In this work, I studied whether news media sentiments have an impact on Bitcoin volatility. In
doing so, I applied three different range-based volatility estimates along with two different …

Investor sentiment is the result of trading behavior and irrational beliefs of investors leading
to high volatility and market mispricing. This review aims to study the entire spectrum of …

Artificial Intelligence (AI) has emerged as a transformative force in the field of stock broking,
revolutionizing traditional trading strategies and resha** financial markets. This systematic …

We analyse minute-level multi-dimensional information flows within and between bitcoin
spot and derivatives. We show that perpetual swaps and futures traded on the unregulated …

We examine the volume-volatility relationship across Bitcoin futures and spot markets, using
daily realised volatility measures estimated from high frequency intraday data. We estimate …

As a financial innovation of the information age, cryptocurrency is a complex concept with
clear advantages and disadvantages and is worthy of discussion. Exploring from a terrorism …

This paper offers an innovative approach to capture the trend of oil futures prices based on
the text‐based news. By adopting natural language processing techniques, the text features …

This study examines the impact of trading activities on price discovery in the Bitcoin futures
markets. We find that trades of hedgers are positively correlated with the modified …

We provide a novel perspective on the bitcoin market, investigating determinants of investor
positions and their response to public information proxied by media sentiment indicators. We …

In this paper, the volatility transmission between the two bitcoin markets, namely, the spot
and futures markets is examined. We use the daily series over a sampling period spanning …