Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Work
Year: 2020
Type: article
Abstract: We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin exchanges and scheduled macroeconomic news announcements affect the volatility of bitcoin, measured as realized var... more
Institutions University of Prešov, Masaryk University, Nicolaus Copernicus University, Prague University of Economics and Business, University of Stavanger +3 more
Cites: 120
Cited by: 107
Related to: 10
FWCI: 13.07
Citation percentile (by year/subfield): 93.88
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,780
Grant ID 18-05829S