Thomas Dimpfl : Citation Profile

Universität Hohenheim

15

H index

20

i10 index

1122

Citations

RESEARCH PRODUCTION:

35

Articles

19

Papers

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 86
   Journals where Thomas Dimpfl has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 17 (1.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi551
   Updated: 2025-03-22    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Deev, Oleg (7)

Alexeev, Vitali (7)

Chernov, Mikhail (7)

Deku, Solomon (7)

Menkveld, Albert (7)

FERROUHI, EL MEHDI (7)

Caporin, Massimiliano (7)

Johannesson, Magnus (7)

Gerritsen, Dirk (7)

Gehrig, Thomas (7)

Dreber, Anna (7)

Frijns, Bart (7)

Brownlees, Christian (7)

Ferrara, Gerardo (7)

Bos, Charles (7)

Davies, Ryan (7)

Holzmeister, Felix (7)

Frömmel, Michael (7)

Füllbrunn, Sascha (7)

Eugster, Nicolas (6)

Ait-Sahalia, Yacine (6)

Colliard, Jean-Edouard (6)

Bohorquez Correa, Santiago (6)

Aloosh, Arash (6)

CAPELLE-BLANCARD, Gunther (6)

Ranaldo, Angelo (5)

Palan, Stefan (5)

Verousis, Thanos (5)

Degryse, Hans (5)

Hautsch, Nikolaus (5)

Jalkh, Naji (5)

Liew, Chee (5)

Foucault, Thierry (5)

Sarno, Lucio (5)

Talavera, Oleksandr (5)

Park, Andreas (5)

Harris, Jeffrey (5)

Lof, Matthijs (5)

Rinne, Kalle (5)

Shachar, Or (5)

Smales, Lee (5)

Korajczyk, Robert (5)

Zhang, S. Sarah (5)

Jurkatis, Simon (5)

Reitz, Stefan (5)

Pastor, Lubos (5)

Hurlin, Christophe (5)

Xiu, Dacheng (5)

Sojli, Elvira (5)

Walther, Thomas (5)

Horenstein, Alex (5)

LINTON, OLIVER (5)

Ødegaard, Bernt (5)

Vilkov, Grigory (5)

Stefanova, Denitsa (5)

Schwarz, Marco (5)

Huang, Wenqian (5)

Schuerhoff, Norman (5)

Renault, Thomas (5)

Pasquariello, Paolo (5)

Nielsson, Ulf (5)

Wolff, Christian (5)

Scaillet, Olivier (5)

Wilhelmsson, Anders (5)

Xia, Shuo (5)

Chow, Nikolai Sheung-Chi (4)

Abudy, Menachem (4)

Bjønnes, Geir (4)

Koetter, Michael (4)

Dumitrescu, Ariadna (4)

Gil-Bazo, Javier (4)

Neszveda, Gabor (4)

Güçbilmez, Ufuk (4)

Adrian, Tobias (4)

Schenk-Hoppé, Klaus (4)

Mihet, Roxana (3)

van Kervel, Vincent (3)

Taylor, Nick (3)

Roy, Saurabh (3)

Voigt, Stefan (3)

He, Xuezhong (Tony) (3)

Söderlind, Paul (2)

PASCUAL, ROBERTO (2)

Zhou, Chen (2)

Regis, Luca (2)

Rakowski, David (2)

Lopez-Lira, Alejandro (2)

Patton, Andrew (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Pelizzon, Loriana (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Prokopczuk, Marcel (2)

Tonks, Ian (2)

Heath, Davidson (2)

Roy, Saurabh (2)

Theissen, Erik (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Hasse, Jean-Baptiste (2)

Moinas, Sophie (2)

Kassner, Bernhard (2)

Vogel, Sebastian (2)

Hjalmarsson, Erik (2)

Putnins, Talis (2)

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 (17)

Lyócsa, Štefan (11)

lucey, brian (11)

Bouri, Elie (11)

Corbet, Shaen (11)

Alexander, Carol (10)

Smales, Lee (9)

GUPTA, RANGAN (9)

Sensoy, Ahmet (8)

Molnár, Peter (8)

Panagiotidis, Theodore (8)

Cites to:

Diebold, Francis (24)

Bollerslev, Tim (21)

Andersen, Torben (17)

Engle, Robert (16)

Engelberg, Joseph (12)

Campbell, John (12)

Foucault, Thierry (11)

Irwin, Scott (11)

Putnins, Talis (10)

Grammig, Joachim (10)

Shleifer, Andrei (10)

Main data

Where Thomas Dimpfl has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
JRFM2
Finance Research Letters2
Studies in Economics and Finance2
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

Recent works citing Thomas Dimpfl (2025 and 2024)

YearTitle of citing document
2024Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter. (2023). Rosenbaum, Mathieu ; Tang, Siu Hin ; Zhou, Chao. In: Papers. RePEc:arx:papers:2311.04727.

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2024Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning. (2024). Gonz, Francisco J ; Barros-Vila, Ana ; de Arriba, Francisco ; Garc, Silvia. In: Papers. RePEc:arx:papers:2404.01337.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Detection of financial opportunities in micro-blogging data with a stacked classification system. (2024). Gonz, Francisco J ; Garc, Silvia ; de Arriba, Francisco. In: Papers. RePEc:arx:papers:2404.07224.

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2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

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2024.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?. (2024). Koaik, Vojtch ; Paki, Daniel ; Kuerova, Zuzana. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553.

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2024Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures. (2024). Sahay, Arvind ; Shah, Adil Ahmad. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021856.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Investor attention and market reactions to early announcements in mergers and acquisitions. (2024). Muradoglu, Yaz ; Peng, NI ; Xia, Chunling ; Qin, Huai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005094.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867.

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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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2024Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras. (2024). Dimitriadis, Konstantinos A ; Savva, Christos S ; Koursaros, Demetris. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006252.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352.

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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2024Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223.

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2024Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks. (2024). Nie, Chun-Xiao ; Chen, Jinyan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002174.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024No reward—no effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246.

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2024On co-dependent power-law behavior across cryptocurrencies. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003258.

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2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Osterrieder, Jorg ; Baals, Lennart John ; Liu, Yiting ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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2024US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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2024Digital money creation and algorithmic stablecoin run. (2024). Samphantharak, Krislert ; Saengchote, Kanis. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004653.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024Information flow dynamics between cryptocurrency returns and electricity consumption: A comparative analysis of Bitcoin and Ethereum. (2024). Ferreira, Paulo ; Almeida, Dora ; Dionsio, Andreia. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010274.

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2024Small price bias in the cryptocurrency market. A cognitive bias revealed by emotions on social networks. (2024). Daz, Santiago Alonso ; Londoo, Adriana Garca. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401170x.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Shams, Syed ; Peng, Sanshao ; Sarker, Tapan ; Prentice, Catherine. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024Money demand stability: New evidence from transfer entropy. (2024). Sermpinis, Georgios ; Serletis, Apostolos ; Movaghari, Hadi. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000477.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024Blockchain factors. (2024). Sakkas, Athanasios ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000787.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Studying the impact of fluctuations, spikes and rare events in time series through a wavelet entropy predictability measure. (2024). Vellucci, Pierluigi ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002292.

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2024Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496.

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2024Ethereum futures and the efficiency of cryptocurrency spot markets. (2024). NEKHILI, Ramzi ; Bouri, Elie ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006708.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2024Hacks and the price synchronicity of bitcoin and ether. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Vigne, Samuel A ; Wang, Jying-Nan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:294-299.

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2024Flight to cryptos: Evidence on the use of cryptocurrencies in times of geopolitical tensions. (2024). Petrella, Giovanni ; Anselmi, Giulio ; Alexakis, Christos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:498-523.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight. (2024). Ali, Shoaib ; Naveed, Muhammad ; Xiaoyang, XU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400299x.

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2025Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies. (2025). de Peretti, Christian ; Ghaddab, Sarra ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003672.

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2024Exaptationary Industry 4.0: Graphene as pathfinder?. (2024). Kovacs, Oliver. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008685.

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2024Coskewness and the short-term predictability for Bitcoin return. (2024). Zhang, Feipeng ; Liu, Yakun ; Chen, Yan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008818.

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2024Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks. (2024). Li, Dongxin ; Lai, Xiaodong ; Ruan, Hang ; Wang, LU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001136.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2024Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w.

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2024LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. (2024). Garcia-Medina, Andres ; Aguayo-Moreno, Ester. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10373-8.

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2024The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins. (2024). Kiran, Seluk ; Soylu, Pinar Kaya ; Baci, Mahmut. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10532-x.

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2024The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Choi, Gahyun ; Kim, Jihae ; An, Sihyun ; Ahn, Kwangwon ; Jang, Hanwool. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3.

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2024Forecasting volatility with machine learning and rough volatility: example from the crypto-winter. (2024). Zhou, Chao ; Rosenbaum, Mathieu ; Tang, Siu Hin. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00108-1.

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

Works by Thomas Dimpfl:

YearTitleTypeCited
2021From orders to prices: A stochastic description of the limit order book to forecast intraday returns In: Papers.
[Full Text][Citation analysis]		paper1
2016Can Internet Search Queries Help to Predict Stock Market Volatility? In: European Financial Management.
[Full Text][Citation analysis]		article192
2011Can internet search queries help to predict stock market volatility?.(2011) In: CFR Working Papers.
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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 nother version. Agregated cites: 192		paper
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries In: German Economic Review.
[Full Text][Citation analysis]		article13
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries.(2019) In: German Economic Review.
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This paper has nother version. Agregated cites: 13		article
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article12
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2013Using transfer entropy to measure information flows between financial markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article45
.() In: .
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This paper has nother version. Agregated cites: 45		paper
2016Price discovery in the markets for credit risk: a Markov switching approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2019Think again: volatility asymmetry and volatility persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2018Asymmetric volatility in cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article128
2022Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption. In: Econometrics and Statistics.
[Full Text][Citation analysis]		article1
2012Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article98
2012Stock return autocorrelations revisited: A quantile regression approach.(2012) In: University of Tübingen Working Papers in Business and Economics.
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This paper has nother version. Agregated cites: 98		paper
2018Analyzing volatility transmission using group transfer entropy In: Energy Economics.
[Full Text][Citation analysis]		article30
2018The asymmetric return-volatility relationship of commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article34
2014A note on cointegration of international stock market indices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
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]		article17
2018Bitcoin, gold and the US dollar – A replication and extension In: Finance Research Letters.
[Full Text][Citation analysis]		article176
2023Attention and retail investor herding in cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2021Nothing but noise? Price discovery across cryptocurrency exchanges In: Journal of Financial Markets.
[Full Text][Citation analysis]		article15
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]		article39
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 nother version. Agregated cites: 39		paper
2023Information shares for markets with partially overlapping trading hours In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2017Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article42
2016Googling gold and mining bad news In: Resources Policy.
[Full Text][Citation analysis]		article18
2019Group transfer entropy with an application to cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
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]		article12
2021Volatility discovery in cryptocurrency markets In: Journal of Risk Finance.
[Full Text][Citation analysis]		article1
2016Labor income risk and households’ risky asset holdings In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2016Labor income risk and households’ risky asset holdings In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2020Bitcoin Price Risk—A Durations Perspective In: JRFM.
[Full Text][Citation analysis]		article0
2021Price Discovery and Learning during the German 5G Auction In: JRFM.
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2011Financial market spillovers around the globe In: Global Financial Markets Working Paper Series.
[Full Text][Citation analysis]		paper25
2012Financial market spillovers around the globe.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2012Using transfer entropy to measure information flows between financial markets In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper9
2015Price discovery in the markets for credit risk: A Markov switching approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach In: Computational Economics.
[Full Text][Citation analysis]		article1
2022Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany€™s first wave* In: The Econometrics Journal.
[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]		article1
2019Price discovery on Bitcoin markets In: Digital Finance.
[Full Text][Citation analysis]		article72
2018Price Discovery on Bitcoin Markets.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2021The volatility of Bitcoin and its role as a medium of exchange and a store of value In: Empirical Economics.
[Full Text][Citation analysis]		article46
2012State-dependent Momentum in International Stock Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2019Price discovery in bitcoin spot or futures? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article64
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: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0

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