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Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
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Does investor sentiment on social media provide robust information for Bitcoin returns predictability? (2020)Does investor sentiment on social media p…Why Don't We Agree? Evidence from a Social Network of Investors (2019)Why Don't We Agree? Evidence …What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …What can explain the price, volatility and trading volume of Bitcoin? (2018)What can explain the price, v…The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies (2018)The inefficiency of Bitcoin r…The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test (2018)The causal relationship betwe…How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets (2018)How investible is Bitcoin? An…Does twitter predict Bitcoin? (2018)Does twitter predict Bitcoin?Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Intraday online investor sentiment and return patterns in the U.S. stock market (2017)Intraday online investor sent…Informational efficiency of Bitcoin—An extension (2017)Informational efficiency of B…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinThe impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)The impact of microblogging d…Investor sentiment from internet message postings and the predictability of stock returns (2014)Investor sentiment from inter…Intraday Patterns in the Cross‐section of Stock Returns (2010)Intraday Patterns in the Cros…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Cryptocurrency market microstructure: a systematic literature review (2023)Cryptocurrency market microst…Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders (2022)Sentiment and trading decisio…Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic (2022)Predictive power of investor …Measuring news media sentiment using big data for Chinese stock markets (2022)Measuring news media sentimen…Investor sentiment and Bitcoin relationship: A quantile-based analysis (2022)Investor sentiment and Bitcoi…How online discussion board activity affects stock trading: the case of GameStop (2022)How online discussion board a…Does investor sentiment predict bitcoin return and volatility? A quantile regression approach (2022)Does investor sentiment predi…Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach (2022)Do collective emotions drive …Behavioural finance and cryptocurrencies (2022)Behavioural finance and crypt…Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology (2022)Assessing causal relationship…“I just like the stock”: The role of Reddit sentiment in the GameStop share rally (2022)“I just like the stock”: The …Predicting stock market volatility based on textual sentiment: A nonlinear analysis (2021)Predicting stock market volat…Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies (2021)Is Bitcoin rooted in confiden…Investor attention and cryptocurrency: Evidence from the Bitcoin market (2021)Investor attention and crypto…Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies (2021)Comparing search-engine and s…"I Just Like the Stock" versus "Fear and Loathing on Main Street" : The Role of Reddit Sentiment in the GameStop Short Squeeze (2021)"I Just Like the Stock" versu…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Investor Sentiment and the Cross‐Section of Stock Returns (2006)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Natural language based financial forecasting: a survey (2017)Predicting short-term stock prices using ensemble methods and online data sources (2018)Portfolio optimization with return prediction using deep learning and machine learning (2020)Théorie de la spéculation (1900)A new look at Cryptocurrencies (2017)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Oil prices, US stock return, and the dependence between their quantiles (2015)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Measuring Economic Policy Uncertainty* (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Modeling and Forecasting Realized Volatility (2003)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Return and volatility spillovers among cryptocurrencies (2018)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach (2018)Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective (2019)Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach (2020)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Partisan Professionals: Evidence from Credit Rating Analysts (2021)Belief Disagreement and Portfolio Choice (2022)Echo Chambers (2022)The impact of sentiment and attention measures on stock market volatility (2019)Economic policy uncertainty and corporate financialization: Evidence from China (2022)Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis (2024)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 2017Intraday online investor sentiment and return patterns in the U.S. stock market441 cited
  • 2016The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices399 cited
  • 2019Why Don't We Agree? Evidence from a Social Network of Investors392 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2018Does twitter predict Bitcoin?381 cited
  • 2017Informational efficiency of Bitcoin—An extension365 cited
  • 2018What can explain the price, volatility and trading volume of Bitcoin?306 cited
  • 2018The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies258 cited
  • 2014Investor sentiment from internet message postings and the predictability of stock returns240 cited
  • 2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets232 cited
  • 2018The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test

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226 cited
  • 2010Intraday Patterns in the Cross‐section of Stock Returns195 cited
  • Cited by

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    • 2021"I Just Like the Stock" versus "Fear and Loathing on Main Street" : The Role of Reddit Sentiment in the GameStop Short Squeeze39 cited
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