The paper examines the influence of investor sentiment based on news headlines on the
Cryptocurrency Market Index and ten individual cryptocurrency returns. We capture …

The paper examines how various COVID-19 news sentiments differentially impact the
behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to …

This study examines the impact of investor sentiment on cryptocurrency returns. We use a
direct survey-based measure that captures the investors' sentiment on Bitcoins. This direct …

This study examines the impact of investor sentiment on cryptocurrency returns. We use a
direct survey-based measure that captures the investors' sentiment on Bitcoins. This direct …

In this paper, we examine the impact of investor sentiment on Bitcoin returns. Using a large
dataset of messages discussed on social media and several financial indicators, we create a …

This paper analyzes the relationship between price jumps and news sentiment in
cryptocurrencies. We detect jumps at the intraday level and correlate their occurrence with …

This paper studies the dynamic network connectedness between cryptocurrency returns and
sentiments using the novel cryptocurrency-specific MarketPsych sentiment data for 13 …

Cryptocurrencies have become a very popular topic recently, primarily due to their disruptive
potential and reports of unprecedented returns. In addition, academics increasingly …

This research investigates the effects of several measures of Twitter-based sentiment on
cryptocurrencies during the COVID-19 pandemic. Innovative economic, as well as market …

With growing interest toward investments in the cryptocurrency market, prediction of the
volatility of the price increasingly becomes important. Given the popularity of social media …