Google Trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis

被引：9

作者：

Raza, Syed Ali ^{[1
]}

Yarovaya, Larisa ^{[2
]}

Guesmi, Khaled ^{[3
]}

Shah, Nida ^{[1
]}

机构：

[1] IQRA Univ, Dept Management Sci, Karachi, Pakistan

[2] Univ Southampton, Southampton, Hants, England

[3] Paris Sch Business, CRECC, Paris, France

来源：

INTERNATIONAL JOURNAL OF EMERGING MARKETS | 2023年 / 18卷 / 12期

关键词：

Google Trends; Cryptocurrencies; Bitcoin; NEM; Ripple; Dash; Ethereum; Litecoin; Nonparametric causality-in-quantiles test; BITCOIN; CONSUMPTION; PARAMETER; ATTENTION; SEARCHES; RETURNS; TESTS;

D O I：

10.1108/IJOEM-10-2021-1522

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Purpose This article aims to uncover the impact of Google Trends on cryptocurrency markets beyond Bitcoin during the time of increased attention to altcoins, especially during the COVID-19 pandemic. Design/methodology/approach This paper analyses the nexus among the Google Trends and six cryptocurrencies, namely Bitcoin, New Economy Movement (NEM), Dash, Ethereum, Ripple and Litecoin by utilizing the causality-in-quantiles technique on data comprised of the years January 2016-March 2021. Findings The findings show that Google Trends cause the Litecoin, Bitcoin, Ripple, Ethereum and NEM prices at majority of the quantiles except for Dash. Originality/value The findings will help investors to develop more in-depth understanding of impact of Google Trends on cryptocurrency prices and build successful trading strategies in a more matured digital assets ecosystem.

引用

页码：5972 / 5989

页数：18

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