[HTML][HTML] Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market

R Chen, GM Lepori, CC Tai, MC Sung - International Review of Financial …, 2022 - Elsevier
Research on human attention indicates that objects that stand out from their surroundings,
ie, salient objects, attract the attention of our sensory channels and receive undue weighting …

Non-standard errors in the cryptocurrency world

C Fieberg, S Günther, T Poddig, A Zaremba - International Review of …, 2024 - Elsevier
Motivated by recent findings from the equity market, we investigate non-standard errors in
cryptocurrency research. We examine ten prevalent decisions related to data sources …

Stop-loss rules and momentum payoffs in cryptocurrencies

M Sadaqat, HA Butt - Journal of Behavioral and Experimental Finance, 2023 - Elsevier
Keeping in view the extreme volatility of cryptocurrencies, this study analyzes the efficacy of
stop-loss rules for the momentum strategy across 147 cryptocurrencies for the period of …

Asymmetric dependence between the prospect theory value and stock returns in India: a quantile regression approach

M Yadav, G Dixit - Managerial Finance, 2024 - emerald.com
Purpose Motivated by the evidence highlighting the role of sentiments and cognitive biases
in investors' decision-making, this study examines a novel behavioral finance-based asset …

Is downside risk priced in cryptocurrency market?

V Dobrynskaya - International Review of Financial Analysis, 2024 - Elsevier
This paper explores the cryptocurrency market through the prism of traditional multifactor
asset-pricing models with particular attention to the downside market risk. The analysis for …

[HTML][HTML] The effect of prospect theory value on asset returns on the Borsa Istanbul

E Mollaahmetoğlu, E Altay - Borsa Istanbul Review, 2023 - Elsevier
The goal of this study is to test the validity of the prospect theory in the Borsa Istanbul (BIST)
over the sample period September 2009 to December 2019. The prospect theory values of …

Cryptocurrencies and Lucky Factors: The value of technical and fundamental analysis

M Wei, I Kyriakou, G Sermpinis… - International Journal of …, 2024 - Wiley Online Library
This study explores the effectiveness of technical and fundamental analysis in predicting
and trading the returns of 12 cryptocurrencies, namely Bitcoin, Ethereum, Ripple, Dash …

Behavioral biases of cryptocurrency investors: a prospect theory model to explain cryptocurrency returns

M Yadav - Review of Behavioral Finance, 2024 - emerald.com
Purpose The study aims to test prospect theory (PT) predictions in the cryptocurrency (CC)
market. It proposes a new asset pricing model that explores the potential of prospect theory …

Intermediate cross-sectional prospect theory value in stock markets: A novel method

EOM Cheoljun, EOM Yunsung, JW Park - International Review of Financial …, 2024 - Elsevier
This study examines the predictive power of performance persistence from the perspective
of prospect theory using 12 months of return distributions. Performance persistence stems …

Simple fuzzy decision support model for evaluating the cryptocurrency's performance

DN Utama - 2022 International Conference of Science and …, 2022 - ieeexplore.ieee.org
Evaluation of cryptocurrency's performance is performed questionably. There is no role for
computer-model, make such an evaluation process does not have guidance. In this study, a …