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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2023
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| 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 |