Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China

Abstract This study employs a fixed-effects model to investigate the holiday effect in the cryptocurrency market, using trading data for the top 100 cryptocurrencies by market capitalization on Coinmarketcap.com from January 1, 2017 to July 1, 2022. The results indicate that returns on cryptocurrenc...

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Bibliographic Details
Published in:Financial Innovation
Main Authors: Pengcheng Zhang, Kunpeng Xu, Jian Huang, Jiayin Qi
Format: Article
Language:English
Published: SpringerOpen 2024-06-01
Subjects:
Cryptocurrency
Holiday effect
Investor sentiment
Text analysis
Online Access:https://doi.org/10.1186/s40854-024-00639-x

Internet

https://doi.org/10.1186/s40854-024-00639-x

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