Predictability of crypto returns: The impact of trading behavior

K Dunbar, J Owusu-Amoako - Journal of Behavioral and Experimental …, 2023 - Elsevier
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 …

[HTML][HTML] Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials

D Curcio, S D'Amico, I Gianfrancesco… - Research in International …, 2024 - Elsevier
In this paper we first detect the impact of tech-driven downturns on US and EU diversified
financials' systemic risk measures (SRMs). Then, we study the relationship between these …

A systematic literature review on the determinants of cryptocurrency pricing

S Peng, C Prentice, S Shams, T Sarker - China Accounting and …, 2023 - emerald.com
A systematic literature review on the determinants of cryptocurrency pricing | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …

[HTML][HTML] Group norms and policy norms trigger different autonomous motivations for Chinese investors in cryptocurrency investment

Y Gong, X Tang, EC Chang - Humanities and Social Sciences …, 2023 - nature.com
Cryptocurrency has become a hot area of global investment. Despite the increasing
regulation of cryptocurrencies, some investors are still obsessed with investing in …

Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns

E Akyildirim, AF Aysan, O Cepni… - The European Journal of …, 2024 - Taylor & Francis
This paper explores the relationship between news media sentiment and spillover effects in
the cryptocurrency market. By employing a time-varying parameter vector autoregressive …

[HTML][HTML] The time-varying effects of economic policy uncertainty and low-carbon economic transition on enterprise innovation in China

L Zhang, C Shao, J Wang - Frontiers in Environmental Science, 2023 - frontiersin.org
With the increasing concern of all sectors of society about climate change, enterprises have
become an important subject to undertake environmental protection. At the same time …

Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP …

Y Li, Y Shi, Y Shi, X Xiong, S Yi - International Review of Financial Analysis, 2024 - Elsevier
This study extends extant discussions on regional integration by exploring risk spillovers
between news-based panic sentiment and stock market volatility among Regional …

If GPU (time)== money: Sustainable crypto-asset market? Analysis of similarity among crypto-asset financial time series

D Zięba - International Review of Economics & Finance, 2024 - Elsevier
This study conducts a formal analysis of the price creation mechanisms of Proof-of-Work
(PoW) and non-PoW crypto assets revealing that the long-term market trend aligns with the …

Anatomy of sovereign yield behaviour using textual news

AK Banerjee, HK Pradhan, M Akhtaruzzaman… - … in International Business …, 2024 - Elsevier
While the relationship between the information content of macroeconomic news and the
behavior of asset prices has been studied extensively in the finance literature, this study …

Examining the Relationship Between Stock Returns and Investor Sentiments: The Moderating Effect of Weather Patterns

MR Begam, M Babu, MM Sulphey - Vision, 2023 - journals.sagepub.com
This study examines the moderating effect of weather patterns on the relationship between
stock returns and investor sentiments. Data were collected from 386 investors using a …