Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?-Reference-Cited by-同舟云学术

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Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?

Published:2023-11 Issue: Volume:88 Page:365-385
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Chou Ke-Hsin^ORCID,Day Min-Yuh^ORCID,Chiu Chien-Liang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference75 articles.

1. Trading volume and return relationship in the crude oil futures markets;Abdullahi;Studies in Economics and Finance,2014

2. Opinion mining of news headlines using SentiWordNet;Agarwal,2016

3. Media-expressed negative tone and firm-level stock returns;Ahmad;Journal of Corporate Finance,2016

4. Daily market news sentiment and stock prices;Allen;Applied Economics,2019

5. Return volatility and trading volume: An information flow interpretation of stochastic volatility;Andersen;The Journal of Finance,1996

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. A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag;The North American Journal of Economics and Finance;2024-05

2. Not all the news fitting to reprint: Evidence from price-volume relationship;Finance Research Letters;2024-04

3. Internet stock message boards and the price–volume relationship: Registered users vs non-registered users;Finance Research Letters;2024-03

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