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Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19
16 references·16 citing·37 second hopsampled
Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19 (2020)Fear Sentiment, Uncertainty, and Bitcoin …The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Deaths, Panic, Lockdowns and …Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Coronavirus (COVID-19) — An e…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The Investor Fear Gauge (2000)The Investor Fear GaugeInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Investor sentiments and stock markets during the COVID-19 pandemic (2022)Investor sentiments and stock…The impact of COVID-19 on the stock market crash risk in China (2021)The impact of COVID-19 on the…The impact and role of COVID-19 uncertainty: A global industry analysis (2021)The impact and role of COVID-…The COVID-19 storm and the energy sector: The impact and role of uncertainty (2021)The COVID-19 storm and the en…Regime specific spillover across cryptocurrencies and the role of COVID-19 (2021)Regime specific spillover acr…Is there a pattern in how COVID-19 has affected Australia’s stock returns? (2021)Is there a pattern in how COV…Identifying the influence of natural disasters on technological innovation (2021)Identifying the influence of …Government Fighting Pandemic, Stock Market Return, and COVID-19 Virus Outbreak (2021)Government Fighting Pandemic,…Feverish sentiment and global equity markets during the COVID-19 pandemic (2021)Feverish sentiment and global…Economic policy uncertainty and corporate innovation: Evidence from China (2021)Economic policy uncertainty a…Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)Does crude oil price stimulat…COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets (2021)COVID-19 fear and volatility …Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak (2020)Network analysis of global st…Japanese currency and stock market—What happened during the COVID-19 pandemic? (2020)Japanese currency and stock m…COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries (2020)COVID-19 and the Oil Price – …Are Cryptos Safe-Haven Assets during COVID-19? Evidence from Wavelet Coherence Analysis (2020)Are Cryptos Safe-Haven Assets…A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Model Specification and Risk Premia: Evidence from Futures Options (2007)The VIX, the variance premium and stock market volatility (2014)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Generalized autoregressive conditional heteroskedasticity (1986)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Oil and the Macroeconomy since World War II (1983)Testing for Granger non-causality in heterogeneous panels (2012)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2020Coronavirus (COVID-19) — An epidemic or pandemic for financial markets715 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2020Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic505 cited
  • Cited by

    • 2020Japanese currency and stock market—What happened during the COVID-19 pandemic?268 cited
    • 2020COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries245 cited
    • 2021The impact of COVID-19 on the stock market crash risk in China186 cited
    • 2021Does crude oil price stimulate economic policy uncertainty in BRICS?177 cited
    • 2021Feverish sentiment and global equity markets during the COVID-19 pandemic167 cited
    • 2020Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak140 cited
    • 2021Economic policy uncertainty and corporate innovation: Evidence from China136 cited
    • 2021Regime specific spillover across cryptocurrencies and the role of COVID-19125 cited
    • 2021The impact and role of COVID-19 uncertainty: A global industry analysis124 cited
    • 2021COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets123 cited
    • 2022Investor sentiments and stock markets during the COVID-19 pandemic119 cited
    • 2021Government Fighting Pandemic, Stock Market Return, and COVID-19 Virus Outbreak112 cited
    • 2021The COVID-19 storm and the energy sector: The impact and role of uncertainty110 cited
    • 2021Identifying the influence of natural disasters on technological innovation102 cited
    • 2021Is there a pattern in how COVID-19 has affected Australia’s stock returns?94 cited
    • 2020Are Cryptos Safe-Haven Assets during COVID-19? Evidence from Wavelet Coherence Analysis84 cited