1.
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.