Kapor, AdamHogan, Jack2025-07-292025-07-292025-04-10https://theses-dissertations.princeton.edu/handle/88435/dsp01sf2688528Analysis of sentiment spillover from cryptocurrency market to ETFs of US stock market using E-GARCH volatility modeling and VAR coupled with Granger-causality tests.en-USAnalysis of Sentiment Spillover from the Cryptocurrency Market to the United States Stock Market Between 2014 and 2024Princeton University Senior Theses