The dynamics of market efficiency of major cryptocurrencies
Year of publication: |
2023
|
---|---|
Authors: | Aslam, Faheem ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Bouri, Elie |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 58.2023, p. 1-14
|
Subject: | Cryptocurrency | Market efficiency | MF-DFA | Rolling window | Herding behaviour | COVID-19 outbreak | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Coronavirus | Herdenverhalten | Herding | Anlageverhalten | Behavioural finance |
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