Polat, Ali Yavuz; Aysan, Ahmet Faruk; Tekin, Hasan; … - In: Studies in Economics and Finance 39 (2021) 1, pp. 98-110
Purpose: This study aims to investigate the effect of fear sentiment with a novel data set on Bitcoin’s (BTC) return, volatility and transaction volume. The authors divide the sample into two subperiods to capture the changing dynamics during the COVID-19 pandemic....