Retail vs institutional investor attention in the cryptocurrency market

Simple item page
buir.contributor.authorÖzdamar, Melisa
buir.contributor.authorŞensoy, Ahmet
buir.contributor.orcidŞensoy, Ahmet|0000-0001-7967-5171
dc.citation.epage101674- 22en_US
dc.citation.spage101674- 1en_US
dc.citation.volumeNumber81en_US
dc.contributor.authorÖzdamar, Melisa
dc.contributor.authorŞensoy, Ahmet
dc.contributor.authorAkdeniz, L.
dc.date.accessioned2023-02-17T10:28:07Z
dc.date.available2023-02-17T10:28:07Z
dc.date.issued2022-10-10
dc.departmentDepartment of Managementen_US
dc.description.abstractWe investigate the impact of retail vs institutional investor attention on returns, idiosyncratic risk and liquidity of the cryptocurrency market. Accordingly, retail (institutional) investor attention has a negative (positive) effect on cryptocurrency returns. Moreover, retail (institutional) investor attention aggravates (constrains) the idiosyncratic risk whereas both type of attention boost liquidity of the cryptocurrency market. However, only retail investor attention exacerbates idiosyncratic volatility in unstable market conditions whereas it has a constructive effect on liquidity in low global economic policy uncertainty. Furthermore, institutional investor attention has a constructive impact on both idiosyncratic risk and liquidity within relatively stable and rising external market environment.en_US
dc.embargo.release2024-10-10
dc.identifier.doi10.1016/j.intfin.2022.101674en_US
dc.identifier.eissn1873-0612
dc.identifier.issn1042-4431
dc.identifier.urihttp://hdl.handle.net/11693/111497
dc.language.isoEnglishen_US
dc.publisherElsevier BVen_US
dc.relation.isversionofhttps://doi.org/10.1016/j.intfin.2022.101674en_US
dc.source.titleJournal of International Financial Markets, Institutions and Moneyen_US
dc.subjectCryptocurrenciesen_US
dc.subjectRetail investor attentionen_US
dc.subjectInstitutional investor attentionen_US
dc.subjectIdiosyncratic risken_US
dc.subjectLiquidityen_US
dc.titleRetail vs institutional investor attention in the cryptocurrency marketen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
Retail_vs_institutional_investor_attention_in_the_cryptocurrency_market.pdf
Size:
1.63 MB
Format:
Adobe Portable Document Format
Description:
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.69 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Scholarly Publications - Management