Bitcoin market reactions to large price swings of international stock markets

B Jia, D Shen, W Zhang - International Review of Economics & Finance, 2024 - Elsevier
This paper aims to investigate the linkage between Bitcoin market and stock markets. By
employing high-frequency Bitcoin trading data, we find intraday Bitcoin price reversals …

On the mechanics of nft valuation: Ai ethics and social media

L Zhang, Y Sun, Y Quan, J Cao, X Tong - arXiv preprint arXiv:2307.10201, 2023 - arxiv.org
As CryptoPunks pioneers the innovation of non-fungible tokens (NFTs) in AI and art, the
valuation mechanics of NFTs has become a trending topic. Earlier research identifies the …

[HTML][HTML] Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic

A Bouteska, P Hajek, MZ Abedin, Y Dong - Research in International …, 2023 - Elsevier
This study aims to examine whether the prices and returns of two cryptocurrencies,
Dogecoin and Ethereum, are affected by Twitter engagement following the COVID-19 …

Risky? So, why people are getting back to invest in cryptocurrencies? The United Arab Emirates as a case

AA Alsmadi, A Shuhaiber, KS Al-Omoush - Kybernetes, 2023 - emerald.com
Purpose The purpose of this paper is to investigate the determinants of users' intention to
continue to invest in cryptocurrencies. The paper also aims to examine the impact of hedonic …

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and …

ŞC Gherghina, LN Simionescu - Financial Innovation, 2023 - Springer
This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …

Proactively selection of input variables based on information gain factors for deep learning models in short-term solar irradiance forecasting

Y Chen, M Bai, Y Zhang, J Liu, D Yu - Energy, 2023 - Elsevier
As the proportion of solar power generation increases, accurate solar irradiance forecast
used to connect solar power to the grid has become crucial. Multi-parameter prediction is …

Impacts of bitcoin on monetary system: Is China's bitcoin ban necessary?

X Li, R Wu, C Wang - Research in International Business and Finance, 2024 - Elsevier
This paper examines the impacts of Bitcoin price growth (BPG) and Bitcoin volatility (BV) on
China's monetary system indicated by inflation rates (INF), real exchange rates (RER) and …

Investor attention and GameFi returns: A transfer entropy analysis

G Shi, JW Goodell, D Shen - Finance Research Letters, 2024 - Elsevier
GameFi, as a significant innovation of the metaverse, is receiving widespread attention.
GameFi represents the convergence of gaming and finance within a blockchain-powered …

[HTML][HTML] Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index

J Ferreira, F Morais - Finance Research Letters, 2023 - Elsevier
This study assesses green equity markets' behavior in a sense of Lo's adaptive market
hypothesis and whether this adaption could be predicted or predicts monetary and …

A Novel Market Sentiment Analysis Model for Forecasting Stock and Cryptocurrency Returns

K Doroslovački, N Gradojevic… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
This article develops a method for extracting information related to the underlying stock and
cryptocurrency market sentiment from European put and call option prices. We study the …