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Investor sentiment and bitcoin prices

Using a rich data set of transaction-level buy and sell orders from the major digital currency exchange Coinbase, we formulate a measure for investor sentiment and shed new evidence on the sentiment-return relation for bitcoin. Using a bootstrapped quantile regression procedure we show a significant...

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Detalles Bibliográficos
Autor principal: Koutmos, Dimitrios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9395956/
http://dx.doi.org/10.1007/s11156-022-01086-4