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Forecasting Bitcoin returns using machine learning algorithms: impact of investor sentiment
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Forecasting Bitcoin returns using machine learning algorithms: impact of investor sentiment (2023)Forecasting Bitcoin returns using machine…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Role of financial development, economic growth & foreign direct investment in driving climate change: A case of emerging ASEAN (2019)Role of financial development…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Policy News and Stock Market Volatility (2019)Policy News and Stock Market …Does economic policy uncertainty predict the Bitcoin returns? 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An empirical investigation into the fundamental value of Bitcoin (2015)The Inefficiency of Bitcoin (2016)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Oil prices, US stock return, and the dependence between their quantiles (2015)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Searching for safe-haven assets during the COVID-19 pandemic (2020)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)COP21 Roadmap: Do innovation, financial development, and transportation infrastructure matter for environmental sustainability in China? (2020)Role of information and communication technologies and innovation in driving carbon emissions and economic growth in selected G-20 countries (2020)The nexus between urbanization, renewable energy, trade, and ecological footprint in ASEAN countries (2020)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 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
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 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
  • 2019Role of financial development, economic growth & foreign direct investment in driving climate change: A case of emerging ASEAN605 cited
  • 2018A novel cryptocurrency price trend forecasting model based on LightGBM518 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2017An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information458 cited
  • 2018Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach

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433 cited
  • 2018Cryptocurrency forecasting with deep learning chaotic neural networks376 cited
  • 2019Policy News and Stock Market Volatility316 cited
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    • 2024The spillover effects among financial stress, investor sentiment, and GCC stock markets: evidence under the bearish and bullish market states17 cited