13
H index
13
i10 index
655
Citations
Universität Hohenheim | 13 H index 13 i10 index 655 Citations RESEARCH PRODUCTION: 28 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Dimpfl. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Studies in Nonlinear Dynamics & Econometrics | 3 |
JRFM | 2 |
Energy Economics | 2 |
International Review of Financial Analysis | 2 |
Year | Title of citing document | |
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2020 | The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230. Full description at Econpapers || Download paper | |
2020 | Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004. Full description at Econpapers || Download paper | |
2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
2021 | A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers || Download paper | |
2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
2020 | Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415. Full description at Econpapers || Download paper | |
2021 | Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures. (2021). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2101.01261. Full description at Econpapers || Download paper | |
2021 | Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187. Full description at Econpapers || Download paper | |
2022 | Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891. Full description at Econpapers || Download paper | |
2021 | On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334. Full description at Econpapers || Download paper | |
2021 | The link between Bitcoin and Google Trends attention. (2021). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; 'Oscar G. L'opez, . In: Papers. RePEc:arx:papers:2106.07104. Full description at Econpapers || Download paper | |
2021 | Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933. Full description at Econpapers || Download paper | |
2021 | Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317. Full description at Econpapers || Download paper | |
2020 | Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145. Full description at Econpapers || Download paper | |
2020 | Destabilizing role of futures markets on North American hard red spring wheat spot prices. (2020). Goetz, Cole ; Miljkovic, Dragan. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:887-897. Full description at Econpapers || Download paper | |
2021 | Can Fiat?backed Stablecoins Be Considered Cash or Cash Equivalents Under International Financial Reporting Standards Rules?. (2021). Gyonyorova, Lucie ; Hampl, Filip. In: Australian Accounting Review. RePEc:bla:ausact:v:31:y:2021:i:3:p:233-255. Full description at Econpapers || Download paper | |
2020 | One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132. Full description at Econpapers || Download paper | |
2021 | Modelling Asymmetry and Leverage in Cryptocurrencies and Emerging Financial Markets. (2021). ALAGIDEDE, IMHOTEP ; Omaneadjepong, Maurice. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:2:p:152-166. Full description at Econpapers || Download paper | |
2020 | Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777. Full description at Econpapers || Download paper | |
2021 | Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns. (2021). Koutmos, Gregory ; Knif, Johan ; Hogholm, Kenneth ; Pynnonen, Seppo. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:179-198. Full description at Econpapers || Download paper | |
2021 | WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407. Full description at Econpapers || Download paper | |
2021 | Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017. Full description at Econpapers || Download paper | |
2021 | The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97. Full description at Econpapers || Download paper | |
2021 | Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660. Full description at Econpapers || Download paper | |
2021 | Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030. Full description at Econpapers || Download paper | |
2021 | The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4. Full description at Econpapers || Download paper | |
2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828. Full description at Econpapers || Download paper | |
2021 | Examining stock markets and societal mood using Internet memes. (2021). Jeong, Yong Jin ; Jung, Sanghoon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001192. Full description at Econpapers || Download paper | |
2021 | After the Splits: Information Flow between Bitcoin and Bitcoin Family. (2021). Cho, Ye Rim ; Yi, Eojin ; Ahn, Kwangwon ; Sohn, Sungbin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308560. Full description at Econpapers || Download paper | |
2021 | Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2021 | Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327. Full description at Econpapers || Download paper | |
2020 | Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108. Full description at Econpapers || Download paper | |
2020 | Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258. Full description at Econpapers || Download paper | |
2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
2021 | Nonlinearity matters: The stock price – trading volume relation revisited. (2021). Schmidt, Alexander ; Behrendt, Simon. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:371-385. Full description at Econpapers || Download paper | |
2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper | |
2020 | The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535. Full description at Econpapers || Download paper | |
2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006. Full description at Econpapers || Download paper | |
2020 | Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620. Full description at Econpapers || Download paper | |
2020 | When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066. Full description at Econpapers || Download paper | |
2020 | Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510. Full description at Econpapers || Download paper | |
2020 | “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716. Full description at Econpapers || Download paper | |
2021 | Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x. Full description at Econpapers || Download paper | |
2021 | Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?. (2021). Ishida, Ryo ; Hattori, Takahiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302096. Full description at Econpapers || Download paper | |
2021 | Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | |
2021 | Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796. Full description at Econpapers || Download paper | |
2021 | Identifying states of global financial market based on information flow network motifs. (2021). Yue, Peng ; Wei, NA ; Yong, Yang ; Xie, Wen-Jie ; Zhou, Wei-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100084x. Full description at Econpapers || Download paper | |
2021 | What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199. Full description at Econpapers || Download paper | |
2021 | Retaliation in Bitcoin networks. (2021). Hansen, Henri ; Kanniainen, Juho ; Lepomaki, Laura. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521000999. Full description at Econpapers || Download paper | |
2021 | Price discovery in US money market benchmarks: LIBOR vs. SOFR. (2021). Fassas, Athanasios P. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001592. Full description at Econpapers || Download paper | |
2021 | Tail dependence between bitcoin and green financial assets. (2021). Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003451. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694. Full description at Econpapers || Download paper | |
2021 | Unintended investor sentiment on bank financial products: Evidence from China. (2021). Wang, Shengnan ; Jin, Chenglu ; Wu, Ling ; Chen, Rongda. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s1566014120303435. Full description at Econpapers || Download paper | |
2020 | Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132. Full description at Econpapers || Download paper | |
2021 | Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120. Full description at Econpapers || Download paper | |
2021 | Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391. Full description at Econpapers || Download paper | |
2021 | The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802. Full description at Econpapers || Download paper | |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576. Full description at Econpapers || Download paper | |
2022 | The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009. Full description at Econpapers || Download paper | |
2020 | Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827. Full description at Econpapers || Download paper | |
2020 | Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092. Full description at Econpapers || Download paper | |
2020 | Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis. (2020). Vellucci, Pierluigi ; Quaresima, Greta ; Mastroeni, Loretta ; Benedetto, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301559. Full description at Econpapers || Download paper | |
2021 | Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230. Full description at Econpapers || Download paper | |
2021 | A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321. Full description at Econpapers || Download paper | |
2021 | Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852. Full description at Econpapers || Download paper | |
2021 | Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis. (2021). Xu, Chao ; Zhao, Xiaojun ; Sun, Jie. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001444. Full description at Econpapers || Download paper | |
2021 | Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches. (2021). Prange, Philipp. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001870. Full description at Econpapers || Download paper | |
2020 | Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867. Full description at Econpapers || Download paper | |
2022 | Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272. Full description at Econpapers || Download paper | |
2022 | Energy markets – Who are the influencers?. (2022). Ferreira, Paulo ; Quintino, Derick ; Bouri, Elie ; Dionisio, Andreia ; Almeida, Dora. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221022106. Full description at Econpapers || Download paper | |
2020 | Financialization and de-financialization of commodity futures: A quantile regression approach. (2020). Todorova, Neda ; Fan, John Hua ; Bianchi, Robert J. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301164. Full description at Econpapers || Download paper | |
2020 | Price discovery and microstructure in ether spot and derivative markets. (2020). Choi, Jaehyuk ; Alexander, Carol ; Sohn, Sungbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301502. Full description at Econpapers || Download paper | |
2020 | Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897. Full description at Econpapers || Download paper | |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155. Full description at Econpapers || Download paper | |
2020 | An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076. Full description at Econpapers || Download paper | |
2020 | What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131. Full description at Econpapers || Download paper | |
2020 | Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Meng, Yongqiang ; Xiong, Xiong ; Shen, Dehua ; Joseph, Nathan Lael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209. Full description at Econpapers || Download paper | |
2021 | Stock returns, quantile autocorrelation, and volatility forecasting. (2021). Cai, Yuzhi ; Upreti, Vineet ; Zhao, Yixiu. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302428. Full description at Econpapers || Download paper | |
2021 | Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market. (2021). Shahzad, Farrukh ; Wan, Guangcai ; Fareed, Zeeshan ; Iqbal, Najaf. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302568. Full description at Econpapers || Download paper | |
2021 | Investor attention and global market returns during the COVID-19 crisis. (2021). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302593. Full description at Econpapers || Download paper | |
2021 | Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703. Full description at Econpapers || Download paper | |
2021 | How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Wang, Shouyang ; Zhang, Dingxuan ; Li, Xuerong ; Yue, Yao . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976. Full description at Econpapers || Download paper | |
2021 | Herding and market volatility. (2021). Liu, Xiaoquan ; Fei, Tianlun. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100209x. Full description at Econpapers || Download paper | |
2021 | Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors. (2021). Tucker, Allan ; Ali, Faek Menla ; Al-Nasseri, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002362. Full description at Econpapers || Download paper | |
2022 | Investor attention in cryptocurrency markets. (2022). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x. Full description at Econpapers || Download paper | |
2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
2020 | On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105. Full description at Econpapers || Download paper | |
2020 | The impact of Baidu Index sentiment on the volatility of Chinas stock markets. (2020). Gözgör, Giray ; Lu, Zhou ; Lau, Chi-Keung Marco ; Fang, Jianchun. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305609. Full description at Econpapers || Download paper | |
2020 | Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Wu, XI ; Yuan, Ying ; Zhang, Tonghui . In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803. Full description at Econpapers || Download paper | |
2020 | Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x. Full description at Econpapers || Download paper | |
2020 | Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741. Full description at Econpapers || Download paper | |
2020 | Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies: Herding and the transfer currency. (2020). Stockl, Sebastian ; Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636. Full description at Econpapers || Download paper | |
2020 | The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381. Full description at Econpapers || Download paper | |
2020 | Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?. (2020). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301904. Full description at Econpapers || Download paper | |
2020 | Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization. (2020). Caldeira, Joo Frois ; Henrique, Fernando ; Turattia, Douglas Eduardo. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306415. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2021 | From orders to prices: A stochastic description of the limit order book to forecast intraday returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Can Internet Search Queries Help to Predict Stock Market Volatility? In: European Financial Management. [Full Text][Citation analysis] | article | 132 |
2011 | Can internet search queries help to predict stock market volatility?.(2011) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
2011 | Can Internet search queries help to predict stock market volatility?.(2011) In: University of Tübingen Working Papers in Business and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
2019 | Investor Pessimism and the German Stock Market: Exploring Google Search Queries In: German Economic Review. [Full Text][Citation analysis] | article | 8 |
2019 | Investor Pessimism and the German Stock Market: Exploring Google Search Queries.(2019) In: German Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2013 | Using transfer entropy to measure information flows between financial markets In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 26 |
2012 | Using transfer entropy to measure information flows between financial markets.(2012) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2016 | Price discovery in the markets for credit risk: a Markov switching approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2015 | Price discovery in the markets for credit risk: A Markov switching approach.(2015) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Think again: volatility asymmetry and volatility persistence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Asymmetric volatility in cryptocurrencies In: Economics Letters. [Full Text][Citation analysis] | article | 60 |
2012 | Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 79 |
2012 | Stock return autocorrelations revisited: A quantile regression approach.(2012) In: University of Tübingen Working Papers in Business and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2018 | Analyzing volatility transmission using group transfer entropy In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
2018 | The asymmetric return-volatility relationship of commodity prices In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
2014 | A note on cointegration of international stock market indices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2019 | Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2018 | Bitcoin, gold and the US dollar – A replication and extension In: Finance Research Letters. [Full Text][Citation analysis] | article | 126 |
2021 | Nothing but noise? Price discovery across cryptocurrency exchanges In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2014 | The impact of the financial crisis on transatlantic information flows: An intraday analysis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 23 |
2014 | The impact of the financial crisis on transatlantic information flows: An intraday analysis.(2014) In: University of Tübingen Working Papers in Business and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2017 | Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 25 |
2016 | Googling gold and mining bad news In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
2019 | Group transfer entropy with an application to cryptocurrencies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2011 | The impact of US news on the German stock market—An event study analysis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
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2020 | Bitcoin Price Risk—A Durations Perspective In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | Price Discovery and Learning during the German 5G Auction In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2011 | Financial market spillovers around the globe In: Global Financial Markets Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
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2019 | How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2019 | A Quantile Regression Approach to Estimate the Variance of Financial Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Price discovery on Bitcoin markets In: Digital Finance. [Full Text][Citation analysis] | article | 52 |
2018 | Price Discovery on Bitcoin Markets.(2018) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2021 | The volatility of Bitcoin and its role as a medium of exchange and a store of value In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2012 | State-dependent Momentum in International Stock Markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Price discovery in bitcoin spot or futures? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 32 |
2014 | Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis In: University of Tübingen Working Papers in Business and Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
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