Textual analysis in finance
T Loughran, B McDonald - Annual Review of Financial …, 2020 - annualreviews.org
Textual analysis, implemented at scale, has become an important addition to the
methodological toolbox of finance. In this review, given the proliferation of papers now using …
methodological toolbox of finance. In this review, given the proliferation of papers now using …
Risks and returns of cryptocurrency
Y Liu, A Tsyvinski - The Review of Financial Studies, 2021 - academic.oup.com
We establish that cryptocurrency returns are driven and can be predicted by factors that are
specific to cryptocurrency markets. Cryptocurrency returns are exposed to cryptocurrency …
specific to cryptocurrency markets. Cryptocurrency returns are exposed to cryptocurrency …
Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages
T Renault - Digital Finance, 2020 - Springer
We use a large dataset of one million messages sent on the microblogging platform
StockTwits to evaluate the performance of a wide range of preprocessing methods and …
StockTwits to evaluate the performance of a wide range of preprocessing methods and …
Interactions between investors' fear and greed sentiment and Bitcoin prices
This paper examines the relationship between investor fear in the cryptocurrency market
and Bitcoin prices by considering the potential effects of the ongoing COVID-19 pandemic …
and Bitcoin prices by considering the potential effects of the ongoing COVID-19 pandemic …
Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
AA Petukhina, RCG Reule… - The European Journal of …, 2021 - Taylor & Francis
This research analyses high-frequency data of the cryptocurrency market in regards to
intraday trading patterns related to algorithmic trading and its impact on the European …
intraday trading patterns related to algorithmic trading and its impact on the European …
Do news headlines matter in the cryptocurrency market?
A Anamika, S Subramaniam - Applied Economics, 2022 - Taylor & Francis
The paper examines the influence of investor sentiment based on news headlines on the
Cryptocurrency Market Index and ten individual cryptocurrency returns. We capture …
Cryptocurrency Market Index and ten individual cryptocurrency returns. We capture …
Cryptocurrency in The Perspective of Maqasid Al-Shariah
W Wartoyo, AS Haerisma - Afkaruna: Indonesian Interdisciplinary …, 2022 - journal.umy.ac.id
This study explains the Islamic economic perspective on cryptocurrency, in this case, in the
light of maqashid shariah. This research was a literature study and qualitative in nature. The …
light of maqashid shariah. This research was a literature study and qualitative in nature. The …
Hunting the quicksilver: Using textual news and causality analysis to predict market volatility
This paper proposes that the dynamics of bond volatility may be understood by studying
textual news sentiments. In this new approach, a modified framework is used to understand …
textual news sentiments. In this new approach, a modified framework is used to understand …
How are texts analyzed in blockchain research? A systematic literature review
This paper provides a systematic literature review of text analysis methodologies used in
blockchain-related research to comprehend and synthesize existing studies across …
blockchain-related research to comprehend and synthesize existing studies across …