Cryptocurrency values have recently fallen substantially. Why? We examine the impact of
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …

We use high frequency intra-day data to investigate the influence of unscheduled currency
and Bitcoin news on the returns, volume and volatility of the cryptocurrency Bitcoin and …

Purpose This study examine the response of liquidity of Bitcoin and Ethereum to the Russia-
Ukraine war in an event study context and investigate whether the war had a transitory or a …

We examine the interactions between cryptocurrency price volatility and liquidity during the
outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital …

This paper examines the relationship between news coverage and Bitcoin returns. Previous
studies have provided evidence to suggest that macroeconomic news affects stock returns …

In the wake of recent pandemic of COVID-19, we explore its unprecedented impact on the
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …

Controlling for the polarity and subjectivity of social media data based on the development of
the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies …

We establish that cryptocurrency returns are driven and can be predicted by factors that are
specific to cryptocurrency markets. Cryptocurrency returns are exposed to cryptocurrency …

We analyze the effects of positive and negative news on the liquidity of 100 largest
cryptocurrencies in an event study context. We find that the liquidity of cryptocurrencies …

This study examines the relationship between the price volatility of cryptocurrencies and
investor attention. Using a large dataset of approximately 25 million tweets about 23 of the …