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比特币收益与 YouTube 新闻：行为时间序列分析

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
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引用次数: 0

摘要

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-...
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Bitcoin returns and YouTube news: a behavioural time series analysis
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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来源期刊
Applied Economics
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.
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