Roland Mestel : Citation Profile

Karl-Franzens-Universität Graz

8

H index

8

i10 index

405

Citations

RESEARCH PRODUCTION:

20

Articles

10

Papers

3

Chapters

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 15
   Journals where Roland Mestel has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 6 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme465
   Updated: 2025-12-20    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)

Urquhart, Andrew (5)

Corbet, Shaen (5)

Nuzzo, Simone (5)

Palan, Stefan (5)

Yarovaya, Larisa (5)

Fernandez Bariviera, Aurelio (4)

Zhu, Lei (4)

Alexander, Carol (4)

Cites to:

Audretsch, David (6)

acs, zoltan (6)

Sarmento, Elsa (6)

Amihud, Yakov (6)

Tiwari, Aviral (6)

Nunes, Alcina (6)

Roubaud, David (6)

Fernandez Bariviera, Aurelio (6)

Brogaard, Jonathan (6)

Goldstein, Michael (4)

Theissen, Erik (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 (2025 and 2024)

YearTitle of citing document
2024On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges. (2024). 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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2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies. (2025). Chen, Qizhao. In: Papers. RePEc:arx:papers:2508.16378.

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2024A Wavelet Analysis of Bitcoin Price Volatility Dynamic. (2024). Omar, Talbi ; Mohamed, Ben Abdallah. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:1:p:951-964.

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

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2025Investor sentiment and cross-section of cryptocurrency returns. (2025). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000243.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. 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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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Ethereums Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era. (2025). Suardi, Sandy ; Xu, Caihong ; Liu, Bin ; Prodromou, Tina. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000394.

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2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

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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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2025The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534.

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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.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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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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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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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). Gonçalves, Tiago ; 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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2025Bitcoin arbitrage and exchange default risk. (2025). Intini, Silvia ; Guo, Weiwei ; Jahanshahloo, Hossein. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401393x.

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2025Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commissions Regulatory Interventions on Crypto Assets. (2025). Saggu, Aman ; Ante, Lennart ; Kopiec, Kaja. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014429.

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2025No shortfall of ES estimators: Insights from cryptocurrency portfolios. (2025). Výrost, Tomáš ; Horváth, Matúš ; Vrost, Tom ; Horvth, Mat. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017148.

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2024Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400048x.

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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.

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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.

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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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2024Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality. (2024). Galati, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001390.

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2025Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

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2025Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154.

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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.

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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). Fehrenkotter, Rieke ; Dahlen, Niklas ; Schreiter, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2025On the return distributions of a basket of cryptocurrencies and subsequent implications. (2025). Brner, Christoph J ; Schmitz, Tim ; Krzinger, Lars M ; Hoffmann, Ingo. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:1:s1090944325000055.

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

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2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. 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). Zhang, Pengcheng ; Xu, Kunpeng ; Qi, Jiayin ; Kong, Deli. 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). Li, Xiao ; Wu, Ruoxi ; Wang, Chen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

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2024Short-term market impact of crypto firms’ bankruptcies on cryptocurrency markets. (2024). Martins, Antonio Miguel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001636.

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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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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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2024Blockchain technology adoption in a supply chain: Channel leaderships and environmental implications. (2024). Wei, Kun ; Dou, Guowei ; Ma, Lijun ; Sun, Tingting. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:192:y:2024:i:c:s136655452400379x.

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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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2024The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736.

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2025The Dynamic Bidirectional Causality Between Carbon Pricing and Green Technology Innovation in China: A Sub-Sample Time-Varying Approach. (2025). Guan, Yumei ; Su, Chi Wei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:12:p:5371-:d:1676319.

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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). OZCAN, Rasim ; Iftikhar, Sundas ; Ul, Asad. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132.

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2025Portfolio Optimisation in the Cryptocurrency Market: Hybrid Integration of Markowitz and Ridge Methods. (2025). Aydin, Glden Kadoolu ; Mnyas, Turgay ; Yildirim, Rya Kaplan. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:75:y:2025:i:1:p:207-221.

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2024After the Split: Market Efficiency of Bitcoin Cash. (2024). Park, Taeyoung ; Ahn, Kwangwon ; Jeon, Jooyoung ; Kim, Hyeonoh ; Yi, Eojin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10427-x.

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2025Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis. (2025). Sharma, Rakesh Kumar ; Tripathi, Bhaskar. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10655-9.

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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). Meng, Bin ; Zhang, Xin ; Haralambides, Hercules ; Kuang, Haibo ; Chen, Shuiyang. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-024-00292-2.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Aslanidis, Nektarios ; Bariviera, Aurelio ; Sarafidis, Vasilis ; Kapetanios, George. In: MPRA Paper. RePEc:pra:mprapa:125124.

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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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2025Integrating multiple sources of ordinal information in portfolio optimization. (2025). Ela, Eranda ; Hafner, Stephan ; Mestel, Roland ; Pferschy, Ulrich. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-025-06495-x.

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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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2024Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2.

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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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2025Volatility dynamics of cryptocurrencies: a comparative analysis using GARCH-family models. (2025). Szen, Alar. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00568-w.

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2025Financial Literacy and Risk Protection During the Covid-19 Pandemic. (2025). LO PRETE, Anna ; Bertola, Giuseppe. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:2:d:10.1007_s40797-024-00286-2.

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2024Implementation of machine learning in $$\ell _{\infty }$$ ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market. (2024). Behera, Jyotirmayee ; Kumar, Pankaj. In: Operational Research. RePEc:spr:operea:v:24:y:2024:i:4:d:10.1007_s12351-024-00867-0.

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2024A Darwinian Approach via ML to the Analysis of Cryptocurrencies€™ Returns. (2024). Ferrari, Annalisa ; Cini, Federico. 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 ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2025The impact of cryptocurrency heists on Bitcoins market efficiency. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2912-2929.

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2024Forecasting of cryptocurrencies: Mapping trends, influential sources, and research themes. (2024). Peiulis, Tomas ; Ahmad, Nisar ; Bibi, Aqsa ; Menegaki, Angeliki N. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1880-1901.

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2024Price discovery and long‐memory property: Simulation and empirical evidence from the bitcoin market. (2024). Chen, Yulun ; Xu, KE ; Liu, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:605-618.

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2025The Economics of Liquid Staking Derivatives: Basis Determinants and Price Discovery. (2025). Jahanshahloo, Hossein ; Scharnowski, Stefan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:91-117.

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Works by Roland Mestel:

YearTitleTypeCited
2013The testing of causal stock returns-trading volume dependencies with the aid of copulas In: Managerial Economics.
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2013Modeling of returns and trading volume by regime switching copulas In: Managerial Economics.
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2017MIDAS models in banking sector – systemic risk comparison In: Managerial Economics.
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2007Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien In: Managerial Economics.
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2007Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2007Distribution of volume on the American stock market In: Managerial Economics.
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2007Distribution of Volume on the American Stock Market.(2007) In: MPRA Paper.
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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]		paper39
2013Inducing low-carbon investment in the electric power industry through a price floor for emissions trading.(2013) In: Energy Policy.
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This paper has nother version. Agregated cites: 39		article
2011Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 39		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]		article163
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]		article68
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]		article2
2021How to measure the liquidity of cryptocurrency markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article56
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.
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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.
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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.
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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.
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