cryptocurrencies by market capitalization and COVID–19 news sentiment to capture cryptocurrency return and volatility dynamics. Results …

index and individual cryptocurrencies. This implies that positive news boosts the confidence of the investors, thereby … encouraging them to buy, and negative news creates uncertainty. The most dominant cryptocurrency, Bitcoin, experiences a … explains the increase in volatility with the positive news. However, Bitcoin’s volatility and liquidity are immune to the new …

(VAR) model, (ii) analyses the response of cryptocurrencies to one standard deviation shock on Bitcoin's returns, and (iii …This study analyses whether returns of top market capitalised crypto-currencies are affected by their movements or … major global macroeconomic news. Daily data are collected for the leading 10 cryptocurrencies from July 2017–December 2018 …

Cryptocurrencies have emerged as an innovative alternative investment asset class, traded in data-rich markets by … literature on behavioral drivers remains less developed. We explore the question of how price dynamics of cryptocurrencies are … sentiment analysis to model the effects of public sentiment toward investment markets in general, and cryptocurrencies in …

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence … developed by Birz and Lott [2011] to examine the hypothesis that Bitcoin returns are similarly affected by macroeconomic news … of the series' have a significant impact on Bitcoin returns. News relating to unemployment and durable goods …

We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November …

. Cryptocurrencies like Bitcoin trade across multiple secondary markets that differ significantly in term of liquidity, governance and … trust. This study explores 327 exchange listings of 180 cryptocurrencies on 22 different cryptocurrency exchanges and …