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We present a dual process diffusion model to examine whether Bitcoin prices behave with jumps attributed to informative signals derived from Twitter and Google Trends. The empirical results indicate that… Click to show full abstract
We present a dual process diffusion model to examine whether Bitcoin prices behave with jumps attributed to informative signals derived from Twitter and Google Trends. The empirical results indicate that Bitcoin prices are partially driven by a momentum on media attention in social networks, justifying a sentimental appetite for information demand.
Keywords:
finance;
bitcoin prices;
media attention;
attention bitcoin
Journal Title: Finance Research Letters
Year Published: 2019
Link to full text (if available)
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Journal Title: Finance Research Letters
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!