Does investor sentiment predict bitcoin return and volatility? : a quantile regression approach
Ishanka K. Dias, J.M. Ruwani Fernando, P. Narada D. Fernando
Year of publication: |
2022
|
---|---|
Authors: | Dias, Ishanka K. ; Fernando, J. M. Ruwani ; Fernando, P. Narada D. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-15
|
Subject: | Bitcoin | Investor sentiment | Quantile via moments | Return, volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Börsenkurs | Share price |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Yang, Chunpeng, (2014)
-
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco, (2020)
-
Investor sentiment, realized volatility and stock returns
Abdelmalek, Wafa, (2022)
- More ...