Do investor sentiments drive cryptocurrency prices?

Do investor sentiments drive cryptocurrency prices?

This paper studies the dynamic network connectedness between cryptocurrency returns and sentiments using the novel cryptocurrency-specific MarketPsych sentiment data for 13 cryptocurrencies with the highest market capitalization. The results indicate the dominance of cryptocurrencies with higher mar...

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Bibliographic Details
Main Authors: AKYILDIRIM, Erdinc, AYSAN, Ahmet Faruk, CEPNI, Oguzhan, DARENDELI, Pinar
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
Cryptocurrency
Sentiment
Spillovers
TVP-VAR
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/7671
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8670/viewcontent/akyildirim_et_al_do_investor_sentiments_drive_cryptocurrency_prices_acceptedversion.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/7671
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8670/viewcontent/akyildirim_et_al_do_investor_sentiments_drive_cryptocurrency_prices_acceptedversion.pdf

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