Behavioural biases in crypto markets: an empirical analysis
Durante, Matteo (A.A. 2022/2023) Behavioural biases in crypto markets: an empirical analysis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 77. [Master's Degree Thesis]
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Abstract/Index
Academic review and presentation of the events. Rational choices theory. Daniel Kahneman and Amos Tversky's groundbreaking research. Rational pricing model. Efficient market theory. When is a market efficient? Behavioural finance. Biases in cryptocurrencies market. The FTX events. The impact of a single piece news. Presentation of data and methodology. News under a behavioural focus: strength and weight framework. Presentation of the datasets. A first look at the data. Assessing market liquidity. Financial markets and keywords: a sentiment index. Creating a tailored index. Testing for herding behaviour. Results and interpretations.
References
Bibliografia: pp. 53-54.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Cybo, Ottone Alberto |
| Academic Year: | 2022/2023 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Jul 2024 09:52 |
| Last Modified: | 25 Jul 2024 15:21 |
| URI: | https://tesi.luiss.it/id/eprint/39392 |
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