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TY  - JOUR
AU  - Saad Babar Jadoon, 
AU  - Zartashia Hameed*, 
AU  - Aroosha Riaz, 
AU  - Anwaar Ahmed, 
AU  - Mariyam Qadir , 
PY  - 2024/12/23
Y2  - 2025/09/22
TI  - PERSISTENCE IN CRYPTOCURRENCY RETURNS: A COMPARATIVE ANALYSIS OF PRE- AND POST-COVID PERIODS
JF  - `
JA  - ASSAJ
VL  - 2
IS  - 4
SE  - Articles
DO  - 
UR  - https://www.assajournal.com/index.php/36/article/view/104
SP  - 777-788
AB  - &lt;table&gt;&lt;tbody&gt;&lt;tr&gt;&lt;td&gt;&lt;p&gt;This article examines the persistence and market behavior of five major cryptocurrencies, Bitcoin (BTC), Ethereum (ETH), Ripple (XRP), Tether (USTD), and Binance Coin (BNB), during the Pre-COVID and Post-COVID periods. The selected five cryptocurrencies are compared to check which currency shows more persistence before and after the COVID-19 pandemic. Using the R/S analysis methodology, the values of the Hurst exponent show the varying persistence levels across cryptocurrencies, with BTC exhibiting a slight persistence reduction (from 0.625 to 0.577) post-COVID. In contrast, ETH and BNB show increased persistence. Conversely, USTD demonstrates consistent mean-reverting behavior. Statistically significant results confirm the existence of long-term memory in cryptocurrency returns, rejecting the random walk hypothesis. The results indicate the impact of external shocks, such as the COVID-19 pandemic, on trading behavior and market efficiency, providing valuable insights for investors and portfolio managers.&lt;/p&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/tbody&gt;&lt;/table&gt;&lt;p&gt;&lt;strong&gt;Keywords: &lt;/strong&gt;Cryptocurrency, Hurst exponent, COVID-19 pandemic, market efficiency, Persistence&lt;/p&gt;
ER  -