Thomas Dimpfl : Citation Profile

Are you Thomas Dimpfl?

Eberhard-Karls-Universität Tübingen

8

H index

7

i10 index

266

Citations

RESEARCH PRODUCTION:

23

Articles

11

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 33
   Journals where Thomas Dimpfl has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 13 (4.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi551
   Updated: 2020-07-04    RAS profile: 2020-05-11    
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Relations with other researchers

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:

Shen, Dehua (6)

Pierdzioch, Christian (5)

GUPTA, RANGAN (5)

Salisu, Afees (5)

Bouri, Elie (5)

Panagiotidis, Theodore (4)

Fassas, Athanasios (4)

Baruník, Jozef (4)

lucey, brian (4)

Panagiotidis, Theodore (4)

Akanni, Lateef (3)

Cites to:

Diebold, Francis (16)

Bollerslev, Tim (15)

Campbell, John (13)

Jagannathan, Ravi (12)

Irwin, Scott (11)

Foucault, Thierry (11)

Andersen, Torben (11)

Engle, Robert (10)

Jung, Robert (9)

Shleifer, Andrei (8)

thesmar, david (8)

Main data

Where Thomas Dimpfl has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
International Review of Financial Analysis2
Energy Economics2

Working Papers Series with more than one paper published# docs
University of Tübingen Working Papers in Business and Economics / University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Thomas Dimpfl (2020 and 2019)

YearTitle of citing document
2020Does 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.

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2019The Anatomy of a Cryptocurrency Pump-and-Dump Scheme. (2019). Livshits, Benjamin ; Xu, Jiahua. In: Papers. RePEc:arx:papers:1811.10109.

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2019A 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.

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2019BitMEX Funding Correlation with Bitcoin Exchange Rate. (2019). Ammanamanchi, Pawan Sasanka ; Nimmagadda, Sai Srikar. In: Papers. RePEc:arx:papers:1912.03270.

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2020Where 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.

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2020Cryptocurrency 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.

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2019How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis. (2019). Treuter, Tilo ; Koziol, Christian. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:718-743.

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2019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks. (2019). Darn, Olivier ; Charles, Amlie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00117.

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2019Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market. (2019). Gupta, Saumya ; Malhotra, Nidhi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-26.

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2020Limited 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.

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2019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019Impact of CEO media appearance on corporate performance in social media. (2019). Yu, Guang ; Yan, Xiangbin ; Bai, Lijuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304133.

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2020Do 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.

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2020The 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.

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2020Asymmetric 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.

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2020Improving 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.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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2019Global connectedness of MSCI energy equity indices: A system-wide network approach. (2019). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302580.

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2019Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests. (2019). Li, Sufang ; Yuan, DI ; Zhang, HU. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302750.

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2019How to effectively stabilize Chinas commodity price fluctuations?. (2019). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303391.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2020Dynamic 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.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2019Portfolio diversification with virtual currency: Evidence from bitcoin. (2019). Saadi, Samir ; Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:431-437.

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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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2019Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:208-220.

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2019Cryptocurrency-portfolios in a mean-variance framework. (2019). Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:259-264.

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2019What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265.

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2019The impact of the Bitcoin bubble of 2017 on Bitcoins P2P market. (2019). Johnson, Jackie ; HOLUB, MARK . In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:357-362.

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2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. (2019). lucey, brian ; Corbet, Shaen ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:68-74.

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2019Bitcoin returns and risk: A general GARCH and GAS analysis. (2019). Troster, Victor ; Tiwari, Aviral ; Shahbaz, Muhammad ; Macedo, Demian Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:187-193.

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2019Volatility co-movement between Bitcoin and Ether. (2019). Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:221-227.

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2019Detecting overreaction in the Bitcoin market: A quantile autoregression approach. (2019). Mascia, Danilo V ; Chevapatrakul, Thanaset. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:371-377.

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2019Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393.

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2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749.

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2020On 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.

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2020The 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.

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2020Is 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.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2019High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52.

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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212.

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2019Adaptive learning forecasting, with applications in forecasting agricultural prices. (2019). Guerard, John B ; Thomakos, Dimitrios D ; Kyriazi, Foteini. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1356-1369.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2019The volatility of mutual fund performance. (2019). Zhou, Lei ; Yao, Ping ; Livingston, Miles. In: Journal of Economics and Business. RePEc:eee:jebusi:v:104:y:2019:i:c:2.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2019Production and dissemination of corporate information in social media: A review. (2019). Luo, Yan ; Li, Yutao ; Lei, Lijun. In: Journal of Accounting Literature. RePEc:eee:joacli:v:42:y:2019:i:c:p:29-43.

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2019Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India. (2019). Biswal, Pratap Chandra ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:501-507.

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2020Google trends and the predictability of precious metals. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408.

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2019The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

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2019Investors’ financial attention frequency and trading activity. (2019). Lu, Jing ; Cai, Wenwu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301684.

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2019Information flow between Ibovespa and constituent companies. (2019). Jale, Jader S ; Stoi, Borko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:233-239.

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2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach. (2019). Kliber, Agata ; Świerczyńska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257.

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2019The correlation structure in the international stock markets during global financial crisis. (2019). Mei, Dong-Cheng ; Gao, Hai-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002.

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2019Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159.

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2019Co-movements between Bitcoin and Gold: A wavelet coherence analysis. (2019). Hernandez, Jose Arreola ; McIver, Ron P ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304637.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Takaishi, Tetsuya ; Bouri, Elie ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2019Intra-day dynamics of exchange rates: New evidence from quantile regression. (2019). Kuck, Konstantin ; Maderitsch, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:247-257.

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2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279.

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2019The impact of tail risk on stock market returns: The role of market sentiment. (2019). Chevapatrakul, Thanaset ; Yao, Kai ; Xu, Zhongxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:289-301.

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2019Black swan events in Chinas stock markets: Intraday price behaviors on days of volatility. (2019). Lin, Wen-Yuan ; Tsai, I-Chun ; I-Chun Tsai, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:395-411.

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2019Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index. (2019). Gebka, Bartosz ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:1-25.

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2019The day-of-the-week effect on Bitcoin return and volatility. (2019). Tanizaki, Hisashi ; Ma, Donglian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:127-136.

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2019News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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2019Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:416-429.

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2020Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2019Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874.

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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

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2019Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2020Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757.

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2020GARCH Generated Volatility Indices of Bitcoin and CRIX. (2020). Mare, Eben ; Venter, Pierre J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:121-:d:370116.

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2019Do Higher Asymmetry Threshold Effects Exist on the Gold Return Volatility during Highly Fluctuating Periods?. (2019). Goo, Yeong-Jia ; Liao, Yu-Hui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4829-:d:264005.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2019Dynamic Cross-Correlations between Participants’ Attentions to P2P Lending and Offline Loan in the Private Lending Market. (2019). Zhang, Wei ; Zhao, Yingxiu ; Kong, Xiangyu. In: Complexity. RePEc:hin:complx:1635793.

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2020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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2019Volatility in the Cryptocurrency Market. (2019). Serletis, Apostolos ; Liu, Jinan. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09547-5.

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2019Brand verbs: brand synonymity and brand leadership. (2019). Jayasimha, K R ; Kumar, Siva M. In: Journal of Brand Management. RePEc:pal:jobman:v:26:y:2019:i:2:d:10.1057_s41262-018-0115-3.

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2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

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2019The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin. (2019). Astuti, Riska ; Nadia, Fazira ; Dwi, Astuti Riska. In: MPRA Paper. RePEc:pra:mprapa:93052.

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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: MPRA Paper. RePEc:pra:mprapa:95992.

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2019Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201965.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372.

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2019Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z.

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2019Editorial on the Special Issue on Cryptocurrencies. (2019). Barletta, Andrea ; Osterrieder, Jorg. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00015-w.

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2020Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

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2019Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests. (2019). Oxley, Les ; Lang, Chunlin ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/12.

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2019Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; Hou, Yang ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/13.

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More than 100 citations found, this list is not complete...

Works by Thomas Dimpfl:

YearTitleTypeCited
2020The What, When and Where of Limit Order Books In: Papers.
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2016Can Internet Search Queries Help to Predict Stock Market Volatility? In: European Financial Management.
[Full Text][Citation analysis]		article65
2011Can internet search queries help to predict stock market volatility?.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 65		paper
2011Can Internet search queries help to predict stock market volatility?.(2011) In: University of Tübingen Working Papers in Business and Economics.
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This paper has another version. Agregated cites: 65		paper
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries In: German Economic Review.
[Full Text][Citation analysis]		article1
2013Using transfer entropy to measure information flows between financial markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article11
2012Using transfer entropy to measure information flows between financial markets.(2012) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 11		paper
2016Price discovery in the markets for credit risk: a Markov switching approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2015Price 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: 0		paper
2019Think again: volatility asymmetry and volatility persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Asymmetric volatility in cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article15
2012Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article53
2012Stock 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: 53		paper
2018Analyzing volatility transmission using group transfer entropy In: Energy Economics.
[Full Text][Citation analysis]		article1
2018The asymmetric return-volatility relationship of commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article3
2014A note on cointegration of international stock market indices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2019Today 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]		article1
2018Bitcoin, gold and the US dollar – A replication and extension In: Finance Research Letters.
[Full Text][Citation analysis]		article55
2014The 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]		article17
2014The impact of the financial crisis on transatlantic information flows: An intraday analysis.(2014) In: University of Tübingen Working Papers in Business and Economics.
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This paper has another version. Agregated cites: 17		paper
2017Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article8
2016Googling gold and mining bad news In: Resources Policy.
[Full Text][Citation analysis]		article8
2019Group transfer entropy with an application to cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2011The 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]		article5
2016Labor income risk and households’ risky asset holdings In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2011Financial market spillovers around the globe In: Global Financial Markets Working Paper Series.
[Full Text][Citation analysis]		paper16
2012Financial market spillovers around the globe.(2012) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 16		article
2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach In: Computational Economics.
[Full Text][Citation analysis]		article0
2019A Quantile Regression Approach to Estimate the Variance of Financial Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2019Price discovery on Bitcoin markets In: Digital Finance.
[Full Text][Citation analysis]		article2
2012State-dependent Momentum in International Stock Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Price discovery in bitcoin spot or futures? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2014Labor 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]		paper0
2015A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0

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