Peter N. Posch : Citation Profile

Are you Peter N. Posch?

Technische Universität Dortmund

6

H index

4

i10 index

122

Citations

RESEARCH PRODUCTION:

23

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 8
   Journals where Peter N. Posch has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo52
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter N. Posch.

Is cited by:

Fernandez Bariviera, Aurelio (4)

Fantazzini, Dean (4)

Lamonaca, Emilia (2)

Pelizzon, Loriana (2)

Vidal-Tomás, David (2)

Jareño, Francisco (2)

Smales, Lee (2)

Santeramo, Fabio (2)

Ferreira, Paulo (2)

Bellia, Mario (2)

Matkovskyy, Roman (2)

Cites to:

Hallin, Marc (10)

Roubaud, David (7)

Mantegna, Rosario (6)

Reinhart, Carmen (6)

Andersen, Torben (5)

Tiwari, Aviral (5)

lucey, brian (5)

Baur, Dirk (5)

merton, robert (4)

Bollerslev, Tim (4)

Duffie, Darrell (4)

Main data

Where Peter N. Posch has published?

Journals with more than one article published# docs
Finance Research Letters3
Economics Letters2
Sustainability2

Recent works citing Peter N. Posch (2024 and 2023)

YearTitle of citing document
2023Deep State-Space Model for Predicting Cryptocurrency Price. (2023). Majumdar, Angshul ; Sharma, Shalini ; Elvira, Victor ; Chouzenoux, Emilie. In: Papers. RePEc:arx:papers:2311.14731.

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2023Factors Influencing Sustainability Reporting Practices among Listed Companies in Oman. (2023). Affendi, Mohd Asrul ; Bhat, Sujatha Ravinarayana. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-7.

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2023Control dynamics in rogue trading: Sovereignty and exception-to-the-rule attitudes in the contemporary financial sphere. (2023). Gerard, Benoit ; Ouriemmi, Oussama. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:91:y:2023:i:c:s1045235421001337.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

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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.

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2023Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market. (2023). Zhong, Juandan ; Tang, Yusui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008632.

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2023The value of (private) investor relations during the COVID-19 crisis. (2023). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000504.

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2023Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods. (2023). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee ; Karimi, Parinaz. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005986.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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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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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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2023The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

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2023COVID-19 pandemic and capital markets: the role of government responses. (2023). Pott, Christiane ; Maniora, Janine ; Beer, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01103-x.

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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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2023Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

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2023Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929.

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2023Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237.

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Works by Peter N. Posch:

YearTitleTypeCited
2019Predatory Short Sales and Bailouts In: German Economic Review.
[Full Text][Citation analysis]		article0
2015Predatory Short Sales and Bailouts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has nother version. Agregated cites: 0		paper
2019Price delay and market frictions in cryptocurrency markets In: Economics Letters.
[Full Text][Citation analysis]		article11
2020Volatility forecasting accuracy for Bitcoin In: Economics Letters.
[Full Text][Citation analysis]		article19
2018Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013 In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Consumption volatility ambiguity and risk premium’s time-variation In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Does the introduction of futures improve the efficiency of Bitcoin? In: Finance Research Letters.
[Full Text][Citation analysis]		article43
2016Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2013Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2011Time to change. Rating changes and policy implications In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2016Commodities common factor: An empirical assessment of the markets drivers In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article7
2013Sovereign asset values and implications for the credit market In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2013Sovereign asset values and implications for the credit market.(2013) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2013Sovereign Asset Values and Implications for the Credit Market.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Managing and trading sovereign risk using credit derivatives and government markets In: Journal of Risk Finance.
[Full Text][Citation analysis]		article2
2014Value-based assessment of sovereign risk In: Qualitative Research in Financial Markets.
[Full Text][Citation analysis]		article0
2018Mandatory Sustainability Reporting in Germany: Does Size Matter? In: Sustainability.
[Full Text][Citation analysis]		article7
2020What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation In: Sustainability.
[Full Text][Citation analysis]		article15
2007How do Rating Agencies Score in Predicting Firm Performance In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks In: Journal of Business Ethics.
[Full Text][Citation analysis]		article3
2018Wrong-way-risk in tails In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2017Bail-in and asset encumbrance - Implications for banks’ asset liability management In: Journal of Banking Regulation.
[Full Text][Citation analysis]		article0
2019Detecting structural changes in large portfolios In: Empirical Economics.
[Full Text][Citation analysis]		article2
2015The impact of commodity finance on resource availability In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2011The bonus pool, mark to market and free cash flow: producer surplus and its vesting in the financial markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2019Do illiquid stocks jump more frequently? In: Applied Economics.
[Full Text][Citation analysis]		article0
2005Bayesian Methods for Improving Credit Scoring Models In: Finance.
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
2014The financial economics of sovereign asset value: functional perspectives and market outcomes In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]		paper0

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