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Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19

Citations

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Cited by:

  1. Wang, Jiangyuan & Gan, Jiawu & Li, Zhen, 2021. "Industrial policy, uncertainty, and analysts’ earnings forecast: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 249-258.
  2. Nuruddeen Usman & Kodili Nwanneka & Nduka, 2023. "Announcement Effect of COVID-19 on Cryptocurrencies," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 3(3), pages 1-4.
  3. Narayan, Paresh Kumar & Devpura, Neluka & Wang, Hua, 2020. "Japanese currency and stock market—What happened during the COVID-19 pandemic?," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 191-198.
  4. Bannigidadmath, Deepa & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Gong, Qiang, 2022. "How stock markets reacted to COVID-19? Evidence from 25 countries," Finance Research Letters, Elsevier, vol. 45(C).
  5. Naidu, Dharmendra & Ranjeeni, Kumari, 2021. "Effect of coronavirus fear on the performance of Australian stock returns: Evidence from an event study," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
  6. Evangelos Vasileiou, 2021. "Explaining stock markets' performance during the COVID‐19 crisis: Could Google searches be a significant behavioral indicator?," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(3), pages 173-181, July.
  7. Zhao, Yang & Zhang, Maojun & Pei, Ziting & Nan, Jiangxia, 2023. "The effects of quantitative easing on Bitcoin prices," Finance Research Letters, Elsevier, vol. 57(C).
  8. Syed Jawad Hussain Shahzad & Elie Bouri & Sang Hoon Kang & Tareq Saeed, 2021. "Regime specific spillover across cryptocurrencies and the role of COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
  9. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Liu, Guangqiang, 2021. "COVID-19 lockdowns, stimulus packages, travel bans, and stock returns," Finance Research Letters, Elsevier, vol. 38(C).
  10. Liu, Zhifeng & Huynh, Toan Luu Duc & Dai, Peng-Fei, 2021. "The impact of COVID-19 on the stock market crash risk in China," Research in International Business and Finance, Elsevier, vol. 57(C).
  11. Guan, Jialin & Xu, Huijuan & Huo, Da & Hua, Yechun & Wang, Yunfeng, 2021. "Economic policy uncertainty and corporate innovation: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  12. Hongjun Zeng & Ran Lu & Abdullahi D. Ahmed, 2023. "Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 49-87, March.
  13. A. H. Nzokem, 2023. "Bitcoin versus S&P 500 Index: Return and Risk Analysis," Papers 2310.02436, arXiv.org.
  14. Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
  15. Martina Halouskov'a & Daniel Stav{s}ek & Mat'uv{s} Horv'ath, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Papers 2205.05985, arXiv.org, revised Aug 2022.
  16. K.P. Prabheesh & Rakesh Padhan & Bhavesh Garg, 2021. "COVID-19 and the Oil Price – Stock Market Nexus - Evidence From Net Oil-Importing Countries," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-4.
  17. Liao Xu & Jilong Chen & Hao Xu, 2023. "Market sentiment to COVID‐19 and the Chinese stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1121-1135, April.
  18. Bing, Tao & Ma, Hongkun, 2021. "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 384-396.
  19. Min Bai & Ly Ho, 2023. "How do gold and oil react to the COVID-19 pandemic: A review," Energy & Environment, , vol. 34(7), pages 2876-2902, November.
  20. Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2021. "Financial news and CDS spreads," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  21. Dash, Saumya Ranjan & Maitra, Debasish, 2022. "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  22. Yu, Zhen & Xiao, Yao & Li, Jinpo, 2021. "How does geopolitical uncertainty affect Chinese overseas investment in the energy sector? Evidence from the South China Sea Dispute," Energy Economics, Elsevier, vol. 100(C).
  23. Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023. "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 14-30.
  24. Louhichi, Waël & Ftiti, Zied & Ameur, Hachmi Ben, 2021. "Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
  25. Halousková, Martina & Stašek, Daniel & Horváth, Matúš, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
  26. Apergis, Nicholas, 2022. "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, vol. 47(PA).
  27. Chen, Meichen & Qin, Cong & Zhang, Xiaoyu, 2022. "Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus," Journal of International Money and Finance, Elsevier, vol. 124(C).
  28. Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022. "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, vol. 81(C).
  29. Hajek, Petr & Hikkerova, Lubica & Sahut, Jean-Michel, 2023. "How well do investor sentiment and ensemble learning predict Bitcoin prices?," Research in International Business and Finance, Elsevier, vol. 64(C).
  30. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023. "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, vol. 87(C).
  31. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2023. "Which COVID-19 information really impacts stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  32. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
  33. Padhan, Rakesh & Prabheesh, K.P., 2021. "The economics of COVID-19 pandemic: A survey," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 220-237.
  34. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Quiñoá-Piñeiro, Lara & Pérez-Pico, Ada M., 2022. "US biopharmaceutical companies' stock market reaction to the COVID-19 pandemic. Understanding the concept of the ‘paradoxical spiral’ from a sustainability perspective," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
  35. Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
  36. Deng, Tianjie & Xu, Tracy & Lee, Young Jin, 2022. "Policy responses to COVID-19 and stock market reactions - An international evidence," Journal of Economics and Business, Elsevier, vol. 119(C).
  37. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2022. "Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
  38. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022. "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
  39. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023. "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  40. Dias, Ishanka K. & Fernando, J.M. Ruwani & Fernando, P. Narada D., 2022. "Does investor sentiment predict bitcoin return and volatility? A quantile regression approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
  41. Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila, 2021. "Bond return predictability: Evidence from 25 OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  42. Fathin Faizah Said & Raja Solan Somasuntharam & Mohd Ridzwan Yaakub & Tamat Sarmidi, 2023. "Impact of Google searches and social media on digital assets’ volatility," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.
  43. Chu, Chien-Chi & Li, Yong-Li & Li, Shi-Jie & Ji, Yun, 2021. "Uncertainty, venture capital and entrepreneurial enterprise innovation—Evidence from companies listed on China's GEM," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  44. Ren, Yi-Shuai & Ma, Chao-Qun & Chen, Xun-Qi & Lei, Yu-Tian & Wang, Yi-Ran, 2023. "Sustainable finance and blockchain: A systematic review and research agenda," Research in International Business and Finance, Elsevier, vol. 64(C).
  45. Lee, Yen-Sheng & Vo, Ace & Chapman, Thomas A., 2022. "Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).
  46. Esam Mahdi & Ameena Al-Abdulla, 2022. "Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis," Econometrics, MDPI, vol. 10(2), pages 1-14, June.
  47. Bashir Ahmad Joo & Zahida Farooq, 2022. "Testing the impact of COVID-19 on trading behavior of the investors: An empirical evidence from Indian Stock Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 13(3), pages 21-29, September.
  48. Ștefan Cristian Gherghina & Daniel Ștefan Armeanu & Camelia Cătălina Joldeș, 2020. "Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis," IJERPH, MDPI, vol. 17(18), pages 1-35, September.
  49. Sui, Bo & Chang, Chun-Ping & Jang, Chyi-Lu & Gong, Qiang, 2021. "Analyzing causality between epidemics and oil prices: Role of the stock market," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 148-158.
  50. Diniz-Maganini, Natalia & Diniz, Eduardo H. & Rasheed, Abdul A., 2021. "Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison," Research in International Business and Finance, Elsevier, vol. 58(C).
  51. Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
  52. Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  53. Yao-Tsung Wu & Chien-Hung Liu & Kuo-Hao Lin & Dun-Yao Ke, 2024. "Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 147-166, January.
  54. Susan Sunila Sharma, 2021. "A Note on the Asian Market Volatility During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 1(2), pages 1-6.
  55. Ahmet Faruk Aysan & Ali Yavuz Polat & Hasan Tekin & Ahmet Semih Tunali, 2021. "Bitcoin-specific fear sentiment and bitcoin returns in the COVID-19 outbreak," Working Papers hal-03354930, HAL.
  56. Yue, Yao & Li, Xuerong & Zhang, Dingxuan & Wang, Shouyang, 2021. "How cryptocurrency affects economy? A network analysis using bibliometric methods," International Review of Financial Analysis, Elsevier, vol. 77(C).
  57. Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023. "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, vol. 88(C).
  58. Tran, Phan Huy Hieu, 2021. "Does employee stock ownership program reduce a company’s stock volatility during the Covid-19 lockdown?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  59. Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Pandemic-induced fear and stock market returns: Evidence from China," Global Finance Journal, Elsevier, vol. 54(C).
  60. Jinsha Zhao, 2022. "Do economic crises cause trading in Bitcoin?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(4), pages 465-490, April.
  61. David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print hal-04412029, HAL.
  62. Xiaoyue Chen & Bin Li & Andrew C. Worthington, 2022. "Economic uncertainty and Australian stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3441-3474, September.
  63. Huynh, Toan Luu Duc & Foglia, Matteo & Nasir, Muhammad Ali & Angelini, Eliana, 2021. "Feverish sentiment and global equity markets during the COVID-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1088-1108.
  64. Ahelegbey, Daniel Felix & Cerchiello, Paola & Scaramozzino, Roberta, 2022. "Network based evidence of the financial impact of Covid-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 81(C).
  65. Iyke, Bernard Njindan & Maheepala, M.M.J.D., 2022. "Conventional monetary policy, COVID-19, and stock markets in emerging economies," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
  66. Narayan, Paresh Kumar & Narayan, Seema, 2021. "Do opinion polls on government preference influence stock returns?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  67. Tibi Didier Zoungrana & Daouda Lawa tan Toé & Mamadou Toé, 2023. "Covid‐19 outbreak and stocks return on the West African Economic and Monetary Union's stock market: An empirical analysis of the relationship through the event study approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1404-1422, April.
  68. A. V. Biju & Aparna Merin Mathew & P. P. Nithi Krishna & M. P. Akhil, 2022. "Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis," Digital Finance, Springer, vol. 4(4), pages 275-290, December.
  69. Demiralay, Sercan & Golitsis, Petros, 2021. "On the dynamic equicorrelations in cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 524-533.
  70. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
  71. Su, Chi-Wei & Huang, Shi-Wen & Qin, Meng & Umar, Muhammad, 2021. "Does crude oil price stimulate economic policy uncertainty in BRICS?," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
  72. Chen, Yin-E & Li, Chunyan & Chang, Chun-Ping & Zheng, Mingbo, 2021. "Identifying the influence of natural disasters on technological innovation," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 22-36.
  73. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Hedging the extreme risk of cryptocurrency," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  74. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  75. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Commodity futures returns and policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 364-383.
  76. Iyke, Bernard Njindan & Tran, Vuong Thao & Narayan, Paresh Kumar, 2021. "Can energy security predict energy stock returns?," Energy Economics, Elsevier, vol. 94(C).
  77. Maaz Khan & Faheem Aslam & Paulo Ferreira, 2021. "Extreme Value Theory and COVID-19 Pandemic: Evidence from India," Economic Research Guardian, Weissberg Publishing, vol. 11(1), pages 2-10, June.
  78. Alexander Guzmán & Christian Pinto-Gutiérrez & María-Andrea Trujillo, 2021. "Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume," Mathematics, MDPI, vol. 9(15), pages 1-15, July.
  79. Hashem A. AlNemer & Besma Hkiri & Muhammed Asif Khan, 2021. "Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework," JRFM, MDPI, vol. 14(6), pages 1-19, June.
  80. Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021. "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  81. Bao Cong Nguyen To & Tam Van Thien Nguyen & Nham Thi Hong Nguyen & Hoai Thu Ho, 2022. "Responses of the International Bond Markets to COVID-19 Containment Measures," JRFM, MDPI, vol. 15(3), pages 1-11, March.
  82. Lyócsa, Štefan & Halousková, Martina & Haugom, Erik, 2023. "The US banking crisis in 2023: Intraday attention and price variation of banks at risk," Finance Research Letters, Elsevier, vol. 57(C).
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