CYH Chen, L Guo, T Renault - Investor Sentiment and Return …, 2019 - papers.ssrn.com
… cryptocurrency as a new type of money, investorsentiment (confidence) can sustain permanently the price of cryptocurrencies. … , the sentiment at t − 1 continues to driveprice movement, …
… question is whether online investorsentimentcan predict cryptocurrency returns. Many reasons … Accordingly, there is no consensus on which factors drive their prices. For this reason, …
… of investorsentiment on cryptocurrency … emotionsdriveBitcoinprices. Subramaniam and Chakraborty (Citation2020) investigated investor attention’s impact on cryptocurrencyprices …
D Koutmos - Review of Quantitative Finance and Accounting, 2023 - Springer
… bitcoinpricescan undergo regime changes and that conventional regression-type models that focus on the center of the distribution of bitcoinprice changes can … drivesbitcoinprices. …
… in the Bitcoinmarket, given Ethereum’s smaller investment … the Ethereum test set may be spurious; this hypothesis can … data can predict the direction of short-term cryptocurrencyprice …
T Burggraf, TLD Huynh, M Rudolf… - Review of Behavioral …, 2021 - emerald.com
… In this study, we assume that the price of Bitcoin is mainly driven by investorsentiment, … that prompt us to link investorsentiment to Bitcoin. First, the Bitcoinmarket is unique in the sense …
CYH Chen, CM Hafner - Journal of Risk and Financial Management, 2019 - mdpi.com
… bubble can only be pumped up with anomalous sentiment. … framework and a test for a sentiment-induced price bubble. … in cryptocurrencies using a sentiment index, which drives the …
… between DeFi tokens and investorsentiment in both bull and … To represent investor attention in the cryptocurrencymarket, … hypothesis that negative returns of Bitcoindo not M–G cause …
D Bourghelle, F Jawadi, P Rozin - Journal of Economic Behavior & …, 2022 - Elsevier
… helps improve predictions of bitcoinprice dynamics informed by the information provided by investoremotions. … Our conclusion can thus help improve our understanding of changes in …