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 …

We investigate the impact of retail vs institutional investor attention on returns, idiosyncratic
risk and liquidity of the cryptocurrency market. Accordingly, retail (institutional) investor …

We examine the relationship between investor attention, and measures of uncertainty, with
the market dynamics of Bitcoin and other cryptocurrencies. We find that increases in investor …

We explore the impact of investor attention on idiosyncratic risk in the cryptocurrency
markets. Taking the Google Trends Index as the measure of investor attention, we find that …

This paper examines the underlying relationship between investor attention measured by
Google Trends and the top twenty cryptocurrencies from April 2013 to April 2018. We show …

We provide empirical evidence within the context of cryptocurrency markets that the returns
from liquidity provision, proxied by the returns of a short-term reversal strategy, are primarily …

The erratic price behavior and inefficiency in the crypto markets offer possibility to examine
the behavioral aspects in cryptocurrency prices. Further, the cryptocurrency market is …

This study examines the relationship between the price volatility of cryptocurrencies and
investor attention. Using a large dataset of approximately 25 million tweets about 23 of the …

This paper adds to the growing literature of cryptocurrency and behavioral finance.
Specifically, we investigate the relationships between the novel investor attention and …

The purpose of this paper is to examine the dynamic relationship between retail investor
attention and stock liquidity. Using high-frequency data for China's stock market, we find that …