SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Does market attention affect Bitcoin returns and volatility? · Study

ArticleShelves

ArticleDoes market attention affect Bitcoin returns and volatility?

Gianna Figà‐Talamanca2019

Article2019

Does market attention affect Bitcoin returns and volatility?

Gianna Figà‐Talamanca · Marco Patacca

50 citations·0/0 files stored·Decisions in Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 50 citations exist upstream.

References

2011In Search of Attention 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2015Bitcoin, gold and the dollar – A GARCH volatility analysis 2016The Inefficiency of Bitcoin 2017Volatility estimation for Bitcoin: A comparison of GARCH models 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era 2002Dynamic Volume-Return Relation of Individual Stocks

Cited by

2023Cryptocurrency market microstructure: a systematic literature review 2019Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics 2021The time-varying causal relationship between the Bitcoin market and internet attention 2019Market attention and Bitcoin price modeling: theory, estimation and option pricing 2023An analysis of the return–volume relationship in decentralised finance (DeFi)

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2019Disentangling the relationship between Bitcoin and market attention measuresarticle · 9 shared references 2018The effects of markets, uncertainty and search intensity on bitcoin returnsarticle · 8 shared references 2020Investor attention and the pricing of cryptocurrency marketarticle · 8 shared references 2019CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONSarticle · 8 shared references 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysisarticle · 8 shared references 2018The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality testarticle · 7 shared references

Details

Year2019

Typearticle

Published2019-06-01

VenueDecisions in Economics and Finance

ISSN-L1127-1035

Languageen

Citations50

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/s10203-019-00258-7

openalex_workW2900850787

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2021

Investor attention and idiosyncratic risk in cryptocurrency markets

2019Disentangling the relationship between Bitcoin and market attention measures

2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market