    (LARTIGE - Laboratoire de recherche en Technologie de l’Information, Gouvernance et Entrepreneuriat - Université de Sfax - University of Sfax)

  • A. Jarboui

    (Université de Sfax - University of Sfax)

  • K. Mouakhar

    (Métis Lab EM Normandie - EM Normandie - École de Management de Normandie)

Abstract

Cryptocurrency markets are complex systems based on speculation. Where investors interact using strategies that generate some biases responsible for endogenous instabilities. This paper investigated the herding biases by quantifying the self-similarity intensity of cryptocurrency returns' during the COVID-19 pandemic. The main purpose of this work was to study the level of cryptocurrency efficiency through multifractal analysis before and after the coronavirus pandemic. The empirical results proved that COVID-19 has a positive impact on the cryptocurrency market efficiency. © 2020 Elsevier Inc.

Suggested Citation

  • E. Mnif & A. Jarboui & K. Mouakhar, 2020. "How the Cryptocurrency Market Has Performed during COVID 19? A Multifractal Analysis," Post-Print hal-04457136, HAL.
    • Handle: RePEc:hal:journl:hal-04457136
    DOI: 10.1016/j.frl.2020.101647
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Amel Farhat & Amal Hili, 2024. "The performance of compliant stocks during the Covid-19 crisis," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 70-95, February.
    2. dos Santos Maciel, Leandro, 2023. "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability," Global Finance Journal, Elsevier, vol. 58(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-04457136. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.