Does investor sentiment predict bitcoin return and volatility? A quantile regression approach

Author:

Dias Ishanka K.,Fernando J.M. Ruwani,Fernando P. Narada D.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference101 articles.

1. Principal component analysis;Abdi;Wiley Interdisciplinary Reviews: Computational Statistics,2010

2. Determinants of bitcoin expected returns;Adjei;Journal of Finance and Economics,2019

3. Do bitcoins follow a random walk model?;Aggarwal;Research in Economics,2019

4. A panel-based quantile regression analysis of funds of hedge funds;Allen;Reconsidering Funds of Hedge Funds,2013

5. Price clustering and sentiment in bitcoin;Baig;Finance Research Letters,2019

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