{"id":"https://openalex.org/W4362577097","doi":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","title":"Analyzing the Interaction between Tweet Sentiments and Price Volatility of Cryptocurrencies","display_name":"Analyzing the Interaction between Tweet Sentiments and Price Volatility of Cryptocurrencies","publication_year":2023,"publication_date":"2023-04-02","ids":{"openalex":"https://openalex.org/W4362577097","doi":"https://doi.org/10.24018/ejbmr.2023.8.2.1865"},"language":"en","primary_location":{"id":"doi:10.24018/ejbmr.2023.8.2.1865","doi":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","is_oa":true,"landing_page_url":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","pdf_url":"https://ejbmr.org/index.php/ejbmr/article/download/1865/1100","source":{"id":"https://openalex.org/S4210208644","display_name":"European Journal of Business Management and Research","issn_l":"2507-1076","issn":["2507-1076"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Journal of Business and Management Research","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://ejbmr.org/index.php/ejbmr/article/download/1865/1100","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5035431368","display_name":"Peyman Alipour","orcid":"https://orcid.org/0000-0003-2963-0113","observed_orcids":["https://orcid.org/0000-0003-2963-0113"]},"institutions":[{"id":"https://openalex.org/I108468826","display_name":"Stevens Institute of Technology","ror":"https://ror.org/02z43xh36","country_code":"US","type":"education","lineage":["https://openalex.org/I108468826"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Peyman Alipour","raw_affiliation_strings":["Stevens Institute of Technology, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Stevens Institute of Technology, USA","institution_ids":["https://openalex.org/I108468826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027331670","display_name":"Sina E. Charandabi","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I72816309","display_name":"Drexel University","ror":"https://ror.org/04bdffz58","country_code":"US","type":"education","lineage":["https://openalex.org/I72816309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sina E. Charandabi","raw_affiliation_strings":["Drexel University, Philadelphia, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Drexel University, Philadelphia, USA","institution_ids":["https://openalex.org/I72816309"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.5502,"has_fulltext":true,"cited_by_count":24,"citation_normalized_percentile":{"value":0.93027064,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"8","issue":"2","first_page":"211","last_page":"215"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.6484000086784363,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.6484000086784363,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.21480000019073486,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10664","display_name":"Sentiment Analysis and Opinion Mining","score":0.04190000146627426,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency-volatility","display_name":"cryptocurrency volatility","score":0.8849999904632568},{"id":"https://openalex.org/keywords/twitter-sentiment","display_name":"Twitter sentiment","score":0.7919999957084656},{"id":"https://openalex.org/keywords/twitter","display_name":"Twitter","score":0.5709999799728394},{"id":"https://openalex.org/keywords/bitcoin","display_name":"Bitcoin","score":0.9380000233650208},{"id":"https://openalex.org/keywords/ethereum","display_name":"Ethereum","score":1.0},{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"sentiment analysis","score":0.5059999823570251},{"id":"https://openalex.org/keywords/social-media-and-financial-markets","display_name":"social media and financial markets","score":0.9139999747276306},{"id":"https://openalex.org/keywords/volatility-forecasting","display_name":"volatility forecasting","score":0.5040000081062317}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.960417628288269},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6990367770195007},{"id":"https://openalex.org/C2780586970","wikidata":"https://www.wikidata.org/wiki/Q1357284","display_name":"Popularity","level":2,"score":0.6059691309928894},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5937854647636414},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5082749724388123},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.46279051899909973},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36826568841934204},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.24265018105506897},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.24018/ejbmr.2023.8.2.1865","doi":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","is_oa":true,"landing_page_url":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","pdf_url":"https://ejbmr.org/index.php/ejbmr/article/download/1865/1100","source":{"id":"https://openalex.org/S4210208644","display_name":"European Journal of Business Management and Research","issn_l":"2507-1076","issn":["2507-1076"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Journal of Business and Management Research","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.24018/ejbmr.2023.8.2.1865","doi":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","is_oa":true,"landing_page_url":"https://doi.org/10.24018/ejbmr.2023.8.2.1865","pdf_url":"https://ejbmr.org/index.php/ejbmr/article/download/1865/1100","source":{"id":"https://openalex.org/S4210208644","display_name":"European Journal of Business Management and Research","issn_l":"2507-1076","issn":["2507-1076"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Journal of Business and Management Research","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4362577097.pdf","grobid_xml":"https://content.openalex.org/works/W4362577097.grobid-xml"},"referenced_works_count":3,"referenced_works":["https://openalex.org/W4309213284","https://openalex.org/W4381486847","https://openalex.org/W6885074375"],"related_works":["https://openalex.org/W4312686575","https://openalex.org/W7156242427","https://openalex.org/W4416286554","https://openalex.org/W4289521971","https://openalex.org/W4365806554","https://openalex.org/W4378674011","https://openalex.org/W4414458865","https://openalex.org/W7046020772","https://openalex.org/W3172746207","https://openalex.org/W2907275872"],"abstract_inverted_index":{"With":[0],"growing":[1],"interest":[2],"toward":[3],"investments":[4],"in":[5,30],"the":[6,11,14,20,63,97,100,106,114,117,122,128],"cryptocurrency":[7],"market,":[8],"prediction":[9],"of":[10,13,22,50,72,95,99,102,109,116,124],"volatility":[12,98,112],"price":[15],"increasingly":[16],"becomes":[17],"important.":[18],"Given":[19],"popularity":[21],"social":[23],"media":[24],"activity":[25,67],"to":[26,43,59,86,88,139],"reflect":[27],"market":[28],"trends":[29],"recent":[31],"years,":[32],"sentiment":[33,110,141],"analysis":[34,81],"has":[35],"been":[36],"recognized":[37],"as":[38],"a":[39,48],"great":[40],"contributing":[41],"factor":[42],"predict":[44],"financial":[45],"markets.":[46],"Using":[47],"sample":[49],"Bitcoin":[51],"and":[52,70,104,111,132],"Ethereum":[53],"trade":[54],"data,":[55],"this":[56,76],"study":[57],"intends":[58],"provide":[60],"insights":[61],"on":[62],"association":[64],"between":[65],"twitter":[66],"about":[68],"cryptocurrencies":[69,103],"fluctuations":[71],"their":[73],"price.":[74],"To":[75],"end,":[77],"we":[78],"implement":[79],"regression":[80],"alongside":[82],"Vector":[83],"Autoregression":[84],"method":[85],"examine":[87],"what":[89],"extent":[90],"sentiment-related":[91],"measures":[92],"are":[93],"capable":[94],"explaining":[96],"prices":[101],"whether":[105],"mutual":[107],"influence":[108],"improves":[113],"accuracy":[115,123],"model.":[118],"Results":[119],"indicate":[120],"that":[121],"predictions":[125],"vary":[126],"across":[127],"two":[129,134],"tested":[130],"cryptocurrencies,":[131],"also":[133],"different":[135],"lexicon":[136],"approaches":[137],"used":[138],"calculate":[140],"scores.":[142]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":7}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2023-04-06T00:00:00"}