Do investor sentiments drive cryptocurrency prices?
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DOI: 10.1016/j.econlet.2021.109980
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References listed on IDEAS
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"Are cryptocurrencies becoming more interconnected?,"
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Citations
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Cited by:
- Chhatwani, Malvika & Parija, Arpit Kumar, 2023. "Who invests in cryptocurrency? The role of overconfidence among American investors," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 107(C).
- Aysan, Ahmet Faruk & Unal, Ibrahim Musa, 2021. "A Bibliometric Analysis of Fintech and Blockchain in Islamic Finance," MPRA Paper 109712, University Library of Munich, Germany.
- Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
- Aysan, Ahmet Faruk & Unal, Ibrahim Musa, 2022. "Fintech, Digitalization, And Blockchain In Inslamic Finance: Retrospective Investigation," MPRA Paper 115399, University Library of Munich, Germany.
- Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
- Zhao, Xin & Ghaemi Asl, Mahdi & Rashidi, Muhammad Mahdi & Vasa, László & Shahzad, Umer, 2023. "Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 112-131.
- Gianfranco Tusset, 2023. "How the Cryptocurrency Discourse is Changing: A Textual Analysis," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2023(2), pages 31-52.
- Caferra, Rocco, 2022. "Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Murat Akkaya, 2021. "The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 35(1), pages 87-97.
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023. "Volatility connectedness between global COVOL and major international volatility indices," Finance Research Letters, Elsevier, vol. 56(C).
- Ben Osman, Myriam & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2024. "Are markets sentiment driving the price bubbles in the virtual?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 272-285.
- Corbet, Shaen & Goodell, John W. & Günay, Samet, 2022. "What drives DeFi prices? Investigating the effects of investor attention," Finance Research Letters, Elsevier, vol. 48(C).
- Ibrahim Musa Unal & Ahmet Faruk Aysan, 2022. "Fintech, Digitalization, and Blockchain in Islamic Finance: Retrospective Investigation," FinTech, MDPI, vol. 1(4), pages 1-11, November.
- Yongzhi Gong & Xiaofei Tang & En-Chung Chang, 2023. "Group norms and policy norms trigger different autonomous motivations for Chinese investors in cryptocurrency investment," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
- Zięba, Damian, 2024. "If GPU(time) == money: Sustainable crypto-asset market? Analysis of similarity among crypto-asset financial time series," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 863-912.
- Rubbaniy, Ghulame & Tee, Kienpin & Iren, Perihan & Abdennadher, Sonia, 2022. "Investors’ mood and herd investing: A quantile-on-quantile regression explanation from crypto market," Finance Research Letters, Elsevier, vol. 47(PA).
- rao, amar & Dagar, Vishal & dagher, leila & Shobande, Olatunji, 2024. "Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness," MPRA Paper 120582, University Library of Munich, Germany.
- Oguzhan Cepni & Ahmet Faruk Aysan, 2023. "Coin Specific Sentiments Matter For The Nonfungible Tokens Spillovers: How And When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(4), pages 637-658, November.
- He, Mengxi & Shen, Lihua & Zhang, Yaojie & Zhang, Yi, 2023. "Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor," Finance Research Letters, Elsevier, vol. 58(PA).
- Almeida, José & Gonçalves, Tiago Cruz, 2023. "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023. "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, vol. 126(C).
- Ahmet Faruk Aysan & Ibrahim Musa Unal, 2021. "Is Islamic Finance Evolving Into Fintech and Blockchain: A Bibliometric Analysis," Post-Print hal-03351153, HAL.
- Li, Chao & Yang, Haijun, 2022. "Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins," Finance Research Letters, Elsevier, vol. 50(C).
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More about this item
Keywords
Cryptocurrency; Sentiment; Spillovers; TVP-VAR;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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