...Mustafa Kocoglu; Xuan-Hoa Nghiem; Ehsan Nikbakht Purpose In this study, we aim to investigate the connectedness spillovers among major cryptocurrency markets. Moreover, we also explore to identify factors driving this connectedness, particularly focusing on the sentimentality of total, short-term...

...Hajam Abid Bashir; Dilip Kumar Purpose This paper aims to examine the impact of investor attention due to the COVID-19 pandemic, Twitter-based sentiment towards uncertainty and public sentiment on the performance of cryptocurrencies. Design/methodology/approach The authors employ the simple...

...Satish Kumar Purpose This study examines the turn-of-the-month (TOM) effect in Bitcoin (BIT), Ethereum (ETH) and Litecoin (LIT) cryptocurrencies from August 2015 to August 2021. Design/methodology/approach Dummy regression model is used to examine the presence of the TOM effect and to test...