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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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Bitcoin bubble trouble
Kreuser, Jérôme; Sornette, Didier - 2018 - Revised 18-Jun-18
investment strategies applied to Bitcoin. Our bubble model is defined as a geometric Brownian motion combined with separate crash …-free asset. Using our bubble model on Bitcoin from 8-Jul-2013 until 19-Dec-2017 would have generated a CAGR of 140% with a … maximum drawdown of 69% giving a Calmar Ratio of 2.03. It would have moved out of Bitcoin gradually since 25-Apr-2017 to be …
Persistent link: https://www.econbiz.de/10011899594
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Does sentiment impact cryptocurrency?
Anamika; Chakraborty, Madhumita; Subramaniam, Sowmya - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 202-218
Persistent link: https://www.econbiz.de/10013547899
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What are bitcoin market reactions to its-related events?
Li, Zhenghui; Chen, Liming; Dong, Hao - In: International review of economics & finance : IREF 73 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012672145
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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Bubbly Bitcoin
Dong, Feng; Xu, Zhiwei; Zhang, Yu - In: Economic theory 74 (2022) 3, pp. 973-1015
Persistent link: https://www.econbiz.de/10013442115
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Are all text news just a noise for investors? : impact of online texts on Bitcoin returns
Damjanović, Aleksandar; Drenovak, Mikica - In: Ekonomske teme 61 (2023) 2, pp. 121-144
available news articles, authors analyze their impact on Bitcoin returns. This research shows that in the first quarter of 2022 … Bitcoin returns could be explained by the sentiment of information obtained from news published on online portals. However, we … find negative relation between Bitcoin news sentiment and its returns. Such result can be explained as anomaly of …
Persistent link: https://www.econbiz.de/10014372681
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Underreaction and overreaction in Bitcoin market
Liu, Tianquan; Wang, Yiming; Yan, Yu - In: Applied economics letters 30 (2023) 12, pp. 1685-1691
Persistent link: https://www.econbiz.de/10014304934
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Who are the Bitcoin investors? : evidence from indirect cryptocurrency investments
Lammer, Dominique Marcel; Hanspal, Tobin - In: Essays in household finance, (pp. 1-49). 2019
Cryptocurrencies have received growing attention from individuals, the media, and regulators. However, little is known about the investors whom these financial instruments attract. Using administrative data, we describe the investment behavior of individuals who invest in cryptocurrencies with...
Persistent link: https://www.econbiz.de/10012631494
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Who are the Bitcoin investors? : evidence from indirect cryptocurrency investments
Lammer, Dominique Marcel; Hanspal, Tobin; Hackethal, Andreas - 2020
Cryptocurrencies have received growing attention from individuals, the media, and regulators. However, little is known about the investors whom these financial instruments attract. Using administrative data, we describe the investment behavior of individuals who invest in cryptocurrencies with...
Persistent link: https://www.econbiz.de/10012217445