Not all words are equal : sentiment and jumps in the cryptocurrency market
Year of publication: |
2024
|
---|---|
Authors: | Aysan, Ahmet Faruk ; Caporin, Massimiliano ; Cepni, Oguzhan |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101920, p. 1-19
|
Subject: | Cryptocurrency | Jump spillover | Jumps | Logistic regression | News content |
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