Investigating the cryptocurrency market and the investor sentiment in the Tehran Stock Exchange
Publish Year: 1404
نوع سند: مقاله ژورنالی
زبان: English
View: 33
This Paper With 12 Page And PDF Format Ready To Download
- Certificate
- من نویسنده این مقاله هستم
استخراج به نرم افزارهای پژوهشی:
شناسه ملی سند علمی:
JR_IJNAA-16-3_027
تاریخ نمایه سازی: 7 شهریور 1403
Abstract:
This research aims to investigate the cryptocurrency market and investor sentiment in the Tehran Stock Exchange. In this regard, four hypotheses were formulated. To test these hypotheses using the systematic removal sampling method, a sample consisting of ۱۰۵ companies admitted to the Tehran Stock Exchange from ۲۰۱۷ to ۲۰۲۱ was selected. Multivariate regression models for panel data and quantitative regression models were used to analyze the data and test the hypotheses. The results of the research show that there is a significant relationship between the stock return and volatility of cryptocurrencies and investor sentiment in the Tehran Stock Exchange. In addition, the COVID-۱۹ pandemic has had an impact on the relationship between stock return and volatility of cryptocurrencies and investor sentiment in the Tehran Stock Exchange.
Keywords:
Authors
Marjan Rizi
Department of Financial Engineering, University of Tehran, Kish International Campus, Iran
Reza Eyvazloo
Faculty of Management and Insurance, University of Tehran, Tehran, Iran
مراجع و منابع این Paper:
لیست زیر مراجع و منابع استفاده شده در این Paper را نمایش می دهد. این مراجع به صورت کاملا ماشینی و بر اساس هوش مصنوعی استخراج شده اند و لذا ممکن است دارای اشکالاتی باشند که به مرور زمان دقت استخراج این محتوا افزایش می یابد. مراجعی که مقالات مربوط به آنها در سیویلیکا نمایه شده و پیدا شده اند، به خود Paper لینک شده اند :
