Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology

Z Tong, JW Goodell, D Shen - Finance Research Letters, 2022 - Elsevier
Studies apply non-parametric wavelet Granger causality testing to investigate bi-directional
causalities of cryptocurrencies with Twitter and Google. However, this method only provides …

Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology

Z Tong, JW Goodell, D Shen - Finance Research Letters, 2022 - ideas.repec.org
Studies apply non-parametric wavelet Granger causality testing to investigate bi-directional
causalities of cryptocurrencies with Twitter and Google. However, this method only provides …

Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology

Z Tong, JW Goodell, D Shen - Finance Research Letters, 2022 - econpapers.repec.org
Studies apply non-parametric wavelet Granger causality testing to investigate bi-directional
causalities of cryptocurrencies with Twitter and Google. However, this method only provides …