FoMO in the Bitcoin market: Revisiting and factors

We revisit the “fear of missing out” (FoMO) effect of Bitcoin by observing asymmetric volatility dynamics and further investigate its driving factors. Using a longer sample period covering the COVID-19 pandemic, our results show evidence of positive asymmetric volatility behavior in the Bitcoin mark...

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Bibliographic Details
Published in:The Quarterly review of economics and finance 2023-06, Vol.89, p.244-253
Main Authors: Wang, Jying-Nan, Liu, Hung-Chun, Lee, Yen-Hsien, Hsu, Yuan-Teng
Format: Article
Language:English
Subjects:
Bitcoin
Cryptocurrency
FoMO
GJR-GARCH
Rolling estimation
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