Peter N. Posch : Citation Profile

Technische Universität Dortmund

6

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

23

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 9
   Journals where Peter N. Posch has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 1 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo52
   Updated: 2026-01-10    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)

Gonçalves, Tiago (3)

Bellia, Mario (3)

Vidal-Tomás, David (2)

Ferreira, Paulo (2)

Pelizzon, Loriana (2)

Matkovskyy, Roman (2)

Lamonaca, Emilia (2)

Jareño, Francisco (2)

Smales, Lee (2)

Cites to:

Hallin, Marc (10)

Roubaud, David (7)

Reinhart, Carmen (6)

Mantegna, Rosario (6)

Tiwari, Aviral (5)

Andersen, Torben (5)

lucey, brian (5)

Baur, Dirk (5)

Fama, Eugene (4)

Duffie, Darrell (4)

Bollerslev, Tim (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 (2025 and 2024)

YearTitle of citing document
2024Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2407.19932.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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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). Huang, Yirong ; Luo, YI. 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). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. 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 ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024Organizational risk culture: A literature review on dimensions, assessment, value relevance, and improvement levers. (2024). Gatzert, Nadine ; Bockius, Heike. In: European Management Journal. RePEc:eee:eurman:v:42:y:2024:i:4:p:539-564.

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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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2025Wish or reality? On the exploitability of triangular arbitrage in cryptocurrency markets. (2025). Muck, Matthias ; Schmidl, Thomas ; Wolf, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401537x.

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2024The demand for central clearing: To clear or not to clear, that is the question!. (2024). Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto ; Pelizzon, Loriana ; Girardi, Giulio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000329.

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2025Intraday impact of macroeconomic and COVID-19 news on Latin American stock indexes. (2025). Ayadi, Mohamed A ; ben Omrane, Walid ; Nafeesur, MD. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000304.

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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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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.

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2024Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war. (2024). Biswas, Priti ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000060.

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

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2024Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility. (2024). Abdullah, Mohammad Nayeem ; Chowdhury, Emon Kalyan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10423-1.

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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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2024Investor attention and cryptocurrency market liquidity: a double-edged sword. (2024). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Li, Tong ; Yao, Shouyu. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04915-w.

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2025Cryptos have rough volatility and correlated jumps. (2025). Krain, Lukas ; Zuo, Xiaorui ; Hrdle, Wolfgang Karl. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:2:d:10.1007_s42521-025-00125-8.

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2024Herding behavior in the cryptocurrency market: the case of the Russia–Ukraine conflict. (2024). Thien, Nguyen Nhan ; Nguyen, Binh Thanh ; Le, Hanh-Hong. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:51:y:2024:i:1:d:10.1007_s40812-023-00279-9.

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2024Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic. (2024). Khosravi, Reza ; Ghazani, Majid Mirzaee ; Momeni, Ali Akbar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00645-z.

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2025The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5.

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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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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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Price delay and market frictions in cryptocurrency markets In: Economics Letters.
[Full Text][Citation analysis]		article16
2020Volatility forecasting accuracy for Bitcoin In: Economics Letters.
[Full Text][Citation analysis]		article22
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]		article51
2016Does central clearing benefit risky dealers? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
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]		article3
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]		article8
2020What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation In: Sustainability.
[Full Text][Citation analysis]		article16
2007How do Rating Agencies Score in Predicting Firm Performance In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks In: Journal of Business Ethics.
[Full Text][Citation analysis]		article4
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]		article1
2005Bayesian Methods for Improving Credit Scoring Models In: Finance.
[Full Text][Citation analysis]		paper1
2007How do rating agencies score in predicting firm performance In: SFB 649 Discussion Papers.
[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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