Does investor sentiment predict bitcoin return and volatility? A quantile regression approach

Ishanka Dias, J. M. R. Fernando, P. N. D. Fernando

2022International Review of Financial Analysis50 citationsDOI

Topics & Concepts

Volatility (finance)Quantile regressionEconomicsEconometricsQuantileEmpirical evidencePredictive powerFinancial economicsPhilosophyEpistemologyBlockchain Technology Applications and SecurityFinancial Markets and Investment StrategiesMarket Dynamics and Volatility