Frequency Domain Causality and Quantile Connectedness Between Investor Sentiment and Cryptocurrency Returns

Author:

Zhu Huiming,Ren Yinghua,Xing Zhanming,Chen Yiwen,Hau Liya

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference58 articles.

1. Cross-market spillovers with 'volatility surprise;S Aboura;Review of Financial Economics,2014

2. Do investor sentiments drive cryptocurrency prices?;E Akyildirim;Economics Letters,2021

3. Asset pricing and the bid-ask spread;Y Amihud;Journal of Financial Economics,1986

4. Does Sentiment Impact Cryptocurrency;Anamika;Journal of Behavioral Finance,2021

5. Cryptocurrencies' price crash risk and crisis sentiment;D Anastasiou;Finance Research Letters,2021

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