Media attention and Bitcoin prices
Sign Up to like & getrecommendations! Published in 2019 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.03.031
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… read more here.
Keywords: finance; bitcoin prices; media attention; attention bitcoin ... See more keywords