3
H index
1
i10 index
77
Citations
Universität Augsburg | 3 H index 1 i10 index 77 Citations RESEARCH PRODUCTION: 4 Articles RESEARCH ACTIVITY: 3 years (2015 - 2018). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phe600 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Moritz Heiden. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412. Full description at Econpapers || Download paper |
2023 | Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686. Full description at Econpapers || Download paper |
2024 | Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170. Full description at Econpapers || Download paper |
2023 | The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810. Full description at Econpapers || Download paper |
2023 | Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294. Full description at Econpapers || Download paper |
2023 | The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376. Full description at Econpapers || Download paper |
2023 | Maximum-Likelihood Estimation Using the Zig-Zag Algorithm*. (2023). Ristig, Alexander ; Okhrin, Ostap ; Hautsch, Nikolaus. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1346-1375.. Full description at Econpapers || Download paper |
2023 | Nowcasting the Greek (semi?) deposit run: Hidden uncertainty about the future currency in a Google search. (2021). Anastasiou, Dimitrios ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1133-1150. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility In: German Economic Review. [Full Text][Citation analysis] | article | 6 |
2018 | Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility In: German Economic Review. [Full Text][Citation analysis] | article | 3 |
2015 | Forecasting volatility with empirical similarity and Google Trends In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 60 |
2018 | A multivariate volatility vine copula model In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
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