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 …

market risk factors (namely, the six Fama French factors), to precious metal commodity returns, and to cryptocurrency …-specific risk-factors (namely, crypto-momentum, a sentiment index based on Google searches, and supply factors, i.e., electricity … during our sample. On the contrary, crypto assets are characterized by a time-varying but significant exposure to a sentiment …

cryptocurrencies by market capitalization and COVID–19 news sentiment to capture cryptocurrency return and volatility dynamics. Results … show that COVID–19 news sentiment influences cryptocurrency returns. The nexus is unidirectional from news sentiment to …This paper examines how different categories of COVID–19 news sentiment differentially impact the behavior of …

analyze a subpopulation of 225 cryptocurrency owners who classify as investors. 56% of them experienced positive returns …-12) did. We find that net income, the degree of cryptocurrency knowledge and the degree of ideological motivation for owning … cryptocurrency have positive effects on returns. This first scientific analysis of individual investment in cryptocurrencies provides …