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Market stress and herding : a new approach to the cryptocurrency market
Raimundo Júnior, Gerson de Souza; Palazzi, Rafael Baptista - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10012802010
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Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022
the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that … reversal, which is unique to the cryptocurrency market, can be related to investors’ overreaction to non …
Persistent link: https://www.econbiz.de/10013289927
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Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment
Banerjee, Ameet Kumar; Akhtaruzzaman, Md; Dionisio, Andreia - 2021
cryptocurrency returns. A nonlinear technique of transfer entropy is applied to investigate the relationship between the top 30 … 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 …
Persistent link: https://www.econbiz.de/10013212657
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Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets
Papadamou, Stephanos; Kyriazis, Nikolaos A.; Tzeremes, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012814565
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Intraday efficiency-frequency nexus in the cryptocurrency markets
Aslan, Aylin; Sensoy, Ahmet - In: Finance research letters 35 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012438404
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Understanding investor sentiment : analyzing its influence on stock and cryptocurrency markets during the Russia-Ukraine war
Chowdhury, Emon Kalyan; Chowdhury, Rupam; Dhar, Bablu Kumar - In: Thunderbird international business review 66 (2024) 5, pp. 473-489
Persistent link: https://www.econbiz.de/10014634587
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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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Disrupting the stock market : stocks gone crypto
Latinović, Milica - In: Digital Transformation of the Financial Industry : …, (pp. 77-95). 2023
Persistent link: https://www.econbiz.de/10013549015
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Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect
Brini, Alessio; Lenz, Jimmie - In: Economics letters 220 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013473124
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The Nexus between Online Investor Sentiment, Stock Markets and Cryptocurrency : The Case of Fears and Happiness
Omezzine, Fedia; BenMabrouk, Houda - 2022
This paper examines the effect of online investor, the FEARS index of Da et al. (2015) and Twitter Happiness sentiment. Applying the DCC-GARCH model we fund that Fears seem to be a persistent and strong predictor for Bitcoin returns. Though happiness, is persistent in roughly all G7 markets and...
Persistent link: https://www.econbiz.de/10013492047