Not all words are equal : sentiment and jumps in the cryptocurrency market
Ahmet Faruk Aysan, Massimiliano Caporin, Oguzhan Cepni
| Year of publication: |
2024
|
|---|---|
| Authors: | Aysan, Ahmet Faruk ; Caporin, Massimiliano ; Cepni, Oguzhan |
| Subject: | Cryptocurrency | Jump spillover | Jumps | Logistic regression | News content | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Ankündigungseffekt | Announcement effect |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101920 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494799