Table 1.

Summary statistics.

Statistics	Mean	StDev	Min	Max
$RetEt{h}_{[1,7]}$	3.471	12.563	−53.866	58.056
$RetBt{c}_{[1,7]}$	2.242	9.874	−45.511	30.093
$RetInde{x}_{[1,7]}$	2.367	10.612	−49.462	35.850
$Polic{y}_t$	−0.081	0.579	−0.816	1.993
$AbSearc{h}_t$	0.000	1.000	−4.978	3.571
$Case{s}_{[-7,-1]}$	11,612,352.663	6,411,424.858	21,059.000	23,976,871.000
$Death{s}_{[-7,-1]}$	232,460.442	97,218.110	1865.000	438,330.000

$RetEt{h}_{[1,7]}$, $RetBt{c}_{[1,7]}$, and $RetInde{x}_{[1,7]}$ represent the week ahead returns for each cryptocurrency, expressed as percentages. $Polic{y}_t$ and $AbSearc{h}_t$ represent the standardised weekly policy response and Google trends data respectively. Data for $Polic{y}_t$ is standardised prior to merging with financial data. $AbSearc{h}_t$ is collected on a weekly basis. $Case{s}_{[-7,-1]}$ and $Death{s}_{[-7,-1]}$ represent the prior week cases and deaths respectively and are summarised here in their raw format, prior to standardisation.