Media attention and Bitcoin prices

【Author】 Philippas, Dionisis; Rjiba, Hatem; Guesmi, Khaled; Goutte, Stephane

【Source】FINANCE RESEARCH LETTERS

【影响因子】9.848

【Abstract】We present a dual process diffusion model to examine whether Bitcoin prices behave with jumps attributed to informative signals derived from Twitter and Google Trends. The empirical results indicate that Bitcoin prices are partially driven by a momentum on media attention in social networks, justifying a sentimental appetite for information demand.

【Keywords】Bitcoin; Twitter; Google trends; Jump diffusion

【发表时间】2019 SEP

【收录时间】2022-01-02

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