Thomas Dimpfl : Citation Profile

Are you Thomas Dimpfl?

Universität Hohenheim

14

H index

18

i10 index

909

Citations

RESEARCH PRODUCTION:

33

Articles

16

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 75
   Journals where Thomas Dimpfl has often published
   Relations with other researchers
   Recent citing documents: 227.    Total self citations: 17 (1.84 %)

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   Permalink: http://citec.repec.org/pdi551
   Updated: 2023-11-04    RAS profile: 2023-07-09    
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Relations with other researchers

Works with:

FERROUHI, EL MEHDI (4)

Colliard, Jean-Edouard (4)

Brownlees, Christian (4)

Caporin, Massimiliano (4)

Deev, Oleg (4)

Ferrara, Gerardo (4)

Holzmeister, Felix (4)

Dumitrescu, Ariadna (4)

Chernov, Mikhail (4)

Ait-Sahalia, Yacine (4)

Menkveld, Albert (4)

Dreber, Anna (4)

Adrian, Tobias (4)

Bohorquez Correa, Santiago (4)

Gerritsen, Dirk (4)

Abudy, Menachem (4)

Chow, Nikolai Sheung-Chi (4)

Frömmel, Michael (4)

Deku, Solomon (4)

CAPELLE-BLANCARD, Gunther (4)

Alexeev, Vitali (4)

Johannesson, Magnus (4)

Gehrig, Thomas (4)

Füllbrunn, Sascha (3)

Putnins, Talis (2)

Vilkov, Grigory (2)

Nielsson, Ulf (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

Hurlin, Christophe (2)

PASCUAL, ROBERTO (2)

Gil-Bazo, Javier (2)

Bos, Charles (2)

Foucault, Thierry (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Sarno, Lucio (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Park, Andreas (2)

Rinne, Kalle (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Frijns, Bart (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Rakowski, David (2)

Xia, Shuo (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Mihet, Roxana (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Schuerhoff, Norman (2)

Scaillet, Olivier (2)

Hjalmarsson, Erik (2)

Bouri, Elie (2)

Patel, Vinay (2)

Walther, Thomas (2)

Regis, Luca (2)

Ødegaard, Bernt (2)

Smales, Lee (2)

Patton, Andrew (2)

Horenstein, Alex (2)

Harris, Jeffrey (2)

Theissen, Erik (2)

Moinas, Sophie (2)

Lopez-Lira, Alejandro (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Wilhelmsson, Anders (2)

Davies, Ryan (2)

Korajczyk, Robert (2)

Stefanova, Denitsa (2)

Talavera, Oleksandr (2)

Pasquariello, Paolo (2)

Jalkh, Naji (2)

Vogel, Sebastian (2)

Schenk-Hoppé, Klaus (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 (14)

Bouri, Elie (11)

Lyócsa, Štefan (10)

Corbet, Shaen (9)

Smales, Lee (8)

Alexander, Carol (8)

lucey, brian (8)

Molnár, Peter (8)

GUPTA, RANGAN (8)

Oxley, Les (7)

Lee, Chien-Chiang (7)

Cites to:

Diebold, Francis (28)

Bollerslev, Tim (23)

Andersen, Torben (19)

Engle, Robert (18)

Campbell, John (12)

Engelberg, Joseph (12)

Foucault, Thierry (11)

Irwin, Scott (11)

Jagannathan, Ravi (10)

Jung, Robert (10)

Putnins, Talis (9)

Main data

Where Thomas Dimpfl has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
Finance Research Letters2
JRFM2
Studies in Economics and Finance2
International Review of Financial Analysis2
Energy Economics2

Working Papers Series with more than one paper published# docs
University of Tbingen Working Papers in Business and Economics / University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics4
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Thomas Dimpfl (2023 and 2022)

YearTitle of citing document
2022Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?. (2022). Ligocka, Marie ; Ermak, Michal. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:330101.

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2022DATING COMMON COMMODITY PRICE AND INFLATION SHOCKS WITH ALTERNATIVE APPROACHES. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:469.

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2022The Relationships among Cryptocurrencies: A Granger Causality Analysis. (2022). Ijaz, Babar ; Nabeel, S M ; Mushtaq, Naila ; Durrani, Muhammad Zohair ; Khan, Nadir. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:2:p:264-274.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2023Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415.

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2022Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

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2022Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2205.05985.

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2022Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan. In: Papers. RePEc:arx:papers:2205.09179.

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2022Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND. (2022). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2209.04385.

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2023Cryptocurrency Price Prediction using Twitter Sentiment Analysis. (2023). , Sahana ; Gb, Haritha. In: Papers. RePEc:arx:papers:2303.09397.

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2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

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2023.

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2022The Risk and Return of Traditional and Alternative Investments Under the Impact of COVID-19. (2022). Kalini, Milievi Tea ; Branka, Marasovi ; Zdravka, Aljinovi. In: Business Systems Research. RePEc:bit:bsrysr:v:13:y:2022:i:3:p:8-22:n:3.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2023Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2022Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS. (2022). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10016.

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2022Investigating the Efficiency of Bitcoin Futures in Price Discovery. (2022). Agarwal, Gaurav ; Sharma, Dinesh Kumar ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-12.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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2023A 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.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2022Preference heterogeneity in Bitcoin and its forks network. (2022). Ahn, Kwangwon ; Ha, Chang Yong ; Kim, Hyeonoh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008980.

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2023The rise of decentralized cryptocurrency exchanges: Evaluating the role of airdrops and governance tokens. (2023). Makridis, Christos ; Bohme, Rainer ; Sridhar, Kiran ; Frowis, Michael. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s092911992300007x.

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2022Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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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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2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

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2022The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Volatility 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.

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2022Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033.

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2022Racial discrimination in non-fungible token (NFT) prices? CryptoPunk sales and skin tone. (2022). Nguyen, Jeremy K. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s016517652200252x.

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2022Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect. (2022). Lenz, Jimmie ; Brini, Alessio. In: Economics Letters. RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003597.

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2023Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493.

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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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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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2022The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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2022Corporate environmental information disclosure and stock price crash risk: Evidence from Chinese listed heavily polluting companies. (2022). Zhang, Yongji ; Wang, KE ; Su, Zhi. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002754.

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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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2022Energy markets – Who are the influencers?. (2022). Ferreira, Paulo ; Quintino, Derick ; Bouri, Elie ; Dionisio, Andreia ; Almeida, Dora. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221022106.

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2022Investor attention in cryptocurrency markets. (2022). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2022Retail investor attention and the limit order book: Intraday analysis of attention-based trading. (2022). Winters, Drew B ; Meshcheryakov, Artem. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521920302702.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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2022When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466.

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2022Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets. (2022). Tang, Leilei ; Hsu, Yu-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001478.

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2022Crowd wisdom and internet searches: What happens when investors search for stocks?. (2022). Shi, Wen ; Jin, YU ; Ye, Qiang ; Geng, Yuedan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001697.

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2022Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change. (2022). Zhang, Hongwei ; Huang, Jianbai ; Ding, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001831.

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2022When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Assaf, Ata ; Al-Shboul, Mohammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002630.

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2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

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2023The 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.

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2023Do 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.

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2023The illusion of the metaverse and meta-economy. (2023). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000765.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers. (2022). Giudici, Paolo ; Pagnottoni, Paolo ; Leach, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001355.

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2022Is it worth to hold bitcoin?. (2022). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001719.

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2022The determinants of positive feedback trading behaviors in Bitcoin markets. (2022). Lee, Ming-Chih ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002014.

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2022Risk management of Bitcoin futures with GARCH models. (2022). Guo, Zi-Yi. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002671.

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2022YOLO trading: Riding with the herd during the GameStop episode. (2022). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003603.

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2022Bitcoin: An inflation hedge but not a safe haven. (2022). Choi, Sangyup ; Shin, Junhyeok. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003810.

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2022Low-volatility strategies for highly liquid cryptocurrencies. (2022). Mostowfi, Mehdi ; Kaya, Orun. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004116.

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2022Tail-event driven network of cryptocurrencies and conventional assets. (2022). Zhang, Ruige ; Xu, Qiuhua ; Jiang, Wen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100413x.

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2022The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach. (2022). Pantelous, Athanasios A ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004621.

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2022Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535.

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2022The link between cryptocurrencies and Google Trends attention. (2022). Lopez, Oscar G ; Bariviera, Aurelio F ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005833.

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2022COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005894.

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2022Price explosiveness in cryptocurrencies and Elon Musks tweets. (2022). Bouri, Elie ; Anas, Muhammad ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000241.

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2022Market reaction, COVID-19 pandemic and return distribution. (2022). Zhang, Yihan ; Lu, Xingyu ; Jin, Chenglu. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000290.

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2022Stablecoins versus traditional cryptocurrencies in response to interbank rates. (2022). , Quan ; Anh, Thu Thi ; Nguyen, Thanh Cong ; Vu, Thai. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000654.

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2022Asymmetric tail dependence in cryptocurrency markets: A Model-free approach. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000666.

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2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Lyócsa, Štefan ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002410.

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2022Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Xie, Wenhao ; Cao, Guangxi. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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2022Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099.

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2022Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. (2022). Pati, Pratap Chandra. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003117.

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2022The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter. (2022). Saggu, Aman. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200321x.

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2022An empirical study of risk diffusion in the cryptocurrency market based on the network analysis. (2022). Wu, Xin ; Yang, Ming-Yuan. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003890.

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2022Market uncertainty and correlation between Bitcoin and Ether. (2022). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004214.

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2022Spillovers between Bitcoin and Meme stocks. (2022). Li, Shi. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004238.

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2022Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occams window approach. (2022). Chen, Yongfei ; Wei, YU ; Shang, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004482.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755.

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2022Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology. (2022). Shen, Dehua ; Goodell, John W ; Tong, Zezheng. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005293.

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2023Will Bitcoin ever become less volatile?. (2023). Krištoufek, Ladislav. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005311.

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2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

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2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

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2023A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530.

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2023Retail investor attention and equity mispricing: The mediating role of earnings management. (2023). Li, Yongyi ; Hou, Zhiping ; Liu, Xiaowen. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007978.

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2023The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411.

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2023Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447.

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2022Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295.

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2022Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224.

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2022In search of COVID-19 and stock market behavior. (2022). Nedumparambil, Elizabeth ; Chundakkadan, Radeef. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000375.

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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]		paper0
2016Can Internet Search Queries Help to Predict Stock Market Volatility? In: European Financial Management.
[Full Text][Citation analysis]		article164
2011Can internet search queries help to predict stock market volatility?.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 164		paper
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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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries In: German Economic Review.
[Full Text][Citation analysis]		article11
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries.(2019) In: German Economic Review.
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This paper has another version. Agregated cites: 11		article
2013Using transfer entropy to measure information flows between financial markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article44
2012Using transfer entropy to measure information flows between financial markets.(2012) In: SFB 649 Discussion Papers.
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2016Price discovery in the markets for credit risk: a Markov switching approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2015Price discovery in the markets for credit risk: A Markov switching approach.(2015) In: SFB 649 Discussion Papers.
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2019Think again: volatility asymmetry and volatility persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Asymmetric volatility in cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article100
2022Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption. In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2012Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article93
2012Stock return autocorrelations revisited: A quantile regression approach.(2012) In: University of Tübingen Working Papers in Business and Economics.
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2018Analyzing volatility transmission using group transfer entropy In: Energy Economics.
[Full Text][Citation analysis]		article24
2018The asymmetric return-volatility relationship of commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article25
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]		article13
2018Bitcoin, gold and the US dollar – A replication and extension In: Finance Research Letters.
[Full Text][Citation analysis]		article155
2023Attention and retail investor herding in cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2021Nothing but noise? Price discovery across cryptocurrency exchanges In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
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]		article31
2014The impact of the financial crisis on transatlantic information flows: An intraday analysis.(2014) In: University of Tübingen Working Papers in Business and Economics.
[Full Text][Citation analysis]
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2017Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article36
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]		article10
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]		article11
2021Volatility discovery in cryptocurrency markets In: Journal of Risk 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
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]		paper2
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2011Financial market spillovers around the globe In: Global Financial Markets Working Paper Series.
[Full Text][Citation analysis]		paper2
2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach In: Computational Economics.
[Full Text][Citation analysis]		article0
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: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2019Price discovery on Bitcoin markets In: Digital Finance.
[Full Text][Citation analysis]		article70
2018Price Discovery on Bitcoin Markets.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		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]		article21
2012Financial market spillovers around the globe In: Applied Financial Economics.
[Full Text][Citation analysis]		article19
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]		article47
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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