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Table 1.

Five cryptocurrencies.

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Table 2.

IPS Stationarity Tests (null hypothesis: All panels are non-stationary [joint]; The panel is non-stationary [panel by panel]).

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Table 2 Expand

Fig 1.

Distribution of Weekly Returns.

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Fig 1 Expand

Table 3.

Summary Statistics and Correlations.

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Table 3 Expand

Table 4.

Regression Results.

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Table 4 Expand

Table 5.

Association between returns and indicators of technology & public interest.

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Table 5 Expand

Table 6.

Robustness tests.

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Table 6 Expand

Table 7.

Correlations between various indicators of the “buzz factor” surrounding cryptocurrencies.

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Table 7 Expand