Original paper

News sentiment in the cryptocurrency market: An empirical comparison with Forex

Volume: 69, Pages: 101462 - 101462
Published: May 1, 2020
Abstract
We use high frequency intra-day data to investigate the influence of unscheduled currency and Bitcoin news on the returns, volume and volatility of the cryptocurrency Bitcoin and traditional currencies over the period from January 2012 to November 2018. Results show that Bitcoin behaves differently to traditional currencies. Traditional currencies typically experience a decrease in returns after negative news arrivals and an increase in returns...
Paper Details
Title
News sentiment in the cryptocurrency market: An empirical comparison with Forex
Published Date
May 1, 2020
Volume
69
Pages
101462 - 101462
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