Thomas Dimpfl : Citation Profile

Universität Hohenheim

16

H index

20

i10 index

1254

Citations

RESEARCH PRODUCTION:

35

Articles

19

Papers

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 96
   Journals where Thomas Dimpfl has often published
   Relations with other researchers
   Recent citing documents: 208.    Total self citations: 17 (1.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi551
   Updated: 2026-01-03    RAS profile: 2024-10-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Frijns, Bart (7)

Füllbrunn, Sascha (7)

Davies, Ryan (7)

Holzmeister, Felix (7)

FERROUHI, EL MEHDI (7)

Alexeev, Vitali (7)

Johannesson, Magnus (7)

Gerritsen, Dirk (7)

Degryse, Hans (7)

Ferrara, Gerardo (7)

Deev, Oleg (7)

Bos, Charles (7)

Dumitrescu, Ariadna (7)

Menkveld, Albert (7)

Deku, Solomon (7)

Caporin, Massimiliano (7)

Dreber, Anna (7)

Chernov, Mikhail (7)

Frömmel, Michael (7)

Gehrig, Thomas (7)

Brownlees, Christian (7)

Colliard, Jean-Edouard (6)

Bohorquez Correa, Santiago (6)

Aloosh, Arash (6)

Ait-Sahalia, Yacine (6)

Eugster, Nicolas (6)

CAPELLE-BLANCARD, Gunther (6)

Park, Andreas (5)

Talavera, Oleksandr (5)

Ødegaard, Bernt (5)

Hautsch, Nikolaus (5)

Sojli, Elvira (5)

Verousis, Thanos (5)

Wolff, Christian (5)

LINTON, OLIVER (5)

Liew, Chee (5)

Korajczyk, Robert (5)

Xiu, Dacheng (5)

Renault, Thomas (5)

Reitz, Stefan (5)

Pastor, Lubos (5)

Ranaldo, Angelo (5)

Abudy, Menachem (5)

Zhang, S. Sarah (5)

Moinas, Sophie (5)

Jurkatis, Simon (5)

Taylor, Nick (5)

Sarno, Lucio (5)

Hurlin, Christophe (5)

Huang, Wenqian (5)

Roy, Saurabh (5)

Pasquariello, Paolo (5)

Rinne, Kalle (5)

Harris, Jeffrey (5)

Schuerhoff, Norman (5)

Walther, Thomas (5)

Chow, Nikolai Sheung-Chi (5)

Horenstein, Alex (5)

Schwarz, Marco (5)

Shachar, Or (5)

Tonks, Ian (5)

Nielsson, Ulf (5)

Smales, Lee (5)

Wilhelmsson, Anders (5)

Scaillet, Olivier (5)

Jalkh, Naji (5)

Capera Romero, Laura (5)

Xia, Shuo (5)

Foucault, Thierry (5)

Lof, Matthijs (5)

Palan, Stefan (5)

Gil-Bazo, Javier (5)

Vilkov, Grigory (5)

Stefanova, Denitsa (5)

Güçbilmez, Ufuk (4)

Adrian, Tobias (4)

Neszveda, Gabor (4)

Schenk-Hoppé, Klaus (4)

Bjønnes, Geir (4)

Koetter, Michael (4)

Hambuckers, Julien (4)

Shui, Jessica (4)

Voigt, Stefan (3)

He, Xuezhong (Tony) (3)

Mihet, Roxana (3)

van Kervel, Vincent (3)

Zhou, Chen (2)

Kassner, Bernhard (2)

Hjalmarsson, Erik (2)

Theissen, Erik (2)

Wong, Wing-Keung (2)

Vogel, Sebastian (2)

Prokopczuk, Marcel (2)

Roy, Saurabh (2)

Rakowski, David (2)

Gorbenko, Arseny (2)

Hasse, Jean-Baptiste (2)

Kearney, Fearghal (2)

Söderlind, Paul (2)

Lajaunie, Quentin (2)

Bouri, Elie (2)

Heath, Davidson (2)

Patton, Andrew (2)

Pelizzon, Loriana (2)

Patel, Vinay (2)

PASCUAL, ROBERTO (2)

Putnins, Talis (2)

Lopez-Lira, Alejandro (2)

Regis, Luca (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 (15)

Corbet, Shaen (14)

Alexander, Carol (11)

lucey, brian (11)

Bouri, Elie (11)

Almeida, Dora (10)

GUPTA, RANGAN (10)

Yarovaya, Larisa (10)

Krištoufek, Ladislav (9)

Smales, Lee (9)

Cites to:

Diebold, Francis (24)

Bollerslev, Tim (21)

Andersen, Torben (17)

Engle, Robert (16)

Campbell, John (12)

Engelberg, Joseph (12)

Irwin, Scott (11)

Foucault, Thierry (11)

Jagannathan, Ravi (10)

Putnins, Talis (10)

Shleifer, Andrei (10)

Main data

Where Thomas Dimpfl has published?

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

Recent works citing Thomas Dimpfl (2025 and 2024)

YearTitle of citing document
2024Bitcoin Price Forecasting: A Comparative Study of Machine Learning, Statistical and Deep Learning Models. (2024). Urooj, Neelam. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:2:p:396-412.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878.

Full description at Econpapers || Download paper

2024An Algebraic Framework for the Modeling of Limit Order Books. (2024). Bleher, Michael. In: Papers. RePEc:arx:papers:2406.04969.

Full description at Econpapers || Download paper

2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

Full description at Econpapers || Download paper

2024Approaching multifractal complexity in decentralized cryptocurrency trading. (2024). Zd, Stanislaw Dro ; Stanisz, Tomasz ; Kwapie, Jaroslaw ; Kr, Marcin ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2411.05951.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

Full description at Econpapers || Download paper

2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

Full description at Econpapers || Download paper

2025Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions. (2025). Bartolucci, Silvia ; Aste, Tomaso ; Caccioli, Fabio ; Salarin, Tesfaye ; Briola, Antonio ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2505.14655.

Full description at Econpapers || Download paper

2025Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks. (2025). Firouzjaee, Javad T ; Golestani, Amirhossein N ; Khalilian, Pouriya ; Eslamifar, Mohammad. In: Papers. RePEc:arx:papers:2507.09554.

Full description at Econpapers || Download paper

2025A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books. (2025). Letteri, Ivan. In: Papers. RePEc:arx:papers:2507.14960.

Full description at Econpapers || Download paper

2025Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662.

Full description at Econpapers || Download paper

2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

Full description at Econpapers || Download paper

2025Cryptocurrency and Shariah: Analyzing the Implications of Islamic Jurisprudence on Bitcoin and its Ethical Framework. (2025). Azfar, Muhammad Shaqif ; Husairi, Muhammad Amir. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:1420-1431.

Full description at Econpapers || Download paper

2024Insurance Supervision under Climate Change: A Pioneers Detection Method. (2024). Vansteenberghe, Eric. In: Débats Economiques et financiers. RePEc:bfr:decfin:43.

Full description at Econpapers || Download paper

2024Asymmetric spot‐futures prices adjustments in Quebec grain markets. (2024). Sossou, Dislene ; Singbo, Alphonse. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:347-363.

Full description at Econpapers || Download paper

2024Does the internet bring food prices closer together? Exploring search engine query data in Iran. (2024). Bittmann, Thomas ; Zamani, Omid ; Loy, Jenspeter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:2:p:688-715.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

Full description at Econpapers || Download paper

2025Investor Sentiments and Bitcoin Volatility: Empirical Evidence from Cryptocurrency Market. (2025). Abid, Humma ; Ahmad, Farhan ; Zaman, Mubashir ; Jamal, Surayya. In: International Journal of Politics & Social Sciences Review (IJPSSR). RePEc:ebj:ijpssr:2025v4iia8.

Full description at Econpapers || Download paper

2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

Full description at Econpapers || Download paper

2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

Full description at Econpapers || Download paper

2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

Full description at Econpapers || Download paper

2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

Full description at Econpapers || Download paper

2025Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment. (2025). Li, Jingrui ; John, Kose. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001051.

Full description at Econpapers || Download paper

2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

Full description at Econpapers || Download paper

2025From zero to hero: Memecoins’ spillover effects in cryptocurrency markets. (2025). Perdichizzi, Salvatore ; Galati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002186.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective. (2024). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

Full description at Econpapers || Download paper

2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

Full description at Econpapers || Download paper

2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613.

Full description at Econpapers || Download paper

2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

Full description at Econpapers || Download paper

2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Technological links among firms and the peer effect of ESG responsibility performance. (2025). Jin, Xingye ; Feng, Yiqiang ; Zhang, Zhanyu ; Liu, Zhe. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016039.

Full description at Econpapers || Download paper

2025Do AI incidents and hazards matter for AI-themed cryptocurrency returns?. (2025). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s154461232500042x.

Full description at Econpapers || Download paper

2025Financial literacy of ChatGPT: Evidence through financial news. (2025). Gao, Xuechen ; Chiu, Ya-Ling ; Liu, Hung-Chun ; Zhai, Qiong. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003514.

Full description at Econpapers || Download paper

2024Financial news media and volatility: Is there more to newspapers than news?. (2024). Ashwin, Julian. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000144.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025“Dollarization vs. bitcoinization in Türkiye: Which is more dangerous for the financial market?”. (2025). Mansour-Ichrakieh, Layal ; Jabbour, George M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s104244312500006x.

Full description at Econpapers || Download paper

2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025The crypto collapse chronicles: Decoding cryptocurrency exchange defaults. (2025). Sapkota, Niranjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001598.

Full description at Econpapers || Download paper

2025Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies. (2025). Schich, Sebastian ; de Genaro, Alan ; Palazzi, Rafael Baptista. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001744.

Full description at Econpapers || Download paper

2024The profitability of lead–lag arbitrage at high frequency. (2024). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1002-1021.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19.

Full description at Econpapers || Download paper

2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950.

Full description at Econpapers || Download paper

2025Fiscal spillovers through informal financial channels. (2025). Kennedy, Austin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001135.

Full description at Econpapers || Download paper

2024Digging deeper - Is bitcoin digital gold? A mining perspective. (2024). Smales, Lee ; Karlsen, Jonathan R ; Baur, Dirk G ; Trench, Allan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000254.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]		article203
2011Can internet search queries help to predict stock market volatility?.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		paper
2011Can Internet search queries help to predict stock market volatility?.(2011) In: University of Tübingen Working Papers in Business and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203		paper
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries In: German Economic Review.
[Full Text][Citation analysis]		article14
2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries.(2019) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2013Using transfer entropy to measure information flows between financial markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article57
2012Using transfer entropy to measure information flows between financial markets.(2012) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		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]		article140
2022Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption. In: Econometrics and Statistics.
[Full Text][Citation analysis]		article5
2012Stock return autocorrelations revisited: A quantile regression approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article100
2012Stock return autocorrelations revisited: A quantile regression approach.(2012) In: University of Tübingen Working Papers in Business and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2018Analyzing volatility transmission using group transfer entropy In: Energy Economics.
[Full Text][Citation analysis]		article34
2018The asymmetric return-volatility relationship of commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article36
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]		article23
2018Bitcoin, gold and the US dollar – A replication and extension In: Finance Research Letters.
[Full Text][Citation analysis]		article185
2023Attention and retail investor herding in cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2021Nothing but noise? Price discovery across cryptocurrency exchanges In: Journal of Financial Markets.
[Full Text][Citation analysis]		article25
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]		article45
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]
This paper has nother version. Agregated cites: 45		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]		article44
2016Googling gold and mining bad news In: Resources Policy.
[Full Text][Citation analysis]		article19
2019Group transfer entropy with an application to cryptocurrencies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
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]		article3
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]		article1
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]		paper26
2012Financial market spillovers around the globe.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		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]		article85
2018Price Discovery on Bitcoin Markets.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		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]		article64
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]		article73
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team