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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| 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 |