Citation profile for Marco Patacca

Marco Patacca : Citation Profile

Università degli Studi di Roma "Tor Vergata"

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 9
   Journals where Marco Patacca has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 4 (7.55 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1523
   Updated: 2024-04-18    RAS profile: 2023-03-16
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Relations with other researchers

Works with:

Figà-Talamanca, Gianna (6)

Gnoatto, Alessandro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Patacca.

Is cited by:

Figà-Talamanca, Gianna (8)

Reule, Raphael (4)

Suardi, Sandy (3)

Ahmed, Walid (2)

Milne, Alistair (2)

Härdle, Wolfgang (2)

Gonçalves, Tiago (2)

Vinogradov, Dmitri (1)

Molnár, Peter (1)

Raza, Syed (1)

Plíhal, Tomáš (1)

Cites to:

Figà-Talamanca, Gianna (14)

Kancs, d'Artis (6)

Blau, Benjamin (6)

Ciaian, Pavel (6)

Rajcaniova, Miroslava (6)

Roubaud, David (5)

Fry, John (5)

Bouri, Elie (5)

Ciaian, Pavel (4)

lucey, brian (4)

Monfort, Alain (4)

Main data

Where Marco Patacca has published?

Journals with more than one article published	# docs
Decisions in Economics and Finance	3

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	3

Recent works citing Marco Patacca (2024 and 2023)

Year	Title of citing document
2023	A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers \|\| Download paper
2023	Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers \|\| Download paper
2023	Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116. Full description at Econpapers \|\| Download paper
2023	Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers \|\| Download paper
2023	Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers \|\| Download paper
2023	An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254. Full description at Econpapers \|\| Download paper
2023	Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers \|\| Download paper
2023	Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation. (2023). Thomas, Ann Susan ; Nair, Ajithakumari Vijayappan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00519-z. Full description at Econpapers \|\| Download paper

Works by Marco Patacca:

Year	Title	Type	Cited
2017	A sentiment-based model for the BitCoin: theory, estimation and option pricing In: Papers. [Full Text][Citation analysis]	paper	5
2022	A change of measure formula for recursive conditional expectations In: Papers. [Full Text][Citation analysis]	paper	0
2022	A deep solver for BSDEs with jumps In: Papers. [Full Text][Citation analysis]	paper	2
2021	Regime switches and commonalities of the cryptocurrencies asset class In: The North American Journal of Economics and Finance. [Full Text][Citation analysis]	article	5
2022	Calibrating FBSDEs Driven Models in Finance via NNs In: Risks. [Full Text][Citation analysis]	article	0
	In: . [Full Text][Citation analysis]	article	1
2019	Does market attention affect Bitcoin returns and volatility? In: Decisions in Economics and Finance. [Full Text][Citation analysis]	article	12
2020	Market attention and Bitcoin price modeling: theory, estimation and option pricing In: Decisions in Economics and Finance. [Full Text][Citation analysis]	article	5
2021	Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages In: Decisions in Economics and Finance. [Full Text][Citation analysis]	article	4
2019	Model-based arbitrage in multi-exchange models for Bitcoin price dynamics In: Digital Finance. [Full Text][Citation analysis]	article	8
2020	Disentangling the relationship between Bitcoin and market attention measures In: Economia e Politica Industriale: Journal of Industrial and Business Economics. [Full Text][Citation analysis]	article	7