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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions

Bourghelle, David (ed.); Grandin, Pascal (ed.); … - IEAP Meeting: Investor Emotions & Asset Pricing <1., … - 2023

Introduction -- Part I. Asset Pricing -- Chapter 1. Oil Price Uncertainty: Panel Evidence from the G7 and BRICS Countries -- Chapter 2. Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment -- Chapter 3. Linking the COVID-19 Epidemic and Emerging...

Persistent link: https://www.econbiz.de/10014248040

Bitcoin bubble trouble

Kreuser, Jérôme; Sornette, Didier - 2018 - Revised 18-Jun-18

investment strategies applied to Bitcoin. Our bubble model is defined as a geometric Brownian motion combined with separate crash … depending on the increasing expected return. We examine the optimal investment problem in the context of the bubble model by …-free asset. Using our bubble model on Bitcoin from 8-Jul-2013 until 19-Dec-2017 would have generated a CAGR of 140% with a …

Persistent link: https://www.econbiz.de/10011899594

News credibility and influence within the financial markets

Yu, Zhen; Wang, Michael D.; Wei, Xiangdong; Lou, Jie - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 238-257

Persistent link: https://www.econbiz.de/10013547915

Using an artificial financial market for studying a cryptocurrency market

Cocco, Luisanna; Concas, Giulio; Marchesi, Michele - In: Journal of economic interaction and coordination : JEIC 12 (2017) 2, pp. 345-365

Persistent link: https://www.econbiz.de/10011878670

Cumulation, crash, coherency : a cryptocurrency bubble wavelet analysis

Fruehwirt, Wolfgang; Hochfilzer, Leonhard; Weydemann, … - In: Finance research letters 40 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012818919

Market stress and herding : a new approach to the cryptocurrency market

Raimundo Júnior, Gerson de Souza; Palazzi, Rafael Baptista - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10012802010

Bubbles in NFT markets : correlated with cryptocurrencies or sentiment indexes?

Guo, Mingjun; Wang, Shouyang; Wei, Yunjie - In: Applied economics letters 32 (2025) 4, pp. 491-497

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Predicting bitcoin price movements using sentiment analysis : a machine learning approach

Gurrib, Ikhlaas; Kamalov, Firuz - In: Studies in economics and finance 39 (2022) 3, pp. 347-364

Persistent link: https://www.econbiz.de/10013355157

The intraday bitcoin response to tether minting and burning events : asymmetry, investor sentiment, and “Whale Alerts” on twitter

Saggu, Aman - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013478786

What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? : event-study evidence

Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 53 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472493