【Author】
McMillan, Benjamin; Myers, Joshua; Nguyen, An; Robinson, Don; Kennard, Mark
【Source】JOURNAL OF INVESTING
【Abstract】Institutional interest in bitcoin has grown significantly since its bubble highs in 2017; and given its lack of traditional fundamentals, investor sentiment is likely to drive price discovery. As social media has grown, Reddit has evolved to host significant conversations regarding bitcoin ('r/bitcoin') and general investing ('r/investing'). We focus on these two channels using four distinct natural language processing algorithms to create an ensemble sentiment score and measure the relationship of the score to the change in bitcoin's price.
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