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[{"key": "dc.contributor.advisor", "value": "Lehkonen, Heikki", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.advisor", "value": "Heimonen, Kari", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "K\u00f6rkk\u00f6, Jenni", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2018-09-07T05:42:18Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2018-09-07T05:42:18Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2018", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/59446", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 tutkielmassa k\u00e4sitell\u00e4\u00e4n bitcoinin kurssivaihtelua selitt\u00e4vi\u00e4 tekij\u00f6it\u00e4. Erityisesti pyrit\u00e4\u00e4n selvitt\u00e4m\u00e4\u00e4n, pystyt\u00e4\u00e4nk\u00f6 sentimenttianalyysin avulla selitt\u00e4m\u00e4\u00e4n bitcoinin poikkeuksellista kurssinousua vuonna 2017. Kurssivaihtelun tutkiminen on jaettu kahteen ajanjaksoon, joista ensimm\u00e4inen on 18/08/2011 \u2013 31/12/2016 ja j\u00e4lkimm\u00e4inen 01/01/2017 \u2013 13/02/2018. K\u00e4ytettyj\u00e4 sentimenttimuuttujia on yhteens\u00e4 kuusi kappaletta, ja lis\u00e4ksi tutkimuksessa hy\u00f6dynnet\u00e4\u00e4n tuottomuuttujia sek\u00e4 yleisi\u00e4 tuottojen ennustamiseen k\u00e4ytettyj\u00e4 muuttujia. Bitcoinin kurssiin vaikuttavia tekij\u00f6it\u00e4 tutkitaan VAR-mallinnuksen (vector autoregression) avulla ja j\u00e4lkimm\u00e4isell\u00e4 ajanjaksolla hy\u00f6dynnet\u00e4\u00e4n my\u00f6s lineaarista regressioanalyysi\u00e4. Aikaisempien tutkimusten perusteella sentimentist\u00e4 on apua bitcoinin kurssivaihtelun selitt\u00e4misess\u00e4 ja ennustamisessa. Lis\u00e4ksi on havaittu, ett\u00e4 sijoittajien on mahdollista suojautua bitcoinin kurssin romahduksilta teknisen analyysin avulla. Tutkimuksen tulokset ovat p\u00e4\u00e4osin linjassa aikaisempien tutkimusten kanssa. Sentimentti-indekseill\u00e4 sek\u00e4 tuotto- ja ennustemuuttujista VIX-indeksill\u00e4, kullan p\u00e4ivitt\u00e4isell\u00e4 tuotolla ja bitcoinin kurssiin merkitt\u00e4v\u00e4sti vaikuttaneita tapahtuvia kuvaavalla Events-muuttujalla on tulosten perusteella eniten vaikutusta bitcoinin kurssiin. Tulokset ja aikaisemmat tutkimukset antavat viitteit\u00e4 siit\u00e4, ett\u00e4 bitcoinin kysynt\u00e4 on suurelta osin spekulatiivista. Lis\u00e4ksi bitcoinin kurssi on erityisesti vuoden 2016 j\u00e4lkeen liikkunut sen verran poikkeavasti, ett\u00e4 vaihtelusta ei pystyt\u00e4 edes sentimentin avulla selitt\u00e4m\u00e4\u00e4n kuin melko pieni osa.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Riitta Pitk\u00e4nen (rpitkane@jyu.fi) on 2018-09-07T05:42:18Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2018-09-07T05:42:18Z (GMT). No. of bitstreams: 0\n Previous issue date: 2018", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "81", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "bitcoin", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "sentimentti", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "kurssivaihtelu", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "kryptovaluutat", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Bitcoinin kurssivaihtelun tutkiminen sentimenttianalyysin avulla", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201809074040", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Kansantaloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "raha", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "s\u00e4hk\u00f6inen raha", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "maksuv\u00e4lineet", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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