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 …

Role of hedging on crypto returns predictability: A new habit-based explanation

K Dunbar, J Owusu-Amoako - Finance Research Letters, 2023 - Elsevier
We evaluate the ability of risk-averse commercial traders' net position in futures to predict
changes in cryptocurrency returns, which can be useful to cryptocurrency-market-specific …

Can investors' informed trading predict cryptocurrency returns? Evidence from machine learning

Y Wang, C Wang, A Sensoy, S Yao, F Cheng - Research in International …, 2022 - Elsevier
As an emerging asset, cryptocurrencies have attracted more and more attention from
investors and researchers in recent years. With the gradual convergence of the investors in …

Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts

T Hasso, M Pelster, B Breitmayer - Journal of Behavioral and Experimental …, 2019 - Elsevier
We investigate the demographic characteristics, trading patterns, and performance of
465.926 brokerage accounts with respect to cryptocurrency trading. We find that …

The psychology of cryptocurrency prices

A Aloosh, S Ouzan - Finance Research Letters, 2020 - Elsevier
This letter analyzes the dynamic of cryptocurrency prices through the lens of behavioral
economics. Cryptocurrency market participants seem to behave irrationally. We provide …

[PDF][PDF] Psychological Effects during Cryptocurrency Trading

P Nagel - 2018 - space.nurdspace.nl
Over the last few years, the cryptocurrency market has grown exponentially. The exponential
growth of the cryptocurrency market caused a new concept to emerge called cryptocurrency …

Are cryptocurrency traders pioneers or just risk-seekers? Evidence from brokerage accounts

M Pelster, B Breitmayer, T Hasso - Economics Letters, 2019 - Elsevier
Are cryptocurrency traders driven by a desire to invest in a new asset class to diversify their
portfolio or are they merely seeking to increase their levels of risk? To answer this question …

The characteristics and portfolio behavior of bitcoin investors: Evidence from indirect cryptocurrency investments

A Hackethal, T Hanspal, DM Lammer… - Review of …, 2022 - academic.oup.com
Cryptocurrencies have received growing attention from individuals, the media, and
regulators. However, little is known about the investors whom these financial instruments …

Cryptocurrencies as an asset class? An empirical assessment

D Bianchi - The Journal of Alternative Investments, 2020 - search.proquest.com
This article empirically investigates some of the key features of cryptocurrency returns and
volatilities, such as their relationship with traditional asset classes, as well as the main …

Cryptocurrency price volatility and investor attention

M Al Guindy - International Review of Economics & Finance, 2021 - Elsevier
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 …