Attention to Authority: The behavioural finance of Covid-19

Burke, Matt; Fry, John; Kemp, Sean; Woodhouse, Drew

doi:10.1016/j.frl.2022.103081

All Outputs (2)

Quantitative Methods in Finance using R (2022)
Book
Fry, J., & Burke, M. (2022). Quantitative Methods in Finance using R. Maidenhead: Open University Press

Attention to Authority: The behavioural finance of Covid-19 (2022)
Journal Article
Burke, M., Fry, J., Kemp, S., & Woodhouse, D. (2022). Attention to Authority: The behavioural finance of Covid-19. Finance research letters, 49, Article 103081. https://doi.org/10.1016/j.frl.2022.103081

In this paper we investigate the predictability of cryptocurrency returns following increases in Covid-19 cases/deaths. We find that the rate of government intervention moderates the impact that Covid-19 cases/deaths have on cryptocurrency returns. W... Read More about Attention to Authority: The behavioural finance of Covid-19.