The DOI matches its Crossref record; 30 of the 30 references it cites were found in a registry or an index.
Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19
Open accessAbstract
This paper studies the impact of fear sentiment caused by the coronavirus pandemic on Bitcoin price dynamics. We construct a new proxy for coronavirus fear sentiment using hourly Google search queries on coronavirus-related words. The results show that market volatility has been exacerbated by fear sentiment as the result of an increase in search interest in coronavirus. Moreover, we find that negative Bitcoin returns and high trading volume can be explained by fear sentiment regarding the coronavirus. Our results also show that Bitcoin fails to act as a safe haven during the pandemic.
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1 retracted
RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?
Shahzad, S. J. H., Bouri, E., Roubaud, D., Kristoufek, L., & Lucey, B. (2019) · International Review of Financial Analysis · doi:10.1016/j.irfa.2019.01.002 · Cited by 694
RetractedInvestigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
Giving content to investor sentiment: The role of media in the stock market
TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827
Bitcoin, gold and the dollar – A GARCH volatility analysis
Dyhrberg, A. H. (2016) · Finance Research Letters · doi:10.1016/j.frl.2015.10.008 · Cited by 1,544
Cheah, E.-T., & Fry, J. (2015) · Economics Letters · doi:10.1016/j.econlet.2015.02.029 · Cited by 1,383
The Sum of All FEARS Investor Sentiment and Asset Prices
Da, Z., Engelberg, J., & Gao, P. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu072 · Cited by 1,379
Exploring the dynamic relationships between cryptocurrencies and other financial assets
Corbet, S., Meegan, A., Larkin, C., Lucey, B., & Yarovaya, L. (2018) · Economics Letters · doi:10.1016/j.econlet.2018.01.004 · Cited by 1,335
Whaley, R. E. (2000) · The Journal of Portfolio Management · doi:10.3905/jpm.2000.319728 · Cited by 1,055
The economics of BitCoin price formation
Ciaian, P., Rajcaniova, M., & Kancs, D. (2016) · Applied Economics · doi:10.1080/00036846.2015.1109038 · Cited by 1,004
Cited by
Japanese currency and stock market—What happened during the COVID-19 pandemic?
Narayan, P. K., Devpura, N., & Wang, H. (2020) · Economic Analysis and Policy · doi:10.1016/j.eap.2020.09.014 · Cited by 268
COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries
Prabheesh, K. P., Padhan, R., & Garg, B. (2020) · Energy RESEARCH LETTERS · doi:10.46557/001c.13745 · Cited by 245
The effects of quantitative easing on Bitcoin prices
Zhao, Y., Zhang, M., Pei, Z., & Nan, J. (2023) · Finance Research Letters · doi:10.1016/j.frl.2023.104232 · Cited by 9
Metadata
- Authors
- Chen, C., Liu, L., & Zhao, N.
- Venue
- Emerging Markets Finance and Trade
- Publisher
- Informa UK Limited
- Published
- 2020-07-25
- Volume
- 56
- Issue
- 10
- Pages
- 2298-2309
- ISSN
- 1061-2009 (ISSN-L)
- 1540-496X
- 1558-0938
- OpenAlex
- W3045217887
- Cited by
- 292
- References
- 30
- FWCI
- 46.61
- Type
- journal article
- Language
- en
- Open access
- green
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.