Roland Mestel : Citation Profile

Are you Roland Mestel?

Karl-Franzens-Universität Graz

8

H index

6

i10 index

334

Citations

RESEARCH PRODUCTION:

20

Articles

10

Papers

3

Chapters

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 12
   Journals where Roland Mestel has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 6 (1.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme465
   Updated: 2024-12-03    RAS profile: 2021-06-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Theissen, Erik (2)

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

Is cited by:

Morone, Andrea (8)

Sensoy, Ahmet (7)

lucey, brian (6)

Palan, Stefan (5)

Corbet, Shaen (5)

Nuzzo, Simone (5)

Zhu, Lei (4)

Gurgul, Henryk (4)

Fernandez Bariviera, Aurelio (3)

Ante, Lennart (3)

Bouri, Elie (3)

Cites to:

Brogaard, Jonathan (6)

Roubaud, David (6)

acs, zoltan (6)

Sarmento, Elsa (6)

Audretsch, David (6)

Nunes, Alcina (6)

Amihud, Yakov (6)

Fernandez Bariviera, Aurelio (6)

Tiwari, Aviral (5)

Mata, José (4)

Goldstein, Michael (4)

Main data

Where Roland Mestel has published?

Journals with more than one article published# docs
Managerial Economics5
Finance Research Letters3
Central European Journal of Operations Research2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series, Social and Economic Sciences / Faculty of Social and Economic Sciences, Karl-Franzens-University Graz4
MPRA Paper / University Library of Munich, Germany4

Recent works citing Roland Mestel (2024 and 2023)

YearTitle of citing document
2024On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2021). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2112.07386.

Full description at Econpapers || Download paper

2023ETF construction on CRIX. (2022). Hausler, Konstantin. In: Papers. RePEc:arx:papers:2211.15260.

Full description at Econpapers || Download paper

2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

Full description at Econpapers || Download paper

2023Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210.

Full description at Econpapers || Download paper

2024The implications of virtual money on travel and tourism. (2024). Li, Mingnan ; Manahov, Viktor. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

Full description at Econpapers || Download paper

2023Using a price floor on carbon allowances to achieve emission reductions under uncertainty. (2023). Hueng, C. ; Lemke, Robert J ; Zhang, Xinhua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1096-1110.

Full description at Econpapers || Download paper

2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

Full description at Econpapers || Download paper

2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

Full description at Econpapers || Download paper

2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

Full description at Econpapers || Download paper

2023How to reinforce the effectiveness of the EU emissions trading system in stimulating low-carbon technological change? Taking stock and future directions. (2023). Mama, Houdou Basse ; Schindelhauer, Kai ; Mandaroux, Rahel. In: Energy Policy. RePEc:eee:enepol:v:181:y:2023:i:c:s0301421523002823.

Full description at Econpapers || Download paper

2023Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data. (2023). Svec, Jiri ; Mollica, Vito ; Krekel, William ; Foley, Sean. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005785.

Full description at Econpapers || Download paper

2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

Full description at Econpapers || Download paper

2023Decentralized Autonomous Organizations (DAOs): Catalysts for enhanced market efficiency. (2023). Gnabo, Jean-Yves ; Riaza, Baptiste Perez. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008176.

Full description at Econpapers || Download paper

2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Rocha, Luis ; Jing, Ruixue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008759.

Full description at Econpapers || Download paper

2024Exploiting the potential of a directional changes-based trading algorithm in the stock market. (2024). Li, Munan ; Ao, Han. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013089.

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

2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

Full description at Econpapers || Download paper

2023Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

Full description at Econpapers || Download paper

2023Insider trading regulation and trader migration. (2023). Palan, Stefan ; Merl, Robert ; Stockl, Thomas ; Schmidt, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s138641812300037x.

Full description at Econpapers || Download paper

2023The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market. (2023). Yildiz, Serhat ; Wilkoff, Sean. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000849.

Full description at Econpapers || Download paper

2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

Full description at Econpapers || Download paper

2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

Full description at Econpapers || Download paper

2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

Full description at Econpapers || Download paper

2023Fan tokens: Sports and speculation on the blockchain. (2023). Zimmermann, Lukas ; Scharnowski, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet. (2023). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Zhao, Xin ; Shahzad, Umer ; Vasa, Laszlo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:112-131.

Full description at Econpapers || Download paper

2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Schreiter, Maximilian ; Fehrenkotter, Rieke ; Dahlen, Niklas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

Full description at Econpapers || Download paper

2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

Full description at Econpapers || Download paper

2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

Full description at Econpapers || Download paper

2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

Full description at Econpapers || Download paper

2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

Full description at Econpapers || Download paper

2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

Full description at Econpapers || Download paper

2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

Full description at Econpapers || Download paper

2023How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333.

Full description at Econpapers || Download paper

2023Factors of Ethereum Profitability as a Platform for Creating Decentrilized Applications. (2023). Zubarev, Andrei V ; Shilov, Kirill D. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:230106:p:95-115.

Full description at Econpapers || Download paper

2024Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis. (2024). Iftikhar, Sundas ; Ul, Asad ; Zcan, Rasim. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132.

Full description at Econpapers || Download paper

2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

Full description at Econpapers || Download paper

2023Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

Works by Roland Mestel:

YearTitleTypeCited
2013The testing of causal stock returns-trading volume dependencies with the aid of copulas In: Managerial Economics.
[Full Text][Citation analysis]		article0
2013Modeling of returns and trading volume by regime switching copulas In: Managerial Economics.
[Full Text][Citation analysis]		article0
2017MIDAS models in banking sector – systemic risk comparison In: Managerial Economics.
[Full Text][Citation analysis]		article0
2007Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien In: Managerial Economics.
[Full Text][Citation analysis]		article0
2007Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2007Distribution of volume on the American stock market In: Managerial Economics.
[Full Text][Citation analysis]		article0
2007Distribution of Volume on the American Stock Market.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading In: Climate Change and Sustainable Development.
[Full Text][Citation analysis]		paper35
2013Inducing low-carbon investment in the electric power industry through a price floor for emissions trading.(2013) In: Energy Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2011Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
1995Ansätze zur Behebung des Kapitalangebotsmangels in Entwicklungsländern. Die Zeit nach der Schuldenkrise In: Wirtschaft und Gesellschaft - WuG.
[Full Text][Citation analysis]		article0
2018Price discovery of cryptocurrencies: Bitcoin and beyond In: Economics Letters.
[Full Text][Citation analysis]		article142
2018Algorithmic trading and liquidity: Long term evidence from Austria In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2019Cryptocurrency-portfolios in a mean-variance framework In: Finance Research Letters.
[Full Text][Citation analysis]		article54
2021What drives the liquidity of cryptocurrencies? A long-term analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2021Mean-variance portfolio optimization based on ordinal information In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2021How to measure the liquidity of cryptocurrency markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article30
2006Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article3
2011Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2012A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper7
2018Algorithmic Trading and Liquidity: Long Term Evidence from Austria In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2018A High-Frequency Analysis of Bitcoin Markets In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper6
2012Does a cap on the carbon price have to be a cap on green investments? In: Empirica.
[Full Text][Citation analysis]		article1
2007Price–volume relations of DAX companies In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article4
2005Joint Dynamics of Prices and Trading Volume on the Polish Stock Market In: Managing Global Transitions.
[Full Text][Citation analysis]		article9
2011The relationship between budgetary expenditure and economic growth in Poland In: MPRA Paper.
[Full Text][Citation analysis]		paper12
2012The relationship between budgetary expenditure and economic growth in Poland.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2012The relationship between budgetary expenditure and economic growth in Poland.(2012) In: Central European Journal of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2015Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability In: Central European Journal of Operations Research.
[Full Text][Citation analysis]		article10
2005On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market In: Operations Research Proceedings.
[Citation analysis]		chapter0
2012The effect of different market opening structures on market quality – experimental evidence In: Operations Research Proceedings.
[Citation analysis]		chapter0
2012An experiment examining insider trading with respect to different market structures In: Operations Research Proceedings.
[Citation analysis]		chapter0
2008Polish stock market and some foreign markets – dependence analysis by copulas In: Operations Research and Decisions.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team