Roland Mestel : Citation Profile

Karl-Franzens-Universität Graz

8

H index

8

i10 index

375

Citations

RESEARCH PRODUCTION:

20

Articles

10

Papers

3

Chapters

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 14
   Journals where Roland Mestel has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 6 (1.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme465
   Updated: 2025-04-19    RAS profile: 2021-06-04    
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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)

Yarovaya, Larisa (5)

Palan, Stefan (5)

Corbet, Shaen (5)

Nuzzo, Simone (5)

Urquhart, Andrew (5)

Gurgul, Henryk (4)

Zhu, Lei (4)

Sebastião, Helder (3)

Cites to:

Amihud, Yakov (6)

Nunes, Alcina (6)

acs, zoltan (6)

Sarmento, Elsa (6)

Roubaud, David (6)

Audretsch, David (6)

Tiwari, Aviral (6)

Fernandez Bariviera, Aurelio (6)

Brogaard, Jonathan (6)

Guimaraes, Paulo (4)

Urquhart, Andrew (4)

Main data

Production by document typearticlechapterpaper19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200520062007200820092010201120122013201420152016201720182019202020210100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Roland Mestel has published?

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

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

Recent works citing Roland Mestel (2025 and 2024)

Year  ↓Title 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.

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2024Simple and Effective Portfolio Construction with Crypto Assets. (2024). Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02654.

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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.

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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.

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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.

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2024Renewable energy investment under stochastic interest rate with regime-switching volatility. (2024). Detemple, Jerome ; Kitapbayev, Yerkin ; Reppen, Max A. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004420.

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

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2024Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes. (2024). Gözgör, Giray ; ben Jabeur, Sami ; Si, Kamel ; Rezgui, Hichem. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004101.

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2024Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies. (2024). Pourmansouri, Rezvan ; Ahmadpour, Bahador ; Fallah, Mir Feiz. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924003983.

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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.

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

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

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2024The AI revolution: are crypto markets more efficient after ChatGPT 3?. (2024). Gonalves, Tiago Cruz ; Almeida, Jose. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400638x.

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2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

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2024Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656.

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

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

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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

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

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2024The 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.

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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.

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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.

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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.

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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.

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

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2024Price Delay and Market Efficiency of Cryptocurrencies: The Impact of Liquidity and Volatility during the COVID-19 Pandemic. (2024). Badr, Georges ; Tanos, Barbara Abou. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:193-:d:1390281.

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2025Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444.

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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.

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2025The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe. (2025). Brauneis, Alexander ; Mestel, Roland ; Theissen, Erik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01304-1.

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2024Advances in risk management: optimum investment portfolios in tanker shipping. (2024). Haralambides, Hercules ; Kuang, Haibo ; Chen, Shuiyang ; Meng, Bin ; Zhang, Xin. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-024-00292-2.

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2025Can Ethereum predict Bitcoin’s volatility?. (2025). Peresetsky, Anatoly ; Teterin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:0516.

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2024The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2024Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z.

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2024Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

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2025FinTech: a literature review of emerging financial technologies and applications. (2025). Kou, Gang ; Lu, Yang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00668-6.

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2025Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns. (2025). Nagy, Blint Zsolt ; Benedek, Botond. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00672-w.

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2024A Darwinian Approach via ML to the Analysis of Cryptocurrencies€™ Returns. (2024). Cini, Federico ; Ferrari, Annalisa. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_6.

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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.

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2024.

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Works by Roland Mestel:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper36
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: 36		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: 36		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]		article156
2018Algorithmic trading and liquidity: Long term evidence from Austria In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2019Cryptocurrency-portfolios in a mean-variance framework In: Finance Research Letters.
[Full Text][Citation analysis]		article64
2021What drives the liquidity of cryptocurrencies? A long-term analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2021Mean-variance portfolio optimization based on ordinal information In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2021How to measure the liquidity of cryptocurrency markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
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]		article10
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 April, 14 2025. Contact: CitEc Team