{"title":"比特币收益与 YouTube 新闻：行为时间序列分析","authors":"Pierre Fay, David Bourghelle, Fredj Jawadi","doi":"10.1080/00036846.2024.2387870","DOIUrl":null,"url":null,"abstract":"This study investigates whether investor’s sentiment and attention information collected via YouTube can improve bitcoin return forecasts. Accordingly, we collected daily data over the period 2017–...","PeriodicalId":7963,"journal":{"name":"Applied Economics","volume":"9 1","pages":""},"PeriodicalIF":1.8000,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bitcoin returns and YouTube news: a behavioural time series analysis\",\"authors\":\"Pierre Fay, David Bourghelle, Fredj Jawadi\",\"doi\":\"10.1080/00036846.2024.2387870\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study investigates whether investor’s sentiment and attention information collected via YouTube can improve bitcoin return forecasts. Accordingly, we collected daily data over the period 2017–...\",\"PeriodicalId\":7963,\"journal\":{\"name\":\"Applied Economics\",\"volume\":\"9 1\",\"pages\":\"\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2024-08-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/00036846.2024.2387870\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/00036846.2024.2387870","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
Bitcoin returns and YouTube news: a behavioural time series analysis
This study investigates whether investor’s sentiment and attention information collected via YouTube can improve bitcoin return forecasts. Accordingly, we collected daily data over the period 2017–...
期刊介绍：
Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.
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