Do social media sentiments drive cryptocurrency intraday price volatility? : new evidence from asymmetric TVP-VAR frequency connectedness measures
Suwan (Cheng) Long, Ioannis Chatziantoniou, David Gabauer and Brian Lucey
| Year of publication: |
2024
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|---|---|
| Authors: | Long, Suwan ; Chatziantoniou, Ioannis ; Gabauer, David ; Lucey, Brian M. |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 30.2024, 13, p. 1470-1489
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| Subject: | asymmetric connectedness | cryptocurrencies | dynamic connectedness | Intraday volatility | investor sentiment | TVP-VAR | Volatilität | Volatility | Social Web | Social web | Virtuelle Währung | Virtual currency | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2024.2314085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636574