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- W4367057104 abstract "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 market, confirming the presence of the FoMO effect. This effect also exists in some other major cryptocurrencies. Further analysis indicates that the happiness index, the ratio of short-term to long-term Bitcoin trading volume, and the geopolitical risk index contribute positively to the FoMO, while the volatility index and the Twitter-based uncertainty index exert an opposite effect." @default.
- W4367057104 created "2023-04-27" @default.
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- W4367057104 date "2023-06-01" @default.
- W4367057104 modified "2023-09-24" @default.
- W4367057104 title "FoMO in the Bitcoin market: Revisiting and factors" @default.
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- W4367057104 doi "https://doi.org/10.1016/j.qref.2023.04.007" @default.
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