Hype as a Factor on the Global Market: The Case of Bitcoin

Nepp, Alexander; Karpeko, Fedor

doi:10.1080/15427560.2022.2073593

Cited by 6 publications

(5 citation statements)

References 80 publications

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“…This positive effect is more meaningful in context, as the broader cryptocurrency market was characterized by a bear market and extreme investor uncertainty during that time, emphasizing the significant impact of ChatGPT on the narrative trading of AI-assets. 6 Secondly, we reveal a spillover effect from attention generated by ChatGPT to AI-assets that have no direct relation to ChatGPT, contributing to ongoing research exploring the role of sentiment and hype in cryptocurrency markets (Nepp and Karpeko, 2022;Shahzad et al, 2022;Subramaniam and Chakraborty, 2020) as well as the literature on quality signals in price promotion and crypto market efficiency (Ante, 2023;Brunnermeier, 2005). Thirdly, a panel fixed-effects model furnishes empirical support for Google search volume data via Google Trends as a proxy for retail investor attention, serving as reliable price indicators for AI-assets only after the launch, highlighting the importance of incorporating such data into market analyses for effective decision-making.…”

Section: Introductionmentioning

confidence: 79%

The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis

Saggu

Ante²

2023

Finance Research Letters

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Section: Introductionmentioning

confidence: 79%

The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis

Saggu

Ante²

2023

Finance Research Letters

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“…В интернет-сообществах хайп (истерия) может быстро распространяться. Эффекты хайпа проявляются на рынках криптовалют (Nepp, Karpeko, 2022). Воздействие хайпа и истерия вокруг COVID-19 были более сильными, нежели прямое влияние пандемии на фондовые (Непп, Джураева, 2023; и товарные рынки (Непп и др., 2023).…”

Section: инвестирование пенсионных накоплений воздействие Covid-19 ка...unclassified

Regulating pension fund investments and the impact of global shocks (evidence of COVID-19)

Nepp

2024

LEJ

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The relevance of the article is due to the introduction since 01.01.2024 in the Russian Federation of a long-term savings program for citizens as a substitute for the funded part of pension frozen since 2014. The main reason for the freeze was inefficiency of the saving system, namely negative real investment returns. In the article, we consider the activities of state regulator for regulating investment activities of pension funds and its contribution to the effectiveness of long-term saving program being introduced for citizens and whether the created system will be resistant to external shocks such as COVID-19. Applying Markovitz portfolio modeling to leading international stock indices and comparing the results with the data of pension savings investment in the Russian Federation, the article provides findings concerning the need to change the principles of state regulation of pension savings investment in terms of easing geographical and instrumental restrictions. Building on the findings of Nepp et al. (2022) on short-term nature of COVID-19 impact on financial markets, we apply a differential equation in the Cauchy form, used in physical processes for the research impulse effects, to determine the impact of a short-term external shock on the example of the coronavirus pandemic on funded pension systems. It is proved that in case of a long saving period, significantly exceeding the duration of the influence of an external shock, its impact on funded pension systems can be neglected.

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“…Kara € OMer (2022) demonstrated that popularity had a significant and positive relationship with Bitcoin in the short term. The growth of Bitcoin's popularity has been predicted to exert upward pressure on the Bitcoin price (Garcia et al, 2014;Nepp & Karpeko, 2022). With cryptocurrency's growing popularity leading to higher search volume and social media activity, the implications are that there is increasing investor interest in cryptocurrencies, which drives higher prices.…”

Section: Investors' Attributesmentioning

confidence: 99%

A systematic literature review on the determinants of cryptocurrency pricing

Peng,

Prentice,

Shams

et al. 2023

CAFR

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PurposeGiven the cryptocurrency market boom in recent years, this study aims to identify the factors influencing cryptocurrency pricing and the major gaps for future research.Design/methodology/approachA systematic literature review was undertaken. Three databases, Scopus, Web of Science and EBSCOhost, were used for this review. The final analysis comprised 88 articles that met the eligibility criteria.FindingsThe influential factors were identified and categorized as supply and demand, technology, economics, market volatility, investors’ attributes and social media. This review provides a comprehensive and consolidated view of cryptocurrency pricing and maps the significant influential factors.Originality/valueThis paper is the first to systematically and comprehensively review the relevant literature on cryptocurrency to identify the factors of pricing fluctuation. This research contributes to cryptocurrency research as well as to consumer behaviors and marketing discipline in broad.

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Hype as a Factor on the Global Market: The Case of Bitcoin

Cited by 6 publications

References 80 publications

The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis

The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis

Regulating pension fund investments and the impact of global shocks (evidence of COVID-19)

A systematic literature review on the determinants of cryptocurrency pricing

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