Author(s): Lahmiri S; Bekiros S;

The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poor's ...

Article GUID: 33286604

Author(s): Aktas OU; Kryzanowski L; Zhang J;

The intraday volatility effects of price-limit hits for stocks in the BIST-50 index during a volatile period are examined. Our evidence supports the volatility no-effect, dampening and spillover hypotheses depending on whether the lower or upper price limit ...

Article GUID: 32837364

Author(s): Lahmiri S; Bekiros S;

We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximat ...

Article GUID: 32501379