This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

This study examines how Islamic and conventional technology stock indices interact with
blockchain technology assets including Metaverse, High-Performance Blockchain, and …

Recently, various methods to predict the future price of financial assets have emerged. One
promising approach is to combine the historic price with sentiment scores derived via …

This paper investigates the existence of speculative bubbles in four crypto-market
components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them …

Publicly available information plays a crucial role in shaping cryptocurrency investor
sentiments. Past literature has used various measures to proxy sentiment. In this study, we …

We provide a novel perspective on the Bitcoin market, investigating determinants of investor
positions and their response to public information proxied by sentiment indicators. We …

This paper aims to examine the impact of regulatory policies on cryptocurrency market
volatility in the context of the COVID-19 pandemic. We find that price volatility, liquidity …

Understanding the crash of cryptocurrencies in 2021 requires analyses of the microstructure
of leading cryptocurrencies and memecoins. Using 4-hourly data, we reveal how leading …

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 …

We evaluate the ability of futures market participants' trading behavior decisions to predict
cryptocurrency returns. We establish that cryptocurrency returns are driven and predicted by …