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Cryptocurrencies have become a popular and widely researched topic of interest in recent years for investors and scholars. In order to make informed investment decisions, it is essential to comprehend the factors that impact cryptocurrency…

Statistical Finance · Quantitative Finance 2023-08-21 Abdulrezzak Zekiye , Semih Utku , Fadi Amroush , Oznur Ozkasap

Social botnets have become an important phenomenon on social media. There are many ways in which social bots can disrupt or influence online discourse, such as, spam hashtags, scam twitter users, and astroturfing. In this paper we…

Computers and Society · Computer Science 2016-04-14 Norah Abokhodair , Daisy Yoo , David W. McDonald

This technical report discusses three metrics of user engagement with online media. They are Commenting frequency, Voting frequency, and Voting balance. These relative figures can be derived from established, basic statistics available for…

Human-Computer Interaction · Computer Science 2014-04-11 Lassi A Liikkanen

This study investigates the socio-demographic characteristics that individual cryptocurrency investors exhibit and the factors which go into their investment decisions in different Initial Coin Offerings. A web based revealed preference…

General Economics · Economics 2019-12-10 Dingli Xi , Timothy Ian O'Brien , Elnaz Irannezhad

The initial purpose of the study is to search whether the market exhibits herd behaviour or not by examining the crypto-asset market in the context of behavioural finance. And the second purpose of the study is to measure whether the…

General Economics · Economics 2021-04-05 Üzeyir Aydin , Büşra Ağan , Ömer Aydin

The cryptocurrency is attracting more and more attention because of the blockchain technology. Ethereum is gaining a significant popularity in blockchain community, mainly due to the fact that it is designed in a way that enables developers…

Computation and Language · Computer Science 2018-11-28 TonTon Hsien-De Huang , Po-Wei Hong , Ying-Tse Lee , Yi-Lun Wang , Chi-Leong Lok , Hung-Yu Kao

This paper is the first of a series of short articles that explore the efficiency of major cryptocurrency markets. A number of statistical tests and properties of statistical distributions will be used to assess if cryptocurrency markets…

Statistical Finance · Quantitative Finance 2020-04-01 Eugene Tartakovsky , Ksenia Plesovskikh , Anastasiia Sarmakeeva , Alexander Bibik

Most recommendation engines today are based on predicting user engagement, e.g. predicting whether a user will click on an item or not. However, there is potentially a large gap between engagement signals and a desired notion of "value"…

Social and Information Networks · Computer Science 2021-07-20 Smitha Milli , Luca Belli , Moritz Hardt

This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their…

General Finance · Quantitative Finance 2025-05-21 Sabrina Aufiero , Antonio Briola , Tesfaye Salarin , Fabio Caccioli , Silvia Bartolucci , Tomaso Aste

Collaborative Filtering (CF) is a core component of popular web-based services such as Amazon, YouTube, Netflix, and Twitter. Most applications use CF to recommend a small set of items to the user. For instance, YouTube presents to a user a…

What tweet features are associated with higher effectiveness in tweets? Through the mining of 122 million engagements of 2.5 million original tweets, we present a systematic review of tweet time, entities, composition, and user account…

Social and Information Networks · Computer Science 2017-06-26 Jian Xu , Nitesh Chawla

As CryptoPunks pioneers the innovation of non-fungible tokens (NFTs) in AI and art, the valuation mechanics of NFTs has become a trending topic. Earlier research identifies the impact of ethics and society on the price prediction of…

Computers and Society · Computer Science 2023-07-24 Luyao Zhang , Yutong Sun , Yutong Quan , Jiaxun Cao , Xin Tong

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

Researchers use information about the amount of time people spend on digital media for numerous purposes. While social media platforms commonly do not allow external access to measure the use time directly, a usual alternative method is to…

Computers and Society · Computer Science 2024-02-28 Angelica Goetzen , Ruizhe Wang , Elissa M. Redmiles , Savvas Zannettou , Oshrat Ayalon

This paper evaluates and assesses the risk associated with capital allocation in cryptocurrencies (CCs). In this regard, we take a basket of 27 CCs and the CC index EWCI$^-$ into account. After considering a series of statistical tests we…

Risk Management · Quantitative Finance 2021-05-27 Christoph J. Börner , Ingo Hoffmann , Jonas Krettek , Lars M. Kürzinger , Tim Schmitz

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem

The global public sphere has changed dramatically over the past decades: a significant part of public discourse now takes place on algorithmically driven platforms owned by a handful of private companies. Despite its growing importance,…

Social and Information Networks · Computer Science 2021-08-20 Frederik Wolf , Philipp Lorenz-Spreen , Sune Lehmann

Initial Coin Offerings (ICO) are public offers of new cryptocurrencies in exchange of existing ones, aimed to finance projects in the blockchain development arena. In the last 8 months of 2017, the total amount gathered by ICOs exceeded 4…

Computers and Society · Computer Science 2018-03-06 Gianni Fenu , Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

The goal of this paper is to explore the relationship between momentum effects and liquidity in cryptocurrency markets. Portfolios based on momentum-liquidity bivariate sorts are formed and rebalanced on a varying number of cryptocurrencies…

General Finance · Quantitative Finance 2019-04-02 Stjepan Begušić , Zvonko Kostanjčar

Central banks increasingly use social media to communicate beyond financial markets, yet evidence on public engagement effectiveness remains limited. Despite 113 central banks joining Twitter between 2008 and 2018, we lack understanding of…

General Economics · Economics 2025-06-04 Fatih Kansoy , Joel Mundy