Table 3.
Reported probability values of comparative testing of cryptocurrency vs. stock markets
| Null hypothesis | p-value |
|---|---|
| t-tests applied to LLE samples | |
| LLE mean in cryptocurrency markets before pandemic = LLE mean in stock markets before pandemic | 0.0305 |
| LLE mean in cryptocurrency markets before pandemic > LLE mean in stock markets before pandemic | 0.9847 |
| LLE mean in cryptocurrency markets before pandemic < LLE mean in stock markets before pandemic | 0.0153 |
| LLE mean in cryptocurrency markets during pandemic = LLE mean in stock markets during pandemic | 0.3289 |
| LLE mean in cryptocurrency markets during pandemic > LLE mean in stock markets during pandemic | 0.8355 |
| LLE mean in cryptocurrency markets during pandemic < LLE mean in stock markets during pandemic | 0.1645 |
| F-tests applied to LLE samples | |
| LLE variance in cryptocurrency markets before pandemic = LLE variance in stock markets before pandemic | 0.1103 |
| LLE variance in cryptocurrency markets before pandemic > LLE variance in stock markets before pandemic | 0.0551 |
| LLE variance in cryptocurrency markets before pandemic < LLE variance in stock markets before pandemic | 0.9449 |
| LLE variance in cryptocurrency markets during pandemic = LLE variance in stock markets during pandemic | 0.8294 |
| LLE variance in cryptocurrency markets during pandemic > LLE variance in stock markets during pandemic | 0.4147 |
| LLE variance in cryptocurrency markets during pandemic < LLE variance in stock markets during pandemic | 0.5853 |
| t-tests applied to ApEn samples | |
| ApEn mean in cryptocurrency markets before pandemic = ApEn mean in stock markets before pandemic | 0.3529 |
| ApEn mean in cryptocurrency markets before pandemic > ApEn mean in stock markets before pandemic | 0.1764 |
| ApEn mean in cryptocurrency markets before pandemic < ApEn mean in stock markets before pandemic | 0.8236 |
| ApEn mean in cryptocurrency markets during pandemic = ApEn mean in stock markets during pandemic | 1.1670×10−08 |
| ApEn mean in cryptocurrency markets during pandemic > ApEn mean in stock markets during pandemic | 5.8348×10-09 |
| ApEn mean in cryptocurrency markets during pandemic < ApEn mean in stock markets during pandemic | 1.0000 |
| F-tests applied to ApEn samples | |
| ApEn variance in cryptocurrency markets before pandemic = ApEn variance in stock markets before pandemic | 0.0689 |
| ApEn variance in cryptocurrency markets before pandemic > ApEn variance in stock markets before pandemic | 0.0344 |
| ApEn variance in cryptocurrency markets before pandemic < ApEn variance in stock markets before pandemic | 0.9656 |
| ApEn variance in cryptocurrency markets during pandemic = ApEn variance in stock markets during pandemic | 0.6012 |
| ApEn variance in cryptocurrency markets during pandemic > ApEn variance in stock markets during pandemic | 0.3006 |
| ApEn variance in cryptocurrency markets during pandemic < ApEn variance in stock markets during pandemic | 0.6994 |