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Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin, Ethereum and Litecoin

Marobhe, Mutaju Isaack - In: China finance review international 12 (2022) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10012880138

Anamika; Chakraborty, Madhumita; Subramaniam, Sowmya - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10013547899

Herding and Anchoring in Cryptocurrency Markets : Investor Reaction to Fear and Uncertainty

Gurdgiev, Constantin - 2020

Cryptocurrencies have emerged as an innovative alternative investment asset class, traded in data-rich markets by globally distributed investors. Although significant attention has been devoted to their pricing properties, to-date, academic literature on behavioral drivers remains less...

Persistent link: https://www.econbiz.de/10012844436

The Intraday Bitcoin Response to Tether Minting and Burning Events : Asymmetry, Investor Sentiment, and 'Whale Alerts' on Twitter

Saggu, Aman - 2022

investigates Bitcoin's response to USD₮ supply change events between 2014 and 2021 and identifies an interesting asymmetry between … Bitcoin's responses to USD₮ minting and burning events. Bitcoin responds positively to USD₮ minting events over 5- to 30 … Bitcoin prices exhibiting a greater increase when the corresponding USD₮ minting event coincides with positive investor …

Persistent link: https://www.econbiz.de/10013404593

Cryptocurrency Disruption and Investor Reaction to Earnings Announcements

Kim, Minjae; Liang, Eva; Ochani, Ashish; Shao, Xinyuan - 2022

In this paper, we study the relationship between attention to cryptocurrency and investor reactions to earnings news …. In recent years, the capital market witnessed cryptocurrency mania. Because investors have limited attention, we … hypothesize that attention to cryptocurrency distracts investor attention from earnings news. Using past ten-day cumulative and …

Persistent link: https://www.econbiz.de/10013405719

Detect Informed Trading in Cryptocurrency : Can On-Chain Trades Predict Return of Ether?

Li, Tieming - 2023

This study is the first attempt for detecting informed trading on Ethereum blockchain. We collect detailed trading data of overs 2.7 million Ethereum addresses from their interaction with decentralized exchange on Ethereum blockchain. We first analyze the characteristics of both on-chain...

Persistent link: https://www.econbiz.de/10014350067

Cryptocurrency Pair Trading

Lesa, Chiara; Hochreiter, Ronald - 2023

Pair trading is a strategy which relies on betting on the relative mispricing of the spread between two securities which share a long-term relationship. These strategies have shown to perform well with equities, however not much research has been conducted in the field of cryptocurrencies, even...

Persistent link: https://www.econbiz.de/10014350826

Investor sentiment and the holiday effect in the cryptocurrency market : evidence from China

Zhang, Pengcheng; Xu, Kunpeng; Huang, Jian; Qi, Jiayin - In: Financial innovation : FIN 10 (2024), pp. 1-36

This study employs a fxed-efects model to investigate the holiday efect in the cryptocurrency market, using trading … cryptocurrency market returns. However, when positive investor sentiment prevails in the cryptocurrency market, the holiday efect … weakens, implying that positive investor sentiment attenuates the holiday efect. Robustness tests based on the Bitcoin market …

Persistent link: https://www.econbiz.de/10014548250

Are Cryptos Different? Evidence from Retail Trading

Kogan, Shimon; Makarov, Igor; Niessner, Marina; Schoar, … - National Bureau of Economic Research - 2023

lotterylike stocks. We conjecture that retail investors hold a model of cryptocurrency prices, where price changes imply a change …

Persistent link: https://www.econbiz.de/10014322705

Investor Attention in Cryptocurrency Markets

Smales, Lee A. - 2021

Bitcoin, and other cryptocurrencies. We find that increases in investor attention are associated with higher returns, more … volatility, and greater illiquidity in cryptocurrency markets. In contrast, cryptocurrency uncertainty (UCRY) and financial …

Persistent link: https://www.econbiz.de/10013213543