French, Joseph J. - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-7
Bitcoin before and during the COVID-19 pandemic. Results showed that TMU is a leading indicator of Bitcoin returns only during … the pandemic, and the effect of the TMU on Bitcoin's conditional volatility is significantly greater during the pandemic …. Furthermore, during the pandemic, the uncertainty content of people's tweets is impacted by the highly salient Bitcoin market …