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Interactions between investors’ fear and greed sentiment and Bitcoin prices
16 references·2 citing·49 second hop
Interactions between investors’ fear and greed sentiment and Bitcoin prices (2023)Interactions between investors’ fear and …Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movement of COVID-19 and B…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)Economic growth and energy co…Selection of estimation window in the presence of breaks (2006)Selection of estimation windo…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Testing for parameter instability in linear models (1992)Testing for parameter instabi…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability (2023)Navigating the storm: Time-fr…Emotional spillovers in the cryptocurrency market (2023)Emotional spillovers in the c…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Some tests for parameter constancy in cointegrated VAR‐models (1999)Information Technology and the U.S. Productivity Revival: What Do the Industry Data Say? 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(2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Dynamic connectedness and integration in cryptocurrency markets (2018)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)COVID-19 and finance: Agendas for future research (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 1992Testing for parameter instability in linear models768 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window601 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited

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  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited
  • 2006Selection of estimation window in the presence of breaks473 cited
  • Cited by

    • 2023Emotional spillovers in the cryptocurrency market23 cited
    • 2023Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability20 cited