The following study investigates whether there exist factors that have a degree of predictability when predicting the …. Contemporaneously, another analysis is conducted on less conventional factors that are associated with investors sentiment. Evidences … investing in a passive portfolio which equally weights every cryptocurrency in the study, would have delivered better risk …

impact of investor sentiment on cryptocurrency returns is conditional on bubble regimes …The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard … the volume of messages published on social media and message boards, we examine the impact of investor sentiment …