experimental results demonstrate that there is no single best method for forecasting volatility of each cryptocurrency, and … different models may perform better depending on the specific cryptocurrency, choice of the error metric and forecast horizon …

notice that no single tool performed uniformly for all cryptocurrency markets. The policymakers can adopt the model for … forecasting cryptocurrency volatility accordingly. …

This paper develops textual sentiment measures for China's stock market by extracting the textual tone of 60 million … messages posted on a major online investor forum in China from 2008 to 2018. We conduct sentiment extraction by using both … convolutional neural network). The market-level textual sentiment index is constructed as the average of message-level sentiment …

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in … the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that … the patterns of intraday return predictability change in the presence of large intraday price jumps, FOMC announcement …