Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Ke-Hsin Chou, Min-Yuh Day, Chien-Liang Chiu
| Year of publication: |
2023
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|---|---|
| Authors: | Chou, Ke-Hsin ; Day, Min-Yuh ; Chiu, Chien-Liang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 88.2023, p. 365-385
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| Subject: | Mixture of distribution hypothesis (MDH) | Natural language processing (NLP) | Sentiment analysis | Sequential information arrival hypothesis (SIAH) | Informationsverbreitung | Information dissemination | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Börsenkurs | Share price | Informationsökonomik | Economics of information | Regressionsanalyse | Regression analysis | Theorie | Theory | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.06.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014474538