Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain,
technology to enable a secure transaction. Although the technology is widely …

We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin
exchanges and scheduled macroeconomic news announcements affect the volatility of …

This study back-tests a marginal cost of production model proposed to value the digital
currency Bitcoin. Results from both conventional regression and vector autoregression …

We investigate the impact of BRICS regulatory announcements on cryptocurrency volatilities
and returns. Results evidence risk substitutions after announcements moving from ETH …

In this paper, we analyze the relative impact of attention measures either on the mean or on
the variance of Bitcoin returns by fitting nonlinear econometric models to historical data: Two …

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent
jumps in prices, making them historically popular for traders to speculate. A better …

In this paper, we study the latent group structure in cryptocurrencies market by forming a
dynamic return inferred network with coin attributions. We develop a dynamic covariate …

The rise of the Internet changed the way how financial markets work. Due to user generated
content, quite everybody might contribute to the large set of information and the exchange of …

Investor psychology is one of the determinants of asset pricing, according to behavioral
finance. The tool of diversification is used for increase returns and avoid risk. In this study …

Currency values fluctuate. Some research has tried to find ways to predict the value. One
that can be a sign and a trigger for changes in currency values is the people's sentiment …