Keywords: Quantile-on-quantile approach
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Journal Articles
Managerial Finance (2023) 49 (8): 1342–1354.
Published: 03 February 2023
... at times of extreme bearish. However, COVID-19 bullish sentiment negatively impacts bitcoin market returns during bullish market conditions. Quantile-on-quantile approach's (QQA) empirical results show that the effects of COVID-19-related news on bitcoin returns were heterogeneous, mainly negative...

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