Tomáš Plíhal : Citation Profile

Are you Tomáš Plíhal?

Masarykova Univerzita

4

H index

2

i10 index

51

Citations

RESEARCH PRODUCTION:

9

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 8
   Journals where Tomáš Plíhal has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (1.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl121
   Updated: 2024-01-16    RAS profile: 2023-07-08    
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Relations with other researchers

Works with:

Lyócsa, Štefan (6)

Molnár, Peter (2)

Výrost, Tomáš (2)

Deev, Oleg (2)

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

Is cited by:

Huber, Christoph (3)

Pandey, Dharen (2)

Auer, Raphael (2)

Fiszeder, Piotr (2)

Ozkes, Ali (2)

Deev, Oleg (1)

Gurdgiev, Constantin (1)

Nguyen, Thai (1)

Vidal-Tomás, David (1)

GUPTA, RANGAN (1)

Corbet, Shaen (1)

Cites to:

Bollerslev, Tim (46)

Andersen, Torben (33)

Diebold, Francis (25)

Patton, Andrew (17)

Corsi, Fulvio (12)

Molnár, Peter (11)

Lunde, Asger (8)

bouoiyour, jamal (8)

Lyócsa, Štefan (8)

Pedersen, Lasse (8)

Selmi, Refk (8)

Main data

Where Tomáš Plíhal has published?

Journals with more than one article published# docs
Finance Research Letters3

Recent works citing Tomáš Plíhal (2024 and 2023)

YearTitle of citing document
2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Risk 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.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2023S&P volatility, VIX, and asymptotic volatility estimates. (2023). Christie-David, Rohan ; Chatrath, Arjun ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005694.

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2023Introducing the Cryptocurrency VIX: CVIX?. (2023). Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000867.

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2023Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures. (2023). Yang, Jimmy J ; Chang, Yung Ting ; Chen, Yu-Lun. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003276.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023Cryptocurrency regulation and market quality. (2023). Clancey-Shang, Danjue ; Griffith, Todd. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000124.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240.

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2023COVID-19 and its impact on tourism sectors: implications for green economic recovery. (2023). Chen, Yuan ; Yang, Qin ; Qi, Pan ; Shang, Yunfeng. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09456-7.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Exploring 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.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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Works by Tomáš Plíhal:

YearTitleTypeCited
2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article29
2021A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2021FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2019Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2022How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper4
2016Granger Causality between Stock Market and Macroeconomic Indicators: Evidence from Germany In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
[Full Text][Citation analysis]		article0
2021Scheduled macroeconomic news announcements and Forex volatility forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

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