Modelling sentiment and trader aggressiveness in cryptocurrency markets: An empirical analysis of the Bitcoin limit order book.

Modelling sentiment and trader aggressiveness in cryptocurrency markets: An empirical analysis of the Bitcoin limit order book.

Cryptocurrency assets are inherently susceptible to social sentiment. Due to emotional contagion, extreme emotions influence and drive traders’ order execution behaviour. This study aims to empirically model the relationship between sentiment and trader aggressiveness for two types of traders: Whale...

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Bibliographic Details
Main Author: THANG, Angelique Nicole Huei Yin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2023
Subjects:
Bitcoin
cryptocurrency
limit order book
market microstructure
trader aggressiveness
order aggressiveness
sentiment
trading.
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/etd_coll/541
https://ink.library.smu.edu.sg/context/etd_coll/article/1539/viewcontent/GPBA_AY2019_DBA_AngeliqueNicoleThang.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/541
https://ink.library.smu.edu.sg/context/etd_coll/article/1539/viewcontent/GPBA_AY2019_DBA_AngeliqueNicoleThang.pdf

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