Sentiment-Induced Bubbles in the Cryptocurrency Market
Abstract
:1. Introduction
2. Cryptocurrencies and a Sentiment Index
2.1. StockTwits Data
2.2. Sentiment Prediction
2.3. Sentiment Index and Cryptocurrency Index
3. A Sentiment-Based Model for Locally Explosive Crypto Prices
4. Conclusions
Author Contributions
Funding
Conflicts of Interest
References
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1 | |
2 | This list can be found at https://api.stocktwits.com/symbol-sync/symbols.csv. |
Parameter | Model M0 | Model M1 | ||
---|---|---|---|---|
−0.0929 | (0.0323) | −0.0972 | (0.0085) | |
0.1193 | (0.0155) | 0.1183 | (0.0153) | |
0.9759 | (0.0081) | 0.9709 | (0.0000) | |
0.3716 | (0.0325) | 0.3872 | (0.0330) | |
0.0025 | (0.0005) | 0.0015 | (0.0006) | |
−0.0222 | (0.0392) | |||
0.7461 | (0.1461) | |||
0.0061 | (0.0012) | |||
−0.2740 | (0.1289) | |||
2820.45 | 2838.78 |
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Chen, C.Y.-H.; Hafner, C.M. Sentiment-Induced Bubbles in the Cryptocurrency Market. J. Risk Financial Manag. 2019, 12, 53. https://doi.org/10.3390/jrfm12020053
Chen CY-H, Hafner CM. Sentiment-Induced Bubbles in the Cryptocurrency Market. Journal of Risk and Financial Management. 2019; 12(2):53. https://doi.org/10.3390/jrfm12020053
Chicago/Turabian StyleChen, Cathy Yi-Hsuan, and Christian M. Hafner. 2019. "Sentiment-Induced Bubbles in the Cryptocurrency Market" Journal of Risk and Financial Management 12, no. 2: 53. https://doi.org/10.3390/jrfm12020053
APA StyleChen, C. Y. -H., & Hafner, C. M. (2019). Sentiment-Induced Bubbles in the Cryptocurrency Market. Journal of Risk and Financial Management, 12(2), 53. https://doi.org/10.3390/jrfm12020053