Does twitter predict Bitcoin?-Reference-Cited by-同舟云学术

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Does twitter predict Bitcoin?

Published:2019-01 Issue: Volume:174 Page:118-122
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Shen Dehua,Urquhart Andrew,Wang Pengfei

Funder

National Natural Science Foundation of China

Young Elite Scientists Sponsorship Program by Tianjin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Computation and analysis of multiple structural change models;Bai;J. Appl. Econometrics,2003

2. Persistence in the cryptocurrency market;Caporale;Res. Int. Bus. Finance,2018

3. Cryptocurrencies as a Financial Asset: A systematic analysis;Corbet;Int. Rev. Financ. Anal.,2018

4. A new statistic and practical guidelines for nonparametric Granger causality testing;Diks;J. Econom. Dynam. Control,2006

5. Investigating casual relations by econometric models and cross-spectral methods;Granger;Econometrica,1969

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