Beliefs in Cryptocurrency: Exploring the Relationship between
Sentiment and Bitcoin

D 2018

Beliefs in Cryptocurrency: Exploring the Relationship between Sentiment and Bitcoin

RAKOVSKÁ, Zuzana

Základní údaje

Originální název

Beliefs in Cryptocurrency: Exploring the Relationship between Sentiment and Bitcoin

Autoři

RAKOVSKÁ, Zuzana

Vydání

Brno, Proceedings of the 15th International Scientific Conference European Financial Systems 2018, od s. 567-574, 864 s. 2018

Nakladatel

ESF MU

Další údaje

Jazyk

angličtina

Typ výsledku

Stať ve sborníku

Obor

50206 Finance

Stát vydavatele

Česká republika

Utajení

není předmětem státního či obchodního tajemství

Forma vydání

tištěná verze "print"

Označené pro přenos do RIV

Ano

Kód RIV

RIV/00216224:14560/18:00103891

Organizační jednotka

Ekonomicko-správní fakulta

ISBN

978-80-210-8980-8

UT WoS

000462948800073

Klíčová slova anglicky

Bitcoin; sentiment; Sentix; cryptocurrency; impulse-response

Příznaky

Recenzováno

Změněno: 16. 4. 2019 10:22, Mgr. Zuzana Gric, Ph.D.

Anotace

V originále

The rise of the Internet changed the way how financial markets work. Due to user generated content, quite everybody might contribute to the large set of information and the exchange of news happens faster than ever. An important variable in such new era is sentiment, which causes market participants to act on noisy signals from Internet as they were valid inputs. Importantly, sentiment is considered the crucial ingredient in price formation of now increasingly attractive digital currencies. Investors' beliefs affect exchange rates of those currencies considerably simply because of lack of fundamentals and regulation. In this paper we will examine the relationship between sentiment and price of the most popular cryptocurrency, Bitcoin. We will employ three measures of sentiment constructed by Sentix survey with aim to explore the effect of both institutional and individual investor's sentiment as well as overall sentiment of the community.

Návaznosti

MUNI/A/0753/2017, interní kód MU

Název: Behaviorální, znalostní a ekonomické aspekty ovlivňující investiční rozhodování subjektů

Investor: Masarykova univerzita, Behaviorální, znalostní a ekonomické aspekty ovlivňující investiční rozhodování subjektů, DO R. 2020_Kategorie A - Specifický výzkum - Studentské výzkumné projekty

Citovat

RAKOVSKÁ, Zuzana. Beliefs in Cryptocurrency: Exploring the Relationship between Sentiment and Bitcoin. In Josef Nešleha, Filip Hampl, Miroslav Svoboda. Proceedings of the 15th International Scientific Conference European Financial Systems 2018. Brno: ESF MU, 2018, s. 567-574, 864 s. ISBN 978-80-210-8980-8.

@inproceedings{1444003,
   author = {Rakovská, Zuzana},
   address = {Brno},
   booktitle = {Proceedings of the 15th International Scientific Conference European Financial Systems 2018},
   editor = {Josef Nešleha, Filip Hampl, Miroslav Svoboda},
   keywords = {Bitcoin; sentiment; Sentix; cryptocurrency; impulse-response},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Brno},
   isbn = {978-80-210-8980-8},
   pages = {567-574},
   publisher = {ESF MU},
   title = {Beliefs in Cryptocurrency: Exploring the Relationship between Sentiment and Bitcoin},
   year = {2018}
}

TY  - CONF
ID  - 1444003
AU  - Rakovská, Zuzana
PY  - 2018
TI  - Beliefs in Cryptocurrency: Exploring the Relationship between Sentiment and Bitcoin
PB  - ESF MU
CY  - Brno
SN  - 9788021089808
KW  - Bitcoin
KW  - sentiment
KW  - Sentix
KW  - cryptocurrency
KW  - impulse-response
N2  - The rise of the Internet changed the way how financial markets work. Due to user generated content, quite everybody might contribute to the large set of information and the exchange of news happens faster than ever. An important variable in such new era is sentiment, which causes market participants to act on noisy signals from Internet as they were valid inputs. Importantly, sentiment is considered the crucial ingredient in price formation of now increasingly attractive digital currencies. Investors' beliefs affect exchange rates of those currencies considerably simply because of lack of fundamentals and regulation. In this paper we will examine the relationship between sentiment and price of the most popular cryptocurrency, Bitcoin. We will employ three measures of sentiment constructed by Sentix survey with aim to explore the effect of both institutional and individual investor's sentiment as well as overall sentiment of the community.
ER  -

RAKOVSKÁ, Zuzana. Beliefs in Cryptocurrency: Exploring the Relationship between Sentiment and Bitcoin. In Josef Nešleha, Filip Hampl, Miroslav Svoboda. \textit{Proceedings of the 15th International Scientific Conference European Financial Systems 2018}. Brno: ESF MU, 2018, s.~567-574, 864 s. ISBN~978-80-210-8980-8.

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