%0 Journal Article %1 MONTASSER2021102362 %A Montasser, Ghassen El %A Charfeddine, Lanouar %A Benhamed, Adel %D 2021 %J Finance Research Letters %K ba bitcoin crypto_curr mkt_eff %P 102362 %R https://doi.org/10.1016/j.frl.2021.102362 %T COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis %U https://www.sciencedirect.com/science/article/pii/S1544612321003652 %X This paper compares the degree of cryptocurrency market efficiency during the pre- and post COVID-19 pandemic with the bubble and non-bubble periods of cryptocurrency markets. Furthermore, it examines and clusters eighteen cryptocurrencies by exploring their market efficiency similarity. Comparing the cryptocurrency bubble periods with the COVID-19 pandemic, the results indicate that this pandemic has the highest impact on cryptocurrency market efficiency. Interestingly, using the dynamic time warping clustering approach, we found evidence on the presence of three clusters that essentially represent mining coins, non-mining coins and token categorizations .

@article{MONTASSER2021102362, abstract = {This paper compares the degree of cryptocurrency market efficiency during the pre- and post COVID-19 pandemic with the bubble and non-bubble periods of cryptocurrency markets. Furthermore, it examines and clusters eighteen cryptocurrencies by exploring their market efficiency similarity. Comparing the cryptocurrency bubble periods with the COVID-19 pandemic, the results indicate that this pandemic has the highest impact on cryptocurrency market efficiency. Interestingly, using the dynamic time warping clustering approach, we found evidence on the presence of three clusters that essentially represent mining coins, non-mining coins and token categorizations .}, added-at = {2021-12-20T15:26:36.000+0100}, author = {Montasser, Ghassen El and Charfeddine, Lanouar and Benhamed, Adel}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2f3367c086768c46e7fc1fa90406c85e9/georglender}, description = {COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis - ScienceDirect}, doi = {https://doi.org/10.1016/j.frl.2021.102362}, interhash = {c2bb58192e02ad5a372154db39e7dc93}, intrahash = {f3367c086768c46e7fc1fa90406c85e9}, issn = {1544-6123}, journal = {Finance Research Letters}, keywords = {ba bitcoin crypto_curr mkt_eff}, pages = 102362, timestamp = {2021-12-20T14:26:36.000+0100}, title = {COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis}, url = {https://www.sciencedirect.com/science/article/pii/S1544612321003652}, year = 2021 }