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 …

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 …

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 …

Speculative bubbles and herding in cryptocurrencies

O Haykir, I Yagli - Financial innovation, 2022 - Springer
This study investigates speculative bubbles in the cryptocurrency market and factors
affecting bubbles during the COVID-19 pandemic. Our results indicate that each …

Interactions between investors' fear and greed sentiment and Bitcoin prices

B Gaies, MS Nakhli, JM Sahut, D Schweizer - The North American Journal …, 2023 - Elsevier
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 …

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 …

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 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 …

Hunting the quicksilver: Using textual news and causality analysis to predict market volatility

AK Banerjee, A Dionisio, HK Pradhan… - International Review of …, 2021 - Elsevier
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 …

How are texts analyzed in blockchain research? A systematic literature review

X Zhuo, F Irresberger, D Bostandzic - Financial Innovation, 2024 - Springer
This paper provides a systematic literature review of text analysis methodologies used in
blockchain-related research to comprehend and synthesize existing studies across …