Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market

R Caferra - Physica A: Statistical Mechanics and its Applications, 2022 - Elsevier
This study examines the sentiment–returns relationship in both stock (S&P500) and
cryptocurrency (Bitcoin) markets. An explorative wavelet analysis evidences period of …
被引用次数：28 相关文章

Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market

R Caferra - Physica A: Statistical Mechanics and its Applications, 2022 - ideas.repec.org
This study examines the sentiment–returns relationship in both stock (S&P500) and
cryptocurrency (Bitcoin) markets. An explorative wavelet analysis evidences period of …

Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market

R Caferra - Physica A Statistical Mechanics and its …, 2022 - ui.adsabs.harvard.edu
This study examines the sentiment-returns relationship in both stock (S&P500) and
cryptocurrency (Bitcoin) markets. An explorative wavelet analysis evidences period of …

Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market

R Caferra - Physica A: Statistical Mechanics and its …, 2022 - econpapers.repec.org
This study examines the sentiment–returns relationship in both stock (S&P500) and
cryptocurrency (Bitcoin) markets. An explorative wavelet analysis evidences period of …