Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies

Citations

Cited by:

1. Meng, Yongqiang & Goodell, John W. & Shen, Dehua, 2023. "Information shocks and investor underreaction: Evidence from the Bitcoin market," Finance Research Letters, Elsevier, vol. 56(C).
2. Shi, Guiqiang & Goodell, John W. & Shen, Dehua, 2024. "Return volatility and trading volume of GameFi," Journal of Behavioral and Experimental Finance, Elsevier, vol. 43(C).
3. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022. "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, vol. 83(C).
4. Wu, Wanshan & Tiwari, Aviral Kumar & Gozgor, Giray & Leping, Huang, 2021. "Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures," Research in International Business and Finance, Elsevier, vol. 58(C).
5. Chengying He & Yong Li & Tianqi Wang & Salman Ali Shah, 2024. "Is cryptocurrency a hedging tool during economic policy uncertainty? An empirical investigation," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
6. Gang Chu & John W. Goodell & Dehua Shen & Yongjie Zhang, 2022. "Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction," Annals of Operations Research, Springer, vol. 318(1), pages 103-128, November.
7. Bouteska, Ahmed & Hajek, Petr & Abedin, Mohammad Zoynul & Dong, Yizhe, 2023. "Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 64(C).
8. Shi, Guiqiang & Goodell, John W. & Shen, Dehua, 2024. "Investor attention and GameFi returns: A transfer entropy analysis," Finance Research Letters, Elsevier, vol. 61(C).
9. Tong, Zezheng & Goodell, John W. & Shen, Dehua, 2022. "Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology," Finance Research Letters, Elsevier, vol. 50(C).
10. Li, Xiao & Wu, Ruoxi & Wang, Chen, 2024. "Impacts of bitcoin on monetary system: Is China's bitcoin ban necessary?," Research in International Business and Finance, Elsevier, vol. 69(C).
11. Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2022. "Extreme sentiment and herding: Evidence from the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 63(C).
12. Anastasiou, Dimitrios & Bragoudakis, Zacharias & Giannoulakis, Stelios, 2021. "Perceived vs actual financial crisis and bank credit standards: Is there any indication of self-fulfilling prophecy?," Research in International Business and Finance, Elsevier, vol. 58(C).
    • Dimitrios Anastasiou & Zacharias Bragoudakis & Stelios Giannoulakis, 2020. "Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?," Working Papers 277, Bank of Greece.
13. Toan Luu Duc Huynh, 2023. "When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 639-661, August.
14. Ajithakumari Vijayappan Nair Biju & Ann Susan Thomas, 2023. "Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation," SN Business & Economics, Springer, vol. 3(8), pages 1-21, August.
15. Goodell, John W. & Kumar, Satish & Li, Xiao & Pattnaik, Debidutta & Sharma, Anuj, 2022. "Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 511-529.
16. Wu, Chunying & Xiong, Xiong & Gao, Ya & Zhang, Jin, 2022. "Does social media distort price discovery? Evidence from rumor clarifications," Research in International Business and Finance, Elsevier, vol. 62(C).
17. Corbet, Shaen & Goodell, John W., 2022. "The reputational contagion effects of ransomware attacks," Finance Research Letters, Elsevier, vol. 47(PB).
18. Gunay, Samet & Altınkeski, Buket Kırcı & Ismail Çevik, Emrah & Goodell, John W., 2023. "Quantifying systemic risk in the cryptocurrency market: A sectoral analysis," Finance Research Letters, Elsevier, vol. 58(PC).
19. Zhang, Zuochao & Shen, Dehua, 2024. "Internet stock message boards and the price–volume relationship: Registered users vs non-registered users," Finance Research Letters, Elsevier, vol. 61(C).
20. Peng‐Fei Dai & John W. Goodell & Luu Duc Toan Huynh & Zhifeng Liu & Shaen Corbet, 2023. "Understanding the transmission of crash risk between cryptocurrency and equity markets," The Financial Review, Eastern Finance Association, vol. 58(3), pages 539-573, August.
21. Hajek, Petr & Hikkerova, Lubica & Sahut, Jean-Michel, 2023. "How well do investor sentiment and ensemble learning predict Bitcoin prices?," Research in International Business and Finance, Elsevier, vol. 64(C).
22. Adedeji Daniel Gbadebo, 2023. "Dynamic Asymmetric Causality of Bitcoin’s Price-Volume Relation," SAGE Open, , vol. 13(4), pages 21582440231, December.
23. Shi, Guiqiang & Shen, Dehua & Zhu, Zhaobo, 2024. "Herding towards carbon neutrality: The role of investor attention," International Review of Financial Analysis, Elsevier, vol. 91(C).
    • Guiqiang Shi & Dehua Shen & Zhaobo Zhu, 2024. "Herding towards carbon neutrality: The role of investor attention," Post-Print hal-04348526, HAL.
24. Xu, Kewei & Xiong, Xiong & Li, Xiao, 2021. "The maturity effect of stock index futures: Speculation or carry arbitrage?," Research in International Business and Finance, Elsevier, vol. 58(C).
25. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 307-317.
26. Wang, Ping & Han, Wei & Huang, Chengcheng & Duong, Duy, 2022. "Forecasting realised volatility from search volume and overnight sentiment: Evidence from China," Research in International Business and Finance, Elsevier, vol. 62(C).
27. Chu, Gang & Li, Xiao & Zhang, Yongjie, 2022. "Information demand and net selling around earnings announcement," Research in International Business and Finance, Elsevier, vol. 59(C).
28. Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, vol. 54(C).
29. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024. "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, vol. 59(C).
30. Aslanidis, Nektarios & Bariviera, Aurelio F. & Savva, Christos S., 2024. "Do online attention and sentiment affect cryptocurrencies’ correlations?," Research in International Business and Finance, Elsevier, vol. 71(C).
31. Shen, Dehua & Tong, Zezheng & Goodell, John W., 2024. "Do online message boards convey cryptocurrency-specific information?," International Review of Financial Analysis, Elsevier, vol. 91(C).
32. Yongjie Zhang & Yue Li & Dehua Shen, 2022. "Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(1), pages 123-137, March.
33. Zhang, Jiahang & Zhang, Chi, 2022. "Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter," Research in International Business and Finance, Elsevier, vol. 61(C).
34. Wang, Chen & Shen, Dehua & Li, Youwei, 2022. "Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective," Finance Research Letters, Elsevier, vol. 49(C).