This paper studies the dynamic network connectedness between cryptocurrency returns and
sentiments using the novel cryptocurrency-specific MarketPsych sentiment data for 13 …

This study examines the impact of investor sentiment on cryptocurrency returns. We use a
direct survey-based measure that captures the investors' sentiment on Bitcoins. This direct …

This study examines the impact of investor sentiment on cryptocurrency returns. We use a
direct survey-based measure that captures the investors' sentiment on Bitcoins. This direct …

In this paper, we examine the impact of investor sentiment on Bitcoin returns. Using a large
dataset of messages discussed on social media and several financial indicators, we create a …

The paper examines how various COVID-19 news sentiments differentially impact the
behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to …

We examine the predictive ability of Twitter Happiness Sentiment for six major
cryptocurrencies using daily data from August 7, 2015 to December 31, 2019. At first …

We examine the predictive ability of online investor sentiment for six major cryptocurrency
returns. For this, we use two proxies, the FEARS index of Da et al.(2015) and Twitter …

This textual analysis with spillover effects examines whether the sentiment expressed in the
US President Donald Trump's tweets correlates to price and volume activity in the Bitcoin …

I study the dependency and causality structure of the cryptocurrency market investigating
collective movements of both prices and social sentiment related to almost two thousand …

We propose a crypto-specific lexicon to quantify the investor sentiment and use it to predict
the cryptocurrency market returns. The new lexicon achieves better accuracy (32\% higher) …