War-driven attention and cryptocurrency returns: The case of the Russia–Ukraine war

IF 1.7 Q3 MANAGEMENT

IIMB Management Review Pub Date : 2025-03-01 DOI:10.1016/j.iimb.2025.100552

Arushi Verma, Madhumita Chakraborty

引用次数: 0

Abstract

The paper investigates how attention to the Russia-Ukraine war affects cryptocurrency returns by creating a Google search volume index (GSVI) using Google trends keywords. It finds that crypto returns react positively to attention to war and negatively to the volatility index (VIX), demonstrating that investor fear during times of crisis may increase interest in cryptocurrencies. The research provides specific insights into crypto markets that can aid portfolio managers and regulators. It also adds to the limited studies on the impact of war on cryptocurrency returns.

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战争引发的关注和加密货币回报：俄乌战争案例

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来源期刊

IIMB Management Review MANAGEMENT-

CiteScore

3.20

自引率

5.90%

发文量

审稿时长

68 days

期刊介绍： IIMB Management Review (IMR) is a quarterly journal brought out by the Indian Institute of Management Bangalore. Addressed to management practitioners, researchers and academics, IMR aims to engage rigorously with practices, concepts and ideas in the field of management, with an emphasis on providing managerial insights, in a reader friendly format. To this end IMR invites manuscripts that provide novel managerial insights in any of the core business functions. The manuscript should be rigorous, that is, the findings should be supported by either empirical data or a well-justified theoretical model, and well written. While these two requirements are necessary for acceptance, they do not guarantee acceptance. The sole criterion for publication is contribution to the extant management literature.Although all manuscripts are welcome, our special emphasis is on papers that focus on emerging economies throughout the world. Such papers may either improve our understanding of markets in such economies through novel analyses or build models by taking into account the special characteristics of such economies to provide guidance to managers.