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ssrn; 2021.
Preprint in English | PREPRINT-SSRN | ID: ppzbmed-10.2139.ssrn.3962682

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.


Subject(s)
COVID-19
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