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Sentiment and Bitcoin Volatility
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Sentiment and Bitcoin Volatility (2016)Sentiment and Bitcoin VolatilityCryptocurrency volatility: A review, synthesis, and research agenda (2024)Cryptocurrency volatility: A …Are markets sentiment driving the price bubbles in the virtual? (2023)Are markets sentiment driving…Risk of Bitcoin Market: Volatility, Jumps, and Forecasts (2020)Risk of Bitcoin Market: Volat…On the day-of-the-week effects of Bitcoin markets: international evidence (2019)On the day-of-the-week effect…Market attention and Bitcoin price modeling: theory, estimation and option pricing (2019)Market attention and Bitcoin …Disentangling the relationship between Bitcoin and market attention measures (2019)Disentangling the relationshi…Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options on Assets with Stochastic Volatilities (1987)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Bitcoin options market: A first look at pricing and risk (2020)Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities (2020)In Search of Attention (2011)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (2021)Regime switches and commonalities of the cryptocurrencies asset class (2021)On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach (2022)Comparing Predictive Accuracy (1994)The distribution of realized stock return volatility (2001)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Variation of Certain Speculative Prices (1963)Does the Stock Market Overreact? (1985)Comparing Predictive Accuracy (1995)Navigating the green wave: Understanding behavioral antecedents of sustainable cryptocurrency investment (2024)Interconnectedness among cryptocurrencies and financial markets: a systematic literature review (2025)
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  • 2024Cryptocurrency volatility: A review, synthesis, and research agenda38 cited
  • 2023Are markets sentiment driving the price bubbles in the virtual?33 cited
  • 2019Market attention and Bitcoin price modeling: theory, estimation and option pricing33 cited
  • 2019Disentangling the relationship between Bitcoin and market attention measures25 cited
  • 2020Risk of Bitcoin Market: Volatility, Jumps, and Forecasts21 cited
  • 2019On the day-of-the-week effects of Bitcoin markets: international evidence20 cited

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