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Published: Mar 1, 2020
Authors: Olivier Kraaijeveld, Johannes De Smedt
Published: Mar 1, 2020
Authors: Olivier Kraaijeveld, Johannes De Smedt
Cryptocurrencies have become a very popular topic recently, primarily due to their disruptive potential and reports of unprecedented returns. In addition, academics increasingly acknowledge the predictive power of Twitter for a wide variety of events and more specifically for financial markets. This paper studies to what extent public Twitter sentiment can be used to predict price returns for the nine largest cryptocurrencies: Bitcoin, Ethereum, XRP, Bitcoin Cash, EOS, Litecoin, Cardano, Stellar and TRON. By using a cryptocurrency-specific lexicon-based sentiment analysis approach, financial data and bilateral Granger-causality testing, it was found that Twitter sentiment has predictive power for the returns of Bitcoin, Bitcoin Cash and Litecoin. Using a bullishness ratio, predictive power is found for EOS and TRON. Finally, a heuristic approach is developed to discover that at least 1–14% of the obtained Tweets were posted by Twitter “bot” accounts. This paper is the first to cover the predictive power of Twitter sentiment in the setting of multiple cryptocurrencies and to explore the presence of cryptocurrency-related Twitter bots.
Published: Nov 21, 2019
Published: Nov 21, 2019
Blockchain is a popular technology for managing digital transactions in several sectors including healthcare [1], supply chain, manufacturing [2], energy [3] and finance [4]. This emerging technology has been at the core of the definition of cryptocurrencies, bitcoin [4] being generally considered as the first one.
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Published: Dec 22, 2018
Published: Dec 22, 2018
Modelling volatility is crucial for risk management. Following the global financial crisis of 2008, the Basel III international regulatory framework for banks has imposed more stringent capital requirements, and enhanced risk management systems have been developed.
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Published: Aug 21, 2020
Published: Aug 21, 2020
The worldwide liquidity shortages brought up to the surface by the 2008 Global Financial Crisis have prompted traders, policymakers and academics to focus interest on alternative forms of money and investment assets. The introduction of Bitcoin by Nakamoto (2008) has spurred coin offerings of a wide spectrum of digital currencies that have attracted considerable attention by all types of market participants.
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An Investigation on the Volatility of Cryptocurrencies by means of Heterogeneous Panel Data Analysis
Published: Oct 25, 2019
Published: Oct 25, 2019
Cryptocurrencies have become one of the most popular economic and financial issues in recent years. Such that, 2194 cryptocurrencies are traded on the market currently, and their total market value has reached about $ 245 billion.
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Published: Dec 17, 2020
Published: Dec 17, 2020
We identify and highlight strategic advantages that DAGs possess over traditional blockchain.
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We provide a thorough explanation of the technology underpinning DAG-based assets.
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An EGARCH volatility analysis is presented surrounding a number of key regulatory events.
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DAG-based assets have become increasingly responsive to market shocks as they mature.
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Such evidence signals substantial market maturity in recent years
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Published: May 20, 2020
Published: May 20, 2020
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The recent COVID-19 pandemic provided the first widespread bear market since the trading of cryptocurrencies began. In this article we examine the safe haven benefits of cryptocurrencies during the COVID-19 bear market, from the perspective of international equity index investors.
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Published: Mar 1, 2020
Published: Mar 1, 2020
Cryptocurrency markets have attracted a great deal of attention in the most recent academic literature. In this regard, Gerritsen et al. (2019), Corbet et al. (2019), and Miller et al. (2019) explore the profitability of technical trading rules in the Bitcoin market.
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Published: Jun 5, 2020
Published: Jun 5, 2020
Emergence of cryptocurrencies was one of the most remarkable financial innovations of the last decade. Their futuristic properties and extreme price behavior have attracted excessive media coverage, as well as regulators’ and researchers’ attention. Most cryptocurrencies are known to have volatile prices and have experienced dramatic price increases and collapses in the recent years. This has triggered discussions as to whether cryptocurrencies experience bubbles and how cryptocurrencies should be regulated.
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Published: Oct 12, 2020
Published: Oct 12, 2020
Cryptocurrencies, i.e., newly emerged digital assets, continually fascinate the financial press, policymakers, and the financial community
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