Media Attention and Bitcoin Prices

We present a dual process on a diffusion model to examine whether Bitcoin prices behave with jumps attributed to informative signals derived from Twitter and Google Trends. The empirical results indicate that Bitcoin prices are partially driven by a momentum on media attention in social networks, justifying a sentimental appetite for information demand

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Year of publication:	2019
Authors:	Philippas, Dionisis
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Elektronisches Geld \| Electronic money \| Social Web \| Social web \| Virtuelle Währung \| Virtual currency

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Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Finance Research Letters, 2019 In: DOI: 10.1016/j.frl.2019.03.031 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 11, 2019 erstellt
Other identifiers:	10.2139/ssrn.3313866 [DOI]
Classification:	G11 - Portfolio Choice ; G15 - International Financial Markets ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012895209