This paper examines the performance of the large-cap cryptocurrencies, Bitcoin (BTC) and Ethereum (ETH), during the COVID-19 period (1/2/2020-30/12/2021) using sentiment analysis. Using the Google Trends tool, we try to quantify users’ intention to buy and sell BTC and ETH, and their...

The purpose of this note is to present a behavioral and computational analysis of the performance of Bitcoin (BTC) during the COVID-19 period 31.12.2019-31.03.2021. In order to quantitatively include a health fear index into our analysis, we employ a code which is based on the Google searches...

The purpose of this study is to examine the impact of the pandemic on the performance of stock markets, focusing on the behavioral influence of the fear due to COVID-19. Using a data set of 10 developed countries during the period December 31, 2019, to September 30, 2020, we examine the impact...

In 2021, meme stocks attracted investors and scholars’ attention. Using Wavelet Coherence analysis, we test in a sentiment analysis framework the dynamic interdependence between the AMC Theatres stock performance and the explanatory factors of Google Trends index, Put-Call ratio, and Trading...

The Russo-Ukrainian war is the dominant issue of 2022 worldwide. The consequences of this war are not limited only to the countries that clash at the battle fields, but also spread through the whole world, because these countries are large exporters of oil, wheat, and natural gas. In this note,...

This paper examines whether Technical Analysis (TA) signals could contribute to the generation of accurate Value at Risk (VaR) estimation. We incorporate TA into the widely accepted and applied Delta Normal (or Variance-Covariance) VaR model. Using simple TA rules, the Simple Moving Average...

This study examines the GME short squeeze in early 2021. Using intraday data from the period 4/1/2021 - 5/2/2021, we show that the GME stock price exhibited abnormal behavior. The Runs-test confirms that the GME returns were not randomly distributed, which is an indication of a violation of the...

This note presents the impact of the COVID-19 pandemic on bank subordinated bonds. Using weekly data for the period 10/1/2020-12/3/2021 of 14 US, UK, Spanish, Italian, German, and Canadian banks this note provides empirical evidence that the health risk due to the COVID-19 increases the bank...

This paper examines the performance of the most popular and highly capitalized cryptocurrencies during the COVID-19 era under a sentiment analysis view. We investigate Bitcoin (BTC), Ethereum (ETH), Binance (BNB) and Cardano (ADA) during the period 1/1/2020-30/9/2021. Using Google trends...

This study examines a real case scenario using real data under the assumption of a long-term investment horizon. We examine the Dollar Cost Average, Cost Average Plan (CAP) in our case, and attempt to ascertain whether it could prove beneficial for an investor that does not have a significant...