Financial Twitter Sentiment on Bitcoin Return and High-Frequency Volatility

Financial Twitter Sentiment on Bitcoin Return and High-Frequency Volatility

This paper studies how sentiment affect Bitcoin pricingby examining, at an hourly frequency,the linkagebetween sentiment of finance-related Twitter messages and return as well asthe volatilityof Bitcoin as a financial asset. On the one hand, there was calculatedthe return from minute-level Bitcoin e...

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Bibliographic Details
Main Authors: Xiang Gao, Weige Huang, Hua Wang
Format: Article
Language:English
Published: Institute for International Cooperation Development 2021-01-01
Series:Virtual Economics
Subjects:
bitcoin
cryptocurrency
sentiment
twitter
social media
volatility
Online Access:https://virtual-economics.eu/index.php/VE/article/view/101/73

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