Are markets sentiment driving the price bubbles in the virtual?
This paper investigates the existence of speculative bubbles in four crypto-market
components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them …
components (Bitcoin, Ethereum, CRIX index, DeFi pulse index) while date-stamping them …
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Firstly, we use the log-periodic power law singularity multi-scale confidence indicator
(LPPLS-CI) approach to detect both positive and negative bubbles in the short-, medium …
(LPPLS-CI) approach to detect both positive and negative bubbles in the short-, medium …
[HTML][HTML] Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development
We use the LPPLS Multi-Scale Confidence Indicator approach to detect both positive and
negative bubbles in the short-, medium-and long-run for the stock markets of the G7 …
negative bubbles in the short-, medium-and long-run for the stock markets of the G7 …
Blockchain, sport and fan tokens
D Vidal-Tomás - Journal of Economic Studies, 2023 - emerald.com
Purpose This paper provides a thorough examination of Socios. com, a blockchain platform
that integrates token sales with the fan experience in the sports industry. The study focuses …
that integrates token sales with the fan experience in the sports industry. The study focuses …
Investor behavior and cryptocurrency market bubbles during the COVID-19 pandemic
Investor behavior and cryptocurrency market bubbles during the COVID-19 pandemic | Emerald
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …
Economic policy uncertainty exposure and stock price bubbles: Evidence from China
We explore the impact of economic policy uncertainty exposure (hereafter, EPU exposure)
on stock price bubbles. We find that there exists a significantly positive relationship between …
on stock price bubbles. We find that there exists a significantly positive relationship between …
US monetary policy and BRICS stock market bubbles
We use the multi-scale Log-Periodic Power Law Singularity (LPPLS) confidence indicator
approach to detect both positive and negative bubbles at short-, medium-and long-run for …
approach to detect both positive and negative bubbles at short-, medium-and long-run for …
Value and contrarian investment strategies: Evidence from Indian stock market
SS Jagirdar, PK Gupta - Journal of Risk and Financial Management, 2023 - mdpi.com
Value and contrarian investment strategies are two basic approaches which are widely used
by investors worldwide. Both value and contrarian investment strategies are assumed to pick …
by investors worldwide. Both value and contrarian investment strategies are assumed to pick …
Media-based investor sentiment and stock returns: a textual analysis based on newspapers
Y He, L Qu, R Wei, X Zhao - Applied economics, 2022 - Taylor & Francis
This study constructs a media-based investor sentiment index based on a textual analysis of
China's leading financial newspapers. We employ both the Word2Vec technique and the …
China's leading financial newspapers. We employ both the Word2Vec technique and the …
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties
We explore the impact of investor sentiment on the cash conversion cycle (CCC) and
examine how macroeconomic, financial, and real activity uncertainties mediate this …
examine how macroeconomic, financial, and real activity uncertainties mediate this …