Bitcoin returns and YouTube news: a behavioural time series analysis

IF 1.8 3区经济学 Q2 ECONOMICS

Applied Economics Pub Date : 2024-08-27 DOI:10.1080/00036846.2024.2387870

Pierre Fay, David Bourghelle, Fredj Jawadi

引用次数: 0

Abstract

This study investigates whether investor’s sentiment and attention information collected via YouTube can improve bitcoin return forecasts. Accordingly, we collected daily data over the period 2017–...

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比特币收益与 YouTube 新闻：行为时间序列分析

本研究探讨了通过 YouTube 收集到的投资者情绪和注意力信息能否改善比特币回报率预测。因此，我们收集了 2017-...

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来源期刊

Applied Economics ECONOMICS-

CiteScore

3.80

自引率

4.50%

发文量

525

期刊介绍： Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.