BiTSI

Contributors
Publication date 18-03-2024
Description Dataset used in the paper "Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs: a Machine Learning approach" by Tommaso Di Francesco and Cars Hommes. It contains the BiTSI index, a sentiment index obtained by scraping Twitter for all posts containing the term "Bitcoin" from November 1, 2019, to December 30, 2022. Ohter data are daily Bitcoin Price and the Risk-free rate proxied by the  Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity.
Publisher Universiteit van Amsterdam
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Dataset
Related publication Sentiment-driven speculation in financial markets with heterogeneous beliefs
DOI https://doi.org/10.21942/uva.25428238.v1
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