Anàlisis de l’atenció en línia dels inversors i els rendiments de les criptomonedes; un enfocament quantílic

Sumoy Reverter, Ariadna

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TITLE:

Anàlisis de l’atenció en línia dels inversors i els rendiments de les criptomonedes; un enfocament quantílic - TFG:7479

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https://hdl.handle.net/20.500.11797/TFG7479

Student:	Sumoy Reverter, Ariadna
Language:	cat
Title in original language:	Anàlisis de l’atenció en línia dels inversors i els rendiments de les criptomonedes; un enfocament quantílic
Title in different languages:	Analysis of online attention of investors and cryptocurrency returns; a quantile approach
Keywords:	Wikipedia, cryptocurrencies, quantile regression
Subject:	Criptomoneda
Abstract:	This work investigates the relationship between the number of daily searches on Wikipedia on keywords related to the Covid-19 pandemic and the war between Ukraine and Russia, and the returns of three selected cryptocurrencies; Bitcoin, Ethereum and Tether. To accomplish this, data is collected for the construction of self-created attention indices and correlated with daily cryptocurrency returns using quantile regression. This methodology makes it possible to analyze how this relationship varies along the different quantiles of the yield distribution. The results show that online interest, especially during the coronavirus, has a significant impact on the returns of Bitcoin and Ethereum in the most extreme quantiles. However, war conflict does not appear to have such a pronounced effect on returns, possibly due to its more localized nature. This work provides a deeper understanding of how online interest can influence cryptocurrency returns, offering valuable insights for investors and academics interested in this ever-evolving field.
Project director:	Fernández Bariviera, Aurelio
Department:	Gestió d'Empreses
Education area(s):	Administració i Direcció d'Empreses
Entity:	Universitat Rovira i Virgili (URV)
Creation date in repository:	2024-07-29
Work's public defense date:	2024-06-17
Academic year:	2023-2024
Confidenciality:	No
Subject areas:	Economic and business sciences
Access rights:	info:eu-repo/semantics/openAccess

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Type:	info:eu-repo/semantics/bachelorThesis
Títol:	Anàlisis de l’atenció en línia dels inversors i els rendiments de les criptomonedes; un enfocament quantílic
Contributor:	Fernández Bariviera, Aurelio
Subject:	Economía y empresa Economic and business sciences Economia i empresa Criptomoneda
Date:	2024-06-17
Language:	cat
Format:	Universitat Rovira i Virgili (URV)
Creator:	Sumoy Reverter, Ariadna
Rights:	info:eu-repo/semantics/openAccess

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