Retail investor attention and corporate green innovation: Evidence from China

F He, Y Yan, J Hao, JG Wu - Energy Economics, 2022 - Elsevier
This paper investigates whether retail investor attention promotes or inhibits corporate green
innovation. Using Chinese nonfinancial public listed firms from 2011 to 2020, we find that …

Deep learning-based cryptocurrency price prediction scheme with inter-dependent relations

S Tanwar, NP Patel, SN Patel, JR Patel… - IEEE …, 2021 - ieeexplore.ieee.org
Blockchain technology is becoming increasingly popular because of its applications in
various fields. It gives an edge over the traditional centralized methods as it provides …

Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies

Y Li, JW Goodell, D Shen - International Review of Economics & Finance, 2021 - Elsevier
There is considerable interest in the impact of investor attention on investment returns,
especially for cryptocurrencies. However, previous research does not distinguish between …

Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology

Z Tong, JW Goodell, D Shen - Finance Research Letters, 2022 - Elsevier
Studies apply non-parametric wavelet Granger causality testing to investigate bi-directional
causalities of cryptocurrencies with Twitter and Google. However, this method only provides …

The time-varying causal relationship between the Bitcoin market and internet attention

X Zhang, F Lu, R Tao, S Wang - Financial Innovation, 2021 - Springer
The increasing attention on Bitcoin since 2013 prompts the issue of possible evidence for a
causal relationship between the Bitcoin market and internet attention. Taking the Google …

The role of media coverage in the bubble formation: evidence from the Bitcoin market

Y Li, W Zhang, A Urquhart, P Wang - Journal of International Financial …, 2022 - Elsevier
This paper explores the role of media coverage in bubble formation in the Bitcoin market.
Three main findings emerge. First, media coverage, regardless of the tone, increases the …

Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period

AK Banerjee, A Sensoy, JW Goodell… - Finance Research …, 2024 - Elsevier
We investigate the reactions of eight commodity futures to media hype and fake news during
COVID-19, utilising the Ravenpack news database, along with deep learning algorithms …

Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches

MT Kartal, M Kevser, F Ayhan - Economic Change and Restructuring, 2023 - Springer
This study examines the asymmetric effects of global factors on the returns of
cryptocurrencies. In this context, the study focuses on Bitcoin, Ethereum, and Ripple as top …

Google Trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis

SA Raza, L Yarovaya, K Guesmi… - International Journal of …, 2023 - emerald.com
Purpose This article aims to uncover the impact of Google Trends on cryptocurrency markets
beyond Bitcoin during the time of increased attention to altcoins, especially during the …

Investor attention and cryptocurrency market liquidity: A double-edged sword

S Yao, A Sensoy, DK Nguyen, T Li - Annals of Operations Research, 2024 - Springer
This paper explores the double-edged sword effect of investor attention on market liquidity.
Based on the analysis on 597 cryptocurrencies from 2014 to 2020, our findings show that …