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Applied Economics Volume 54, 2022 - Issue 4
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Research Article

Long memory and efficiency of Bitcoin during COVID-19

Xiang Wua School of Statistics, Southwestern University of Finance and Economics, Chengdu, ChinaView further author information
,
Liang Wua School of Statistics, Southwestern University of Finance and Economics, Chengdu, China;b Center of Statistical Research, Southwestern University of Finance and Economics, Chengdu, ChinaCorrespondence[email protected]
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Shujuan Chena School of Statistics, Southwestern University of Finance and Economics, Chengdu, China;b Center of Statistical Research, Southwestern University of Finance and Economics, Chengdu, ChinaView further author information
Pages 375-389 | Published online: 16 Aug 2021

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Alessandro Cremaschini, Antonio Punzo, Eliano Martellucci & Antonello Maruotti. (2023) On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19. Applied Economics 55:32, pages 3675-3688.
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Articles from other publishers (9)

José Almeida & Tiago Cruz Gonçalves. (2023) Cryptocurrency market microstructure: a systematic literature review. Annals of Operations Research 332:1-3, pages 1035-1068.
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Noor Azryani Auzairy & Ahmad Ibn Ibrahimy. 2024. Contemporary Issues in Finance, Investment and Banking in Malaysia. Contemporary Issues in Finance, Investment and Banking in Malaysia 105 115 .
Hyeonoh Kim, Eojin Yi, Jooyoung Jeon, Taeyoung Park & Kwangwon Ahn. (2023) After the Split: Market Efficiency of Bitcoin Cash. Computational Economics.
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Liang Wu & Weifang Zhang. (2023) Co-movement between RMB and Bitcoin with Effects of DCEP Using Wavelet Coherence Analysis. Fluctuation and Noise Letters 22:04.
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Miriam Sosa, Edgar Ortiz & Alejandra Cabello-Rosales. (2022) Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic. Studies in Economics and Finance 40:3, pages 411-424.
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J. Alvarez-Ramirez, L. Castro & E. Rodriguez. (2023) Contribution of Nonlinear Dynamics to the Informational Efficiency of the Bitcoin Market. Fluctuation and Noise Letters 22:02.
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Bikramaditya Ghosh, Elie Bouri, Jung Bum Wee & Noshaba Zulfiqar. (2023) Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. Research in International Business and Finance 65, pages 101945.
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Leonardo H.S. Fernandes, Elie Bouri, José W.L. Silva, Lucian Bejan & Fernando H.A. de Araujo. (2022) The resilience of cryptocurrency market efficiency to COVID-19 shock. Physica A: Statistical Mechanics and its Applications 607, pages 128218.
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Ata Assaf, Avishek Bhandari, Husni Charif & Ender Demir. (2022) Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. International Review of Financial Analysis 82, pages 102132.
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