The resilience of cryptocurrency market efficiency to COVID-19 shock

We examine the price disorder and informational efficiency of five cryptocurrencies (Bitcoin, BNB, Cardano, Ethereum, and XRP) before and during the COVID-19 pandemic. In this sense, we estimate the permutation entropy and Fisher information measure (FIM). We use these complexity measures to constru...

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Detalles Bibliográficos
Autores principales: Fernandes, Leonardo H.S., Bouri, Elie, Silva, José W.L., Bejan, Lucian, de Araujo, Fernando H.A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9527181/
https://www.ncbi.nlm.nih.gov/pubmed/36211219
http://dx.doi.org/10.1016/j.physa.2022.128218

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9527181/
https://www.ncbi.nlm.nih.gov/pubmed/36211219
http://dx.doi.org/10.1016/j.physa.2022.128218

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