Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 19, 2021 erstellt
Beschreibung:
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