SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Does market attention affect Bitcoin returns and volatility?
12 references·8 citing·37 second hop
Does market attention affect Bitcoin returns and volatility? (2019)Does market attention affect Bitcoin retu…What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…Price dynamics and speculative trading in bitcoin (2017)Price dynamics and speculativ…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinWhat Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…In Search of Attention (2011)In Search of AttentionFinancial Econometrics: From Basics to Advanced Modeling Techniques (2006)Financial Econometrics: From …Dynamic Volume-Return Relation of Individual Stocks (2002)Dynamic Volume-Return Relatio…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Cryptocurrency market microstructure: a systematic literature review (2023)Cryptocurrency market microst…Attention allocation and cryptocurrency return co-movement: Evidence from the stock market (2023)Attention allocation and cryp…An analysis of the return–volume relationship in decentralised finance (DeFi) (2023)An analysis of the return–vol…The time-varying causal relationship between the Bitcoin market and internet attention (2021)The time-varying causal relat…Investor attention and idiosyncratic risk in cryptocurrency markets (2021)Investor attention and idiosy…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…Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (2019)Bubble regime identification …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)A test for independence based on the correlation dimension (1996)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)The inefficiency of Bitcoin revisited: A dynamic approach (2017)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Modeling and Forecasting Realized Volatility (2003)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Does twitter predict Bitcoin? (2018)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Return and volatility spillovers among cryptocurrencies (2018)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Trading Volume, Information Asymmetry, and Timing Information (2005)Does Public Financial News Resolve Asymmetric Information? (2010)All the News That's Fit to Reprint: Do Investors React to Stale Information? (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)
this work references cited by second hop

References

  • 2011In Search of Attention3,088 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2002Dynamic Volume-Return Relation of Individual Stocks689 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2017Price dynamics and speculative trading in bitcoin324 cited
  • 2006Financial Econometrics: From Basics to Advanced Modeling Techniques142 cited

Cited by

  • 2023Cryptocurrency market microstructure: a systematic literature review42 cited
  • 2019Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics38 cited
  • 2021The time-varying causal relationship between the Bitcoin market and internet attention

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

37 cited
  • 2019Market attention and Bitcoin price modeling: theory, estimation and option pricing33 cited
  • 2023An analysis of the return–volume relationship in decentralised finance (DeFi)29 cited
  • 2021Investor attention and idiosyncratic risk in cryptocurrency markets27 cited
  • 2019Disentangling the relationship between Bitcoin and market attention measures25 cited
  • 2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market25 cited