Retail investor attention and corporate green innovation: Evidence from China
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 …
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
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 …
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 …
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 …
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 …
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 …
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 …
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
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 …
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 …
beyond Bitcoin during the time of increased attention to altcoins, especially during the …
Investor attention and cryptocurrency market liquidity: A double-edged sword
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 …
Based on the analysis on 597 cryptocurrencies from 2014 to 2020, our findings show that …