Investor attention and the pricing of cryptocurrency market
Wei Zhang, Pengfei Wang
Topics & Concepts
CryptocurrencyGranger causalityEconomicsVolatility (finance)Quantile regressionEconometricsQuantileCausality (physics)Financial economicsComputer sciencePhysicsComputer securityQuantum mechanicsBlockchain Technology Applications and SecurityFinancial Markets and Investment StrategiesMarket Dynamics and Volatility