Sentiment-driven price dynamics in cryptocurrency markets

Lai, Kaixin (A.A. 2024/2025) Sentiment-driven price dynamics in cryptocurrency markets. Tesi di Laurea in Blockchain and cryptocurrencies, Luiss Guido Carli, relatore Massimo Bernaschi, pp. 49. [Bachelor's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Literature review. Cryptocurrency market sentiment and attention: current research and lag effects. Developer ecosystem attention and asset characteristics. Macroeconomic environment: the moderating role of liquidity cycles. Celebrity effects: nonlinear noise and market shocks. Theoretical framework. Trigger mechanism. Transmission path. A behavioral economics perspective on the rationality of celebrity effects and social media signals. The dual-driving hypothesis inspired by the heterogeneous agent model. Methodology and data. Experimental design: feature exclusion method. Data sources. Model selection. Empirical analysis and results. Goodness-of-fit and explanatory power analysis. The relative explanatory power of technical community attention. The limited independent explanatory power of mass public interest.

References

Bibliografia: pp. 45-49.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair: Blockchain and cryptocurrencies
Thesis Supervisor: Bernaschi, Massimo
Academic Year: 2024/2025
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 08 Sep 2026 09:33
Last Modified: 08 Sep 2026 09:33
URI: https://tesi.luiss.it/id/eprint/46733

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