Financial Twitter Sentiment on Bitcoin Return and High-Frequency Volatility
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DOI: 10.34021/ve.2021.04.01(1)
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- Sun, Xiaolei & Liu, Mingxi & Sima, Zeqian, 2020. "A novel cryptocurrency price trend forecasting model based on LightGBM," Finance Research Letters, Elsevier, vol. 32(C).
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Keywords
Bitcoin; cryptocurrency; sentiment; Twitter; social media; volatility;All these keywords.
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