Since the outbreak of the COVID-19 pandemic, stock markets around the world have
experienced unprecedented declines amid high uncertainty. In this paper, we use Google …

We examine the relationship between investor attention, and measures of uncertainty, with
the market dynamics of Bitcoin and other cryptocurrencies. We find that increases in investor …

This paper examines the impact of the novel coronavirus (COVID-19) on the degree and
structure of risk-return dependence in the US. The results from quantile regression (QR) …

The financial market response to the COVID-19 pandemic provides the first example of a
market crash instigated by a health crisis. As such, the crisis provides a unique setting in …

We study which variables can explain and predict the return, volatility and trading volume of
Bitcoin. The considered variables are return, volatility, trading volume, transaction volume …

This study investigates the dynamic directional information spillover of return and volatility
between the fossil energy market, investor sentiment towards renewable energy and the …

We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin
exchanges and scheduled macroeconomic news announcements affect the volatility of …

The rapid development of big data technologies and the Internet provides a rich mine of
online big data (eg, trend spotting) that can be helpful in predicting oil consumption—an …

This paper examines the causal relationship between Bitcoin attention (measured by the
Google Trends search queries) and Bitcoin returns for the period from January 1, 2013, to …

We investigate the effects of a google trend synthetic index concerning corona virus, as a
composite indicator of searching term and theme, on the implied volatility of thirteen major …