6
H index
3
i10 index
109
Citations
Peter N. Posch : Citation Profile
Technische Universität Dortmund | RESEARCH PRODUCTION: 23 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2005 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter N. Posch. | Is cited by:
| Cites to:
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Main data
Where Peter N. Posch has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 3 |
| Sustainability | 2 |
| Economics Letters | 2 |
Recent works citing Peter N. Posch (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Deep State-Space Model for Predicting Cryptocurrency Price. (2023). Majumdar, Angshul ; Sharma, Shalini ; Elvira, Victor ; Chouzenoux, Emilie. In: Papers. RePEc:arx:papers:2311.14731. Full description at Econpapers || Download paper |
| 2023 | Factors Influencing Sustainability Reporting Practices among Listed Companies in Oman. (2023). Affendi, Mohd Asrul ; Bhat, Sujatha Ravinarayana. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-7. Full description at Econpapers || Download paper |
| 2023 | Control dynamics in rogue trading: Sovereignty and exception-to-the-rule attitudes in the contemporary financial sphere. (2023). Gerard, Benoit ; Ouriemmi, Oussama. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:91:y:2023:i:c:s1045235421001337. Full description at Econpapers || Download paper |
| 2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper |
| 2023 | The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133. Full description at Econpapers || Download paper |
| 2023 | The value of (private) investor relations during the COVID-19 crisis. (2023). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000504. Full description at Econpapers || Download paper |
| 2023 | Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods. (2023). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee ; Karimi, Parinaz. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005986. Full description at Econpapers || Download paper |
| 2023 | Futures 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. Full description at Econpapers || Download paper |
| 2023 | The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2. Full description at Econpapers || Download paper |
| 2023 | COVID-19 pandemic and capital markets: the role of government responses. (2023). Pott, Christiane ; Maniora, Janine ; Beer, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01103-x. Full description at Econpapers || Download paper |
| 2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
| 2023 | Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237. Full description at Econpapers || Download paper |
Works by Peter N. Posch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Predatory Short Sales and Bailouts In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Predatory Short Sales and Bailouts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Price delay and market frictions in cryptocurrency markets In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2020 | Volatility forecasting accuracy for Bitcoin In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2018 | Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013 In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Consumption volatility ambiguity and risk premium’s time-variation In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Does the introduction of futures improve the efficiency of Bitcoin? In: Finance Research Letters. [Full Text][Citation analysis] | article | 38 |
| 2016 | Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2013 | Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2011 | Time to change. Rating changes and policy implications In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
| 2016 | Commodities common factor: An empirical assessment of the markets drivers In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 6 |
| 2013 | Sovereign asset values and implications for the credit market In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Sovereign asset values and implications for the credit market.(2013) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Sovereign Asset Values and Implications for the Credit Market.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Managing and trading sovereign risk using credit derivatives and government markets In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 2 |
| 2014 | Value-based assessment of sovereign risk In: Qualitative Research in Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | Mandatory Sustainability Reporting in Germany: Does Size Matter? In: Sustainability. [Full Text][Citation analysis] | article | 7 |
| 2020 | What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation In: Sustainability. [Full Text][Citation analysis] | article | 14 |
| 2007 | How do Rating Agencies Score in Predicting Firm Performance In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Wrong-way-risk in tails In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2017 | Bail-in and asset encumbrance - Implications for banks’ asset liability management In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 0 |
| 2019 | Detecting structural changes in large portfolios In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | The impact of commodity finance on resource availability In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | The bonus pool, mark to market and free cash flow: producer surplus and its vesting in the financial markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Do illiquid stocks jump more frequently? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Bayesian Methods for Improving Credit Scoring Models In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The financial economics of sovereign asset value: functional perspectives and market outcomes In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team