RT Journal Article
T1 Impact of social metrics in decentralized finance
A1 Piñeiro Chousa, Juan Ramón
A1 Šević, Aleksandar
A1 González López, Isaac
K1 Decentralized Finance
K1 DeFi
K1 Cryptocurrencies
K1 User-generated content
K1 Investor attention
K1 Twitter
K1 Social indicators
K1 Uncertainty
AB In our study, we have evaluated the impact of tweets, social indicators, uncertainty, and attention indices on the selected variables calculated from a pool of 51 decentralised finance entities. In so doing, we have identified some evidence that returns are impacted by tweets, but not by social indicators that appear to be more relevant for volatility. We have further confirmed that the S&P500 Index negatively influences cryptocurrency returns, which means that these two asset classes are substitutes. Uncertainty and attention indices are relevant in determining returns and the alternative measurement of volatility. However, they remain insignificant for illiquidity and our initial volatility choice
PB Elsevier
SN 0148-2963
YR 2023
FD 2023
LK http://hdl.handle.net/10347/30293
UL http://hdl.handle.net/10347/30293
LA eng
NO Journal of Business Research, 158 (2023) 113673. https://doi.org/10.1016/j.jbusres.2023.113673
DS Minerva
RD 30 abr 2026