ArticlePhysica A2021
Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19.
Article in Physica A, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 8 papers.
What it found
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Who cites it
8 citing papers in PubMed.
- Detecting Unusual Trading Patterns on Cryptocurrency Exchanges by Means of Complexity Measures.Entropy (Basel, Switzerland) · 2026Article
- Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market.Entropy (Basel, Switzerland) · 2025Article
- Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies.Entropy (Basel, Switzerland) · 2023Article
- What Is Mature and What Is Still Emerging in the Cryptocurrency Market?Entropy (Basel, Switzerland) · 2023Article
- Cryptocurrencies Are Becoming Part of the World Global Financial Market.Entropy (Basel, Switzerland) · 2023Article
- Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies.Entropy (Basel, Switzerland) · 2022Article
- Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time.Nonlinear dynamics · 2022Article
- Cryptocurrency Market Consolidation in 2020-2021.Entropy (Basel, Switzerland) · 2021Article
Corrections and comments
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Authors and funding
1 author.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This paper uses new and recently introduced methodologies to study the similarity in the dynamics and behaviours of cryptocurrencies and equities surrounding the COVID-19 pandemic. We study two collections; 45 cryptocurrencies and 72 equities, both independently and in conjunction. First, we examine the evolution of cryptocurrency and equity market dynamics, with a particular focus on their change during the COVID-19 pandemic. We demonstrate markedly more similar dynamics during times of crisis. Next, we apply recently introduced methods to contrast trajectories, erratic behaviours, and extreme values among the two multivariate time series. Finally, we introduce a new framework for determining the persistence of market anomalies over time. Surprisingly, we find that although cryptocurrencies exhibit stronger collective dynamics and correlation in all market conditions, equities behave more similarly in their trajectories and extremes, and show greater persistence in anomalies over time.
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