Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market

Author:

Caferra Rocco

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference36 articles.

1. Price discovery in bitcoin: The impact of unregulated markets;Alexander;J. Financial Stab.,2020

2. Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic;Lahmiri;Chaos Solitons Fractals,2020

3. Risks and returns of cryptocurrency;Liu;Rev. Financial Stud.,2021

4. Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic;Caferra;Finance Res. Lett.,2021

5. Bitcoins as an investment or speculative vehicle? A first look;Baek;Appl. Econ. Lett.,2015

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