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investigating the cryptocurrency market and the investor sentiment in the tehran stock exchange
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نویسنده
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rizi marjan ,eyvazloo reza
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منبع
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international journal of nonlinear analysis and applications - 2025 - دوره : 16 - شماره : 3 - صفحه:331 -342
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چکیده
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This research aims to investigate the cryptocurrency market and investor sentiment in the tehran stock exchange. in this regard, four hypotheses were formulated. to test these hypotheses using the systematic removal sampling method, a sample consisting of 105 companies admitted to the tehran stock exchange from 2017 to 2021 was selected. multivariate regression models for panel data and quantitative regression models were used to analyze the data and test the hypotheses. the results of the research show that there is a significant relationship between the stock return and volatility of cryptocurrencies and investor sentiment in the tehran stock exchange. in addition, the covid-19 pandemic has had an impact on the relationship between stock return and volatility of cryptocurrencies and investor sentiment in the tehran stock exchange.
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کلیدواژه
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digital currency ,investor sentiment ,covid-19 pandemic
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آدرس
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university of tehran, kish international campus, department of financial engineering, iran, university of tehran, faculty of management and insurance, iran
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پست الکترونیکی
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eivazlu@ut.ac.ir
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Authors
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