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The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter
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The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter (2022)The Intraday Bitcoin Response to Tether M…Price explosiveness in cryptocurrencies and Elon Musk's tweets (2022)Price explosiveness in crypto…Volatility connectedness of major cryptocurrencies: The role of investor happiness (2021)Volatility connectedness of m…The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19 (2021)The Impact of Investor Sentim…Does Sentiment Impact Cryptocurrency? (2021)Does Sentiment Impact Cryptoc…The prevalence of price overreactions in the cryptocurrency market (2020)The prevalence of price overr…The influence of stablecoin issuances on cryptocurrency markets (2020)The influence of stablecoin i…Threats to Central Bank Independence: High-Frequency Identification with Twitter (2019)Threats to Central Bank Indep…The destabilising effects of cryptocurrency cybercriminality (2019)The destabilising effects of …Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty (2019)Predicting Bitcoin returns: C…RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market (2018)RETRACTED: Trading volume and…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Asymmetric Volatility in Cryptocurrencies (2018)Asymmetric Volatility in Cryp…Using sentiment analysis to predict interday Bitcoin price movements (2017)Using sentiment analysis to p…On the return-volatility relationship in the Bitcoin market around the price crash of 2013 (2017)On the return-volatility rela…Impact of macroeconomic news on metal futures (2011)Impact of macroeconomic news …Duration Dependence in Stock Prices (2004)Duration Dependence in Stock …On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)On measuring synchronization of bulls and bears: The case of East Asia (2007)Do higher oil prices push the stock market into bear territory? 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(2018)A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets (2020)Prediction of cryptocurrency returns using machine learning (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Price manipulation in the Bitcoin ecosystem (2018)Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Thermal coal futures trading volume predictions through the neural network (2024)Liquidity, Information, and Infrequently Traded Stocks (1996)High frequency volatility co-movements in cryptocurrency markets (2019)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)Tail dependence between bitcoin and green financial assets (2021)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis (2022)Essays in International Finance (2024)Using daily stock returns (1985)Event-study methodology under conditions of event-induced variance (1991)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)How Elon Musk's Twitter Activity Moves Cryptocurrency Markets (2021)The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin (2021)Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor sentiment and Bitcoin relationship: A quantile-based analysis (2022)Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic (2022)Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index (2022)
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References

  • 2018Asymmetric Volatility in Cryptocurrencies372 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • 2017On the return-volatility relationship in the Bitcoin market around the price crash of 2013264 cited
  • 2004Duration Dependence in Stock Prices259 cited
  • 2018RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market245 cited
  • 2017Using sentiment analysis to predict interday Bitcoin price movements185 cited
  • 2011Impact of macroeconomic news on metal futures175 cited
  • 2020The influence of stablecoin issuances on cryptocurrency markets161 cited
  • 2021Does Sentiment Impact Cryptocurrency?155 cited
  • 2021Volatility connectedness of major cryptocurrencies: The role of investor happiness121 cited
  • 2019The destabilising effects of cryptocurrency cybercriminality120 cited
  • 2022Price explosiveness in cryptocurrencies and Elon Musk's tweets110 cited
  • 2019Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty97 cited
  • 2021The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-1980 cited
  • 2019Threats to Central Bank Independence: High-Frequency Identification with Twitter

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  • 2020The prevalence of price overreactions in the cryptocurrency market50 cited
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