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X-WR-CALNAME:Mathematical Finance
X-ORIGINAL-URL:https://www.math.ttu.edu/mathematicalfinance
X-WR-CALDESC:Events for Mathematical Finance
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DTSTART:20250309T080000
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DTSTART;TZID=America/Chicago:20250207T120000
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DTSTAMP:20260408T101844
CREATED:20241216T171540Z
LAST-MODIFIED:20241216T171630Z
UID:1655-1738929600-1738933200@www.math.ttu.edu
SUMMARY:Do online attention and sentiment affect cryptocurrencies’ correlations?
DESCRIPTION:Speaker: Prof. Aurelio Bariviera\, Dept.  of Business\, Universitat Rovira i Virgili\, Reus\, Spain \nAbstract: This paper adopts a versatile conditional correlation approach to explore daily seasonality in the major cryptocurrencies. Given the lack of clear fundamental value in this market and the active online profile of investors\, the study also relates cryptocurrency cross-correlations to online market attention and sentiment. Our results highlight that while investor attention has a positive effect\, sentiment has a much stronger negative impact on the correlations. These findings can offer interesting insights for investors and regulators\, as the influence of market attention and sentiment on the correlations has important implications for portfolio diversification and market stability.
URL:https://www.math.ttu.edu/mathematicalfinance/event/do-online-attention-and-sentiment-affect-cryptocurrencies-correlations/
LOCATION:via Zoom
CATEGORIES:Seminars,Spring 2025
ATTACH;FMTTYPE=image/jpeg:https://www.math.ttu.edu/mathematicalfinance/wp-content/uploads/2024/12/bariviero-scaled.jpg
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