bibtype J - Journal Article
ARLID 0420810
utime 20240103203420.2
mtime 20131218235959.9
SCOPUS 84890196073
WOS 000327785700003
DOI 10.1038/srep03415
title (primary) (eng) BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era
specification
page_count 7 s.
media_type E
serial
ARLID cav_un_epca*0386594
ISSN 2045-2322
title Scientific Reports
volume_id 3
publisher
name Nature Publishing Group
keyword BitCoin
keyword Google Trends
keyword Wikipedia
keyword time series analysis
author (primary)
ARLID cav_un_auth*0256902
full_dept (cz) Ekonometrie
full_dept (eng) Department of Econometrics
department (cz) E
department (eng) E
full_dept Department of Econometrics
name1 Krištoufek
name2 Ladislav
institution UTIA-B
garant G
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2013/E/kristoufek-0420810.pdf
cas_special
project
ARLID cav_un_auth*0284442
project_id GAP402/11/0948
agency GA ČR
country CZ
abstract (eng) Digital currencies have emerged as a new fascinating phenomenon in the financial markets. Recent events on the most popular of the digital currencies – BitCoin – have risen crucial questions about behavior of its exchange rates and they offer a field to study dynamics of the market which consists practically only of speculative traders with no fundamentalists as there is no fundamental value to the currency. In the paper, we connect two phenomena of the latest years – digital currencies, namely BitCoin, and search queries on Google Trends and Wikipedia – and study their relationship. We show that not only are the search queries and the prices connected but there also exists a pronounced asymmetry between the effect of an increased interest in the currency while being above or below its trend value.
RIV AH
reportyear 2014
num_of_auth 1
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0227927
mrcbC61 1
cooperation
ARLID cav_un_auth*0295067
name Univerzita Karlova v Praze
institution UK
country CZ
mrcbC63-f Praha 1
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mrcbU14 84890196073 SCOPUS
mrcbU34 000327785700003 WOS
mrcbU63 cav_un_epca*0386594 Scientific Reports 2045-2322 2045-2322 Roč. 3 č. 3415 2013 Nature Publishing Group