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‘Crypto president’: Do narrative political signals drive cryptocurrency returns?

Author

Listed:
  • Sami Ben Jabeur

    (UR CONFLUENCE : Sciences et Humanités (EA 1598) - UCLy - UCLy (Lyon Catholic University), ESDES - ESDES, Lyon Business School - UCLy - UCLy - UCLy (Lyon Catholic University))

  • Zouhaier Dhifaoui
  • Yassine Bakkar
  • Houssein Ballouk

Abstract

This study provides evidence on the role of the quality of political signals in predicting six major cryptocurrency asset classes. Including communications from the U.S. presidential election in 2024, we find that political news affects cryptocurrency returns in the short-term (from 2 to 4 months). For most cryptoassets, text sentiment measures demonstrate superior predictive performance compared to historical cryptocurrency time series in out-of-sample forecasts.

Suggested Citation

  • Sami Ben Jabeur & Zouhaier Dhifaoui & Yassine Bakkar & Houssein Ballouk, 2025. "‘Crypto president’: Do narrative political signals drive cryptocurrency returns?," Post-Print hal-05451354, HAL.
    • Handle: RePEc:hal:journl:hal-05451354
    DOI: 10.1016/j.frl.2025.107194
    as

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