Investor attention and cryptocurrency : evidence from wavelet-based quantile Granger causality analysis
Rong Li, Sufang Li, Di Yuan, Huiming Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Rong ; Li, Sufang ; Yuan, Di ; Zhu, Huiming |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 56.2021, p. 1-30
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| Subject: | Quantile regression | Cryptocurrency | Investor attention | Granger causality | Wavelet | Kausalanalyse | Causality analysis | Virtuelle Währung | Virtual currency | Anlageverhalten | Behavioural finance | Regressionsanalyse | Regression analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101389 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013269441