Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China
Abstract This study employs a fixed-effects model to investigate the holiday effect in the cryptocurrency market, using trading data for the top 100 cryptocurrencies by market capitalization on Coinmarketcap.com from January 1, 2017 to July 1, 2022. The results indicate that returns on cryptocurrenc...
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| Autors principals: | , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
SpringerOpen
2024-06-01
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| Col·lecció: | Financial Innovation |
| Matèries: | |
| Accés en línia: | https://doi.org/10.1186/s40854-024-00639-x |
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