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Financial Twitter Sentiment on Bitcoin Return and High-Frequency Volatility
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Financial Twitter Sentiment on Bitcoin Return and High-Frequency Volatility (2021)Financial Twitter Sentiment on Bitcoin Re…The impact of sentiment and attention measures on stock market volatility (2019)The impact of sentiment and a…The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test (2018)The causal relationship betwe…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…On the determinants of bitcoin returns: A LASSO approach (2018)On the determinants of bitcoi…Informational Role of Social Media: Evidence from Twitter Sentiment (2018)Informational Role of Social …A novel cryptocurrency price trend forecasting model based on LightGBM (2018)A novel cryptocurrency price …Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…What 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 …Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Wisdom of Crowds: The Value o…Tweets and Trades: the Information Content of Stock Microblogs (2013)Tweets and Trades: the Inform…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Do Retail Trades Move Markets? (2008)Do Retail Trades Move Markets?Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Multi-level deep Q-networks for Bitcoin trading strategies (2024)Multi-level deep Q-networks f…The Impact of Digital Business on Energy Efficiency in EU Countries (2023)The Impact of Digital Busines…Economic sentiment and the cryptocurrency market in the post-COVID-19 era (2023)Economic sentiment and the cr…Cryptocurrency Price Prediction using Social Media Sentiment Analysis (2022)Cryptocurrency Price Predicti…The General Theory of Employment, Interest and Money. 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(2001)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Datestamping the Bitcoin and Ethereum Bubbles (2017)Predicting the Price of Bitcoin Using Machine Learning (2018)Prospect Theory: An Analysis of Decision under Risk (1979)Data mining with big data (2013)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social Media: Defining, Developing, and Divining (2015)Dynamic Conditional Correlation (2002)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)Stock Market Manipulations* (2006)The Twilight Zone: OTC Regulatory Regimes and Market Quality (2013)Can We Predict the Winner in a Market with Network Effects? Competition in Cryptocurrency Market (2016)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)The Effect of Word of Mouth on Sales: Online Book Reviews (2006)Social Network Sites: Definition, History, and Scholarship (2007)Can Twitter Help Predict Firm-Level Earnings and Stock Returns? (2016)Detection and Resolution of Rumours in Social Media (2018)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,695 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,569 cited
  • 2014Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media1,251 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2008Do Retail Trades Move Markets?913 cited
  • 2018Price manipulation in the Bitcoin ecosystem783 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach749 cited
  • 2013Tweets and Trades: the Information Content of Stock Microblogs561 cited
  • 2018A novel cryptocurrency price trend forecasting model based on LightGBM525 cited
  • 2019The impact of sentiment and attention measures on stock market volatility344 cited
  • 2018The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test226 cited
  • 2018On the determinants of bitcoin returns: A LASSO approach

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207 cited
  • 2018Informational Role of Social Media: Evidence from Twitter Sentiment178 cited
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    • 2023Economic sentiment and the cryptocurrency market in the post-COVID-19 era20 cited