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   Articles with "bitcoin returns" as a keyword



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Bitcoin returns and transaction activity

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recommendations! Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2018.03.021

Abstract: Abstract This paper examines the empirical linkages between Bitcoin returns and transaction activity. Extant literature shows Bitcoin prices may be detached from economic fundamentals. The question that remains however is whether its price movements are… read more here.

Keywords: returns transaction; transaction activity; bitcoin returns; transaction ... See more keywords
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Does investor sentiment on social media provide robust information for Bitcoin returns predictability?

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recommendations! Published in 2020 at "Finance Research Letters"

DOI: 10.1016/j.frl.2020.101494

Abstract: Abstract We use a dataset of approximately one million messages sent on StockTwits to explore the relationship between investor sentiment on social media and intraday Bitcoin returns. We find a statistically significant relationship between investor… read more here.

Keywords: social media; investor sentiment; bitcoin returns; sentiment ... See more keywords
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The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty

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recommendations! Published in 2021 at "Finance Research Letters"

DOI: 10.1016/j.frl.2021.102175

Abstract: Abstract This study investigates the impact of global and national economic policy uncertainty (EPU) on Bitcoin returns and long-term volatility based on the MIDAS framework. Similar results were found for global and national EPUs, where… read more here.

Keywords: global national; national economic; bitcoin returns; volatility ... See more keywords
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How does the informed trading impact Bitcoin returns and volatility?

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recommendations! Published in 2020 at "Applied Economics"

DOI: 10.1080/00036846.2020.1814944

Abstract: ABSTRACT This study employed an augmented AR-GJRGARCH model that incorporates an intraday-based buy-sell order size imbalance measure to explore how informed trading behaviour/activity impacted Bitcoin returns and volatility from January 2014 to February 2019. Our… read more here.

Keywords: trading behaviour; returns volatility; bitcoin returns; informed trading ... See more keywords