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Efficiency of the Brazilian Bitcoin : a DFA approach
Quintino, Derick; Campoli, Jéssica Suarez; Burnquist, … - In: International Journal of Financial Studies : open … 8 (2020) 2/25, pp. 1-9
Bitcoin's evolution has attracted the attention of investors and researchers looking for a better understanding of the efficiency of cryptocurrency markets, considering their prices and volatility. The purpose of this paper is to contribute to this understanding by studying the degree of...
Persistent link: https://www.econbiz.de/10012239310
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Long-range behaviour and correlation in DFA and DCCA analysis of cryptocurrencies
Costa, Natália; Silva, César; Ferreira, Paulo - In: International Journal of Financial Studies : open … 7 (2019) 3/51, pp. 1-12
In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and data availability: Bitcoin, Ethereum, Ripple, and...
Persistent link: https://www.econbiz.de/10012150298
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The footprints of COVID-19 on Central Eastern European stock markets : an intraday analysis
Aslam, Faheem; Nogueiro, Francisca; Brasil, Mariana; … - In: Post-communist economies 33 (2021) 6, pp. 751-769
Persistent link: https://www.econbiz.de/10012609486
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Analysis of the impact of COVID-19 pandemic on the intraday efficiency of agricultural futures markets
Aslam, Faheem; Ferreira, Paulo; Ali, Haider - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-18
The investigation of the fractal nature of financial data has been growing in the literature. The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using multifractal detrended fluctuation analysis (MF-DFA). To better...
Persistent link: https://www.econbiz.de/10014284170
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Influence of the Russia-Ukraine war and COVID-19 pandemic on the efficiency and herding behavior of stock markets : evidence from G20 nations
Memon, Bilal Ahmed; Aslam, Faheem; Naveed, Hafiz Muhammad; … - In: Economies : open access journal 12 (2024) 5, pp. 1-32
Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries). We classify stock market indices using MSCI classification for the developed...
Persistent link: https://www.econbiz.de/10014636008
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Analysis of the impact of COVID-19 pandemic on the intraday efficiency of agricultural futures markets
Aslam, Faheem; Ferreira, Paulo; Ali, Haider - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-18
The investigation of the fractal nature of financial data has been growing in the literature. The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using multifractal detrended fluctuation analysis (MF-DFA). To better...
Persistent link: https://www.econbiz.de/10014332763
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Long-range behaviour and correlation in DFA and DCCA analysis of cryptocurrencies
Costa, Natália; Silva, César; Ferreira, Paulo - In: International Journal of Financial Studies 7 (2019) 3, pp. 1-12
In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and data availability: Bitcoin, Ethereum, Ripple, and...
Persistent link: https://www.econbiz.de/10013200229
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Efficiency of the Brazilian Bitcoin: A DFA approach
Quintino, Derick; Campoli, Jéssica Suarez; Burnquist, … - In: International Journal of Financial Studies 8 (2020) 2, pp. 1-9
Bitcoin's evolution has attracted the attention of investors and researchers looking for a better understanding of the efficiency of cryptocurrency markets, considering their prices and volatility. The purpose of this paper is to contribute to this understanding by studying the degree of...
Persistent link: https://www.econbiz.de/10013200272