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Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach
[Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]

Citations

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Cited by:

  1. Samet Gunay & Emrah Ismail Cevik & Mehmet Fatih Bugan & Sel Dibooglu & Mehmet Akif Destek, 2025. "Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies," Economic Change and Restructuring, Springer, vol. 58(3), pages 1-32, June.
  2. Han, Xinyun, 2026. "Market sentiment, risk spillover, and the heterogeneous performance of stablecoins: Evidence from cross-quantile analysis and network connectedness," International Review of Financial Analysis, Elsevier, vol. 114(C).
  3. Chenghao Liu & Aniket Mahanti & Ranesh Naha & Guanghao Wang & Erwann Sbai, 2025. "Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features," Papers 2508.15825, arXiv.org, revised Aug 2025.
  4. Anwer, Zaheer & Farid, Saqib & Khan, Ashraf & Benlagha, Noureddine, 2023. "Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 418-431.
  5. Koutmos, Dimitrios & Gunay, Samet & Payne, James E., 2025. "Market expectations and the holding behaviors of bitcoin whales, dolphins, and minnows," Finance Research Letters, Elsevier, vol. 86(PE).
  6. Chowdhury, Md Iftekhar Hasan & Hasan, Mudassar & Bouri, Elie & Tang, Yayan, 2024. "Emotional spillovers in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
  7. Beckmann, Joscha & Geldner, Teo & Wüstenfeld, Jan, 2024. "The relevance of media sentiment for small and large scale bitcoin investors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  8. Adrian Fernandez‐Perez & Ivan Indriawan & Marta Khomyn, 2025. "Emotions and stock returns during the GameStop bubble," The Financial Review, Eastern Finance Association, vol. 60(3), pages 1063-1084, August.
  9. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
  10. Susovon Jana & Ankita Nandi & Tarak Nath Sahu, 2026. "Can Cryptocurrencies Provide Better Diversification Benefits? Evidence from the Indian Stock Market," Journal of Interdisciplinary Economics, , vol. 38(2), pages 182-201, July.
  11. Hadhri, Sinda & Younus, Mehak & Naeem, Muhammad Abubakr & Yarovaya, Larisa, 2025. "Listening to the Market: Music sentiment and cryptocurrency returns," Journal of International Money and Finance, Elsevier, vol. 157(C).
  12. Huang, Yingying & Liang, Weizhong & Duan, Kun & Parhi, Mamata & Mishra, Tapas, 2026. "Sentiments and risks: A spillover tale under climate policy uncertainty," Energy Economics, Elsevier, vol. 154(C).
  13. Saqib Muneer & Cristiana Cerqueira Leal & Benilde Oliveira, 2025. "Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models," SN Operations Research Forum, Springer, vol. 6(2), pages 1-13, June.
  14. Simona-Vasilica Oprea & Irina Alexandra Georgescu & Adela Bâra, 2024. "Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants," Electronic Commerce Research, Springer, vol. 24(2), pages 1267-1305, June.
  15. Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023. "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 251-270.
  16. Al-Omoush, Khaled Saleh & Gomez-Olmedo, Ana M. & Funes, Andrés Gómez, 2024. "Why do people choose to continue using cryptocurrencies?," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  17. Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024. "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, vol. 59(C).
  18. Huang, Yingying & Liang, Weizhong & Duan, Kun & Urquhart, Andrew & Ye, Qiang, 2025. "How do emotions drive market dynamics? A tale of spillovers in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 103(C).
  19. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2024. "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Annals of Operations Research, Springer, vol. 333(1), pages 461-479, February.
  20. Di Francesco, Tommaso & Hommes, Cars, 2025. "Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, vol. 175(C).
  21. Li, Mingnan & Manahov, Viktor & Ashton, John, 2025. "A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
  22. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023. "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  23. Dias, Ishanka K. & Fernando, J.M. Ruwani & Fernando, P. Narada D., 2022. "Does investor sentiment predict bitcoin return and volatility? A quantile regression approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
  24. Huynh, Nhan, 2026. "Tuning into the news: Sentiment-driven high-frequency movements in cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 50(C).
  25. Fathin Faizah Said & Raja Solan Somasuntharam & Mohd Ridzwan Yaakub & Tamat Sarmidi, 2023. "Impact of Google searches and social media on digital assets’ volatility," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.
  26. Ahn, Yongkil & Kim, Dongyeon, 2023. "Visceral emotions and Bitcoin trading," Finance Research Letters, Elsevier, vol. 51(C).
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