Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

AK Banerjee, M Akhtaruzzaman, A Dionisio… - Journal of Behavioral …, 2022 - Elsevier
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 …

Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 …

J Cui, A Maghyereh - Financial Innovation, 2022 - Springer
Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …

The cryptocurrency market in transition before and after COVID-19: An opportunity for investors?

APN Nguyen, TT Mai, M Bezbradica, M Crane - Entropy, 2022 - mdpi.com
We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …

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) …

How are texts analyzed in blockchain research? A systematic literature review

X Zhuo, F Irresberger, D Bostandzic - Financial Innovation, 2024 - Springer
This paper provides a systematic literature review of text analysis methodologies used in
blockchain-related research to comprehend and synthesize existing studies across …

Economic sentiment and the cryptocurrency market in the post-COVID-19 era

MB Osman, C Urom, K Guesmi, R Benkraiem - International Review of …, 2024 - Elsevier
This paper analyzes the interactions, dependence and dynamic network connectedness
among economic based-news sentiment index (ESI) and the top eight crypto-currencies with …

Behavioural finance and cryptocurrencies

A Ballis, T Verousis - Review of Behavioral Finance, 2022 - emerald.com
Purpose The present study sets out to examine the empirical literature on the behavioural
aspects of cryptocurrencies, showing the findings of related studies and discussing the …

[HTML][HTML] Time-varying nexus and causality in the quantile between Google investor sentiment and cryptocurrency returns

FB Hamadou, T Mezghani, MB Abbes - Blockchain: Research and …, 2024 - Elsevier
Understanding the interplay between investor sentiment and cryptocurrency returns has
become a critical area of research. Indeed, this study aims to uncover the role of Google …

Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market

X Zhao, Y Wang, W Liu - … of International Financial Markets, Institutions and …, 2024 - Elsevier
This study sketches how crypto speculators place their bets and investigates the impact of
speculative behavior on cryptocurrency pricing. We conjecture that investors favor …

Behavioral Finance and Cryptocurrency Market

AB Sarin - … Financial Services and Markets Through FinTech and …, 2023 - igi-global.com
With the unprecedented growth of technological development and digitalization across the
globe, cryptocurrency has emerged to attract investors. It all started in the year 2013 when …