This paper builds an indicator of the market inefficiency degree by quantifying the extent of
the market deviation from an efficient status. From a novel perspective of informational …

The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

Stylized facts of returns and volatility are an important approximation tool for empirical
finance studies, especially in the area of young and new assets. In this paper, we examine …

Cryptocurrency is a financial innovation that brings many potential benefits, yet it has been
criticized for its negative environmental impacts. To fully reap the benefits from this financial …

We analyze multifractality for green bonds, stock sector indices, and US economic sector
bonds. Green bonds and US bonds show non-linear cross-correlations. We perform …

This study aims to identify the sources of spillovers affecting tourism tokens and classify the
type of assets to which they correspond. Using daily data for different asset classes from …

The development and adoption of blockchain and cryptocurrency technology are virtually
unstoppable. As an emerging information technology, blockchain has aroused extensive …

We employ a time-varying parameter vector autoregression (TVP-VAR) joint connectedness
approach to study the dynamic risk spillover effects between cryptocurrencies and China's …

This paper examines the impact of the introduction of Ethereum futures contracts on the
market efficiency of major cryptocurrency (Bitcoin, Ethereum, Ripple, Litecoin, and …

This study explores whether the COVID-19 outbreak and Russian–Ukrainian (R–U) conflict
have impacted the efficiency of cryptocurrencies. The novelty of this study is the use of the …