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Keywords: Bear market
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Journal Articles
Journal:
Industrial Management & Data Systems
Industrial Management & Data Systems (2022) 122 (2): 365–395.
Published: 23 November 2021
... due to interactions with social sentiment during a bull or bear market and (2) the heterogeneous pattern of cryptocurrency market behavior under these two market conditions. Design/methodology/approach The authors advance the HMM model based on two six-month datasets (from November 2017 to April...
