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

Citations

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Cited by:

  1. Saji Thazhungal Govindan Nair, 2021. "On extreme value theory in the presence of technical trend: pre and post Covid-19 analysis of cryptocurrency markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(4), pages 533-561, December.
  2. Xing Li, 2025. "Examining the dynamic efficiency of NASDAQ insurance stock markets before and after the March 2020 crash," Computational Economics, Springer;Society for Computational Economics, vol. 66(6), pages 4677-4693, December.
  3. Asad Ul Islam Khan & William Bwando, 2024. "Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes," International Econometric Review (IER), Economic Research Association, vol. 16(2), pages 148-171, December.
  4. 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.
  5. P. K. Mishra & S. K. Mishra, 2023. "Do Banking and Financial Services Sectors Show Herding Behaviour in Indian Stock Market Amid COVID-19 Pandemic? Insights from Quantile Regression Approach," Millennial Asia, , vol. 14(1), pages 54-84, March.
  6. Emrah Ismail Cevik & Samet Gunay & Mehmet Fatih Bugan & Sel Dibooglu, 2025. "The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data," Annals of Operations Research, Springer, vol. 352(3), pages 389-413, September.
  7. Zhang, Yuanyuan & Chan, Stephen & Lord, Nicholas & Chu, Jeffrey & Yang, Hanfang & Chandrashekhar, Durga & Liao, Xin & Li, Qin, 2025. "Network transitions in the cryptocurrency market: The impact of regional conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
  8. Efstathios Polyzos & Ghulame Rubbaniy & Mieszko Mazur, 2024. "Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency," The Financial Review, Eastern Finance Association, vol. 59(3), pages 807-829, August.
  9. Bouteska, Ahmed & Abedin, Mohammad Zoynul & Hajek, Petr & Yuan, Kunpeng, 2024. "Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods," International Review of Financial Analysis, Elsevier, vol. 92(C).
  10. Parisa Foroutan & Salim Lahmiri, 2024. "Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
  11. Bouri, Elie & Benbachir, Soufiane & Alaoui, Marwane El, 2025. "How Bitcoin market trends affect major cryptocurrencies?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 668(C).
  12. Onur Özdemir & Selin Yalçıntaş, 2026. "Herd investing and market inefficiency in forex markets over the COVID-19 outbreak: the multifractality analysis," SN Business & Economics, Springer, vol. 6(3), pages 1-35, March.
  13. Giménez Roche, Gabriel A. & Noël, Antoine & Sauce, Loïc, 2025. "Bitcoin trade volume in decentralized markets: International evidence," Technological Forecasting and Social Change, Elsevier, vol. 214(C).
  14. Almeida, Lucas Mussoi & Perlin, Marcelo Scherer & Müller, Fernanda Maria, 2025. "Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets," Journal of Economics and Business, Elsevier, vol. 133(C).
  15. Emna Mnif & Khaireddine Mouakhar & Anis Jarboui, 2022. "The co‐movements of faith‐based cryptocurrencies in periods of pandemics," Review of Financial Economics, John Wiley & Sons, vol. 40(3), pages 300-311, July.
  16. Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024. "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, vol. 61(C).
  17. Zeeshan Fareed & Najaf Iqbal & Shaoyong Zhang & Livia Madureira, 2025. "COVID‐19 and insurance industry: Initial impact of the pandemic based on time‐frequency methods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 2240-2253, July.
  18. Kai Meng & Khalid Khan, 2024. "Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2225-2246, June.
  19. Bharti & Nupur Soti & Ashish Kumar, 2025. "Thematic Review and Discussion of Research on Herd Behavior in Capital Markets: Highlighting the Gaps and Proposing Future Research Avenues," SAGE Open, , vol. 15(1), pages 21582440251, February.
  20. Xunfa Lu & Huanhuan Yan & Pengchao He & Nicholas Apergis, 2025. "Multifractal relationship between decomposed oil price shocks and trading volume," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-16, December.
  21. Xinyu Huang & Weihao Han & David Newton & Emmanouil Platanakis & Dimitrios Stafylas & Charles Sutcliffe, 2023. "The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19," The European Journal of Finance, Taylor & Francis Journals, vol. 29(7), pages 800-825, May.
  22. Wasiuzzaman, Shaista & Pg Hj Ahmad, Ak Md Saiful Luqman, 2025. "Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency," Journal of Economics and Business, Elsevier, vol. 133(C).
  23. Kristjanpoller, Werner & Tabak, Benjamin Miranda, 2025. "Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 668(C).
  24. Muhammad Irfan & Mubeen Abdur Rehman & Sarah Nawazish & Yu Hao, 2023. "Performance Analysis of Gold- and Fiat-Backed Cryptocurrencies: Risk-Based Choice for a Portfolio," JRFM, MDPI, vol. 16(2), pages 1-15, February.
  25. Tetsuya Takaishi, 2025. "Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets," Papers 2504.18960, arXiv.org.
  26. 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).
  27. Hassan Javed & Naveed Khan, 2025. "Do Bitcoin Shocks Dominate Other Cryptocurrencies? An Examination Through GARCH Based Dynamic Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(4), pages 1431-1457, December.
  28. Kamal, Md Mostafa & Roca, Eduardo & Li, Bin & Lin, Chen & Reza, Rajibur, 2025. "Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis," Resources Policy, Elsevier, vol. 103(C).
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