Not all words are equal: Sentiment and jumps in the cryptocurrency market-Reference-Cited by-同舟云学术

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Not all words are equal: Sentiment and jumps in the cryptocurrency market

Published:2024-03 Issue: Volume:91 Page:101920
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Aysan Ahmet Faruk^ORCID,Caporin Massimiliano^ORCID,Cepni Oguzhan^ORCID

Publisher

Elsevier BV

Reference94 articles.

1. Blockchain Economics;Abadi,2018

2. Emotion and financial markets;Ackert;Fed. Reserve Bank Atlanta Econ. Rev.,2003

3. Disentangling diffusion from jumps;Aıt-Sahalia;J. Financ. Econ.,2004

4. Portfolio choice with jumps: A closed-form solution;Aït-Sahalia;Ann. Appl. Probab.,2009

5. Modeling financial contagion using mutually exciting jump processes;Aït-Sahalia;J. Financ. Econ.,2015

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data;Digital Finance;2024-08-08

2. Anatomy of sovereign yield behaviour using textual news;Research in International Business and Finance;2024-08

3. Price dynamics and volatility jumps in bitcoin options;Financial Innovation;2024-05-21

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