Quantile dependence between investor attention and cryptocurrency returns : evidence from time and frequency domain analyses
Xianfang Su, Wenqiang Zhan and Yong Li
| Year of publication: |
2021
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|---|---|
| Authors: | Su, Xianfang ; Zhan, Wenqiang ; Li, Yong |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 55, p. 6439-6471
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| Subject: | attention-induced price pressure hypothesis | cross-quantilogram | cryptocurrency returns | Investor attention | quantile coherency | Anlageverhalten | Behavioural finance | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1940826 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697921