Impacts of COVID-19 on the Return and Volatility Nexus among Cryptocurrency Market

Table 1

Information for the top 10 cryptocurrencies (RMB).

Cryptocurrency	Market value	Price	Trade volume	Circulating supply
BTC	3,512,025,975,000	188,952.00	304,617,946,979	3,491,180,869,132
ETH	548,407,857,349	4,807.90	90,754,297,567	550,366,550,885
USDT	136,386,953,086	6.52	400,368,688,566	136,736,695,737
ADA	36,760,890,565	1.18	7,375,143,430	10,757,641,730
LTC	53,766,605,595	812.03	40,862,530,085	49,042,220,091
XRP	65,004,962,235	1.43	34,931,844,357	51,977,509,427
XLM	18,322,448,767	0.8361	3,153,623,337	18,288,287,123
LINK	29,254,396,026	73.41	7,859,964,879	29,136,493,829
BOT	54,202,739,300	60.55	17,927,694,235	42,811,317,558
BCH	41,556,750,100	2,234.13	24,639,897,782	42,850,634,867
BNB	35,160,460,410	243.48	2,632,735,451	35,080,040,943

Note. The data sample was selected for 31 December 2020.