Impact of Market Volatility on Investor Sentiment: Evidence from COVID-19 and Crypto-Currencies

Authors :: Md Iftekhar Hasan Chowdhury
Abraham Agyemang
Russell B. Gregory-Allen
Benjamin Larcher
Source :: SSRN Electronic Journal.
Publication Year :: 2021
Publisher :: Elsevier BV, 2021.
Abstract: We study how investor sentiment responds to the prevalence of COVID-19 induced equity market volatility. Using the quantile-on-quantile approach, we report a strong relationship between sentiment and volatility. We note that low to medium volatility yield minimum fear, with high volatility triggering extreme fear in the crypto market.

Subjects :: History
2019-20 coronavirus outbreak
Cryptocurrency
Polymers and Plastics
Coronavirus disease 2019 (COVID-19)
Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2)
Yield (finance)
Equity (finance)
Monetary economics
Industrial and Manufacturing Engineering
Economics
Preprint
Business and International Management
Volatility (finance)

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