The erratic price behavior and inefficiency in the crypto markets offer possibility to examine
the behavioral aspects in cryptocurrency prices. Further, the cryptocurrency market is …

This paper examines the underlying relationship between investor attention measured by
Google Trends and the top twenty cryptocurrencies from April 2013 to April 2018. We show …

We investigate the impact of retail vs institutional investor attention on returns, idiosyncratic
risk and liquidity of the cryptocurrency market. Accordingly, retail (institutional) investor …

This paper investigates the causal relation between the performance of several
cryptocurrencies and investor attention by employing Granger Causality tests and Vector …

This study examines the relationship between the price volatility of cryptocurrencies and
investor attention. Using a large dataset of approximately 25 million tweets about 23 of the …

We examine the relationship between investor attention, and measures of uncertainty, with
the market dynamics of Bitcoin and other cryptocurrencies. We find that increases in investor …

This paper investigates the relationship between investor attention and the major
cryptocurrency markets by wavelet-based quantile Granger causality. The wavelet analysis …

This paper adds to the growing literature of cryptocurrency and behavioral finance.
Specifically, we investigate the relationships between the novel investor attention and …

We employ extreme S&P500 returns as an attention-distraction shock event to explore the
impact of investor attention allocation on the return co-movement with cryptocurrency …

As an emerging asset, cryptocurrencies have attracted more and more attention from
investors and researchers in recent years. With the gradual convergence of the investors in …