The Role of News Sentiment on Bitcoin's Realised Volatility

This study examines the relationship between the realized volatility (RV) of Bitcoin and news sentiment. Using intraday closing price data from August 8, 2017, to July 7, 2023, we analyse how news sentiment influences Bitcoins volatility. Regression analysis demonstrates that news sentiment positively and significantly impacts realised volatility. These findings highlight the important role of news in driving cryptocurrency price movements, offering insights for traders, investors, and policymakers, to better understand the unpredictable capital market.

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2025-06-21
DOI
https://doi.org/10.5281/zenodo.15710390
Primary Topic
Blockchain Technology Applications and Security
Type
article
Field-Weighted Citation Impact
0.00
Controls
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article

The Role of News Sentiment on Bitcoin's Realised Volatility

Zenodo (CERN European Organization for Nuclear Research)
Blockchain Technology Applications and Security
article

The Role of News Sentiment on Bitcoin's Realised Volatility

article en

Abstract

This study examines the relationship between the realized volatility (RV) of Bitcoin and news sentiment. Using intraday closing price data from August 8, 2017, to July 7, 2023, we analyse how news sentiment influences Bitcoins volatility. Regression analysis demonstrates that news sentiment positively and significantly impacts realised volatility. These findings highlight the important role of news in driving cryptocurrency price movements, offering insights for traders, investors, and policymakers, to better understand the unpredictable capital market.

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 42%
Blockchain Technology Applications and Security
DOIOpen Access PDFOpenAlex
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The Role of News Sentiment on Bitcoin's Realised Volatility · Zenodo (CERN European Organization for Nuclear Research) (2025) | TGRS Research Map | TGRS