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The impact of macroeconomic news on Bitcoin returns

Citations

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Cited by:

  1. Marmora, Paul, 2022. "Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  2. Corbet, Shaen & Hou, Yang & Hu, Yang & Lucey, Brian & Oxley, Les, 2021. "Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
  3. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022. "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, vol. 83(C).
  4. Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin, 2023. "Forecasting mid-price movement of Bitcoin futures using machine learning," Annals of Operations Research, Springer, vol. 330(1), pages 553-584, November.
  5. Aharon, David Y. & Demir, Ender & Lau, Chi Keung Marco & Zaremba, Adam, 2022. "Twitter-Based uncertainty and cryptocurrency returns," Research in International Business and Finance, Elsevier, vol. 59(C).
  6. Lian, Yu-Min & Chen, Jun-Home, 2021. "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 424-439.
  7. Sapkota, Niranjan, 2022. "News-based sentiment and bitcoin volatility," International Review of Financial Analysis, Elsevier, vol. 82(C).
  8. Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023. "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  9. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022. "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
  10. Rodriguez, Harold & Colombo, Jefferson, 2024. "Is bitcoin an inflation hedge?," MPRA Paper 120477, University Library of Munich, Germany.
  11. Moser, Stefanie & Brauneis, Alexander, 2023. "Should you listen to crypto YouTubers?," Finance Research Letters, Elsevier, vol. 54(C).
  12. Jiri Kukacka & Ladislav Kristoufek, 2023. "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
  13. Al Guindy, Mohamed, 2021. "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 556-570.
  14. Suwan (Cheng) Long & Brian Lucey & Ying Xie & Larisa Yarovaya, 2023. "“I just like the stock”: The role of Reddit sentiment in the GameStop share rally," The Financial Review, Eastern Finance Association, vol. 58(1), pages 19-37, February.
  15. Lee, Yen-Sheng & Vo, Ace & Chapman, Thomas A., 2022. "Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).
  16. Sifat, Imtiaz, 2021. "On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments," Finance Research Letters, Elsevier, vol. 43(C).
  17. Yu-Min Lian & Jia-Ling Chen & Hsueh-Chien Cheng, 2022. "Predicting Bitcoin Prices via Machine Learning and Time Series Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(5), pages 1-2.
  18. Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020. "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
  19. Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  20. Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi, 2022. "Investor sentiment and Bitcoin relationship: A quantile-based analysis," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  21. Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha, 2021. "The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  22. Laeeq Razzak Janjua & Iza Gigauri & Agnieszka Wójcik-Czerniawska & Elżbieta Pohulak-Żołędowska, 2024. "Risk Management in the Area of Bitcoin Market Development: Example from the USA," Risks, MDPI, vol. 12(4), pages 1-21, April.
  23. Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa & Wang, Yizhi, 2022. "The cryptocurrency uncertainty index," Finance Research Letters, Elsevier, vol. 45(C).
  24. Peng‐Fei Dai & John W. Goodell & Luu Duc Toan Huynh & Zhifeng Liu & Shaen Corbet, 2023. "Understanding the transmission of crash risk between cryptocurrency and equity markets," The Financial Review, Eastern Finance Association, vol. 58(3), pages 539-573, August.
  25. Luca Mungo & Silvia Bartolucci & Laura Alessandretti, 2023. "Cryptocurrency co-investment network: token returns reflect investment patterns," Papers 2301.02027, arXiv.org, revised Jan 2023.
  26. Naeem, Muhammad Abubakr & Mbarki, Imen & Shahzad, Syed Jawad Hussain, 2021. "Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 496-514.
  27. Christophe Schinckus & Canh Phuc Nguyen & Felicia Hui Ling Chong, 2023. "Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3055-3070, July.
  28. 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).
  29. Jiqian Wang & Feng Ma & Elie Bouri & Yangli Guo, 2023. "Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 970-988, July.
  30. Corbet, Shaen & Larkin, Charles & Lucey, Brian, 2020. "The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies," Finance Research Letters, Elsevier, vol. 35(C).
  31. Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023. "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, vol. 126(C).
  32. Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa, 2022. "The Effects of Central Bank Digital Currencies News on Financial Markets," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  33. Ivan Mužić & Ivan Gržeta, 2022. "Expectations of Macroeconomic News Announcements: Bitcoin vs. Traditional Assets," Risks, MDPI, vol. 10(6), pages 1-15, June.
  34. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022. "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
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