The Crypto Attention Index
The crypto attention index is based on detrended Google searches and follows Liu and Tsyvinski (Review of Financial Studies, 2021) and Borri and Shakhnov (Review of Asset Pricing Studies, 2022). Data is weekly.
The crypto attention index is based on detrended Google searches and follows Liu and Tsyvinski (Review of Financial Studies, 2021) and Borri and Shakhnov (Review of Asset Pricing Studies, 2022). Data is weekly.