Simon Trimborn : Citation Profile

Are you Simon Trimborn?

City University
Universiteit van Amsterdam

7

H index

6

i10 index

204

Citations

RESEARCH PRODUCTION:

5

Articles

13

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 34
   Journals where Simon Trimborn has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 8 (3.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr350
   Updated: 2024-12-03    RAS profile: 2023-10-04    
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Relations with other researchers

Works with:

Härdle, Wolfgang (5)

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

Is cited by:

Härdle, Wolfgang (17)

Reule, Raphael (7)

Walther, Thomas (7)

Hafner, Christian (4)

Yarovaya, Larisa (4)

Wang, Bingling (4)

Häusler, Konstantin (4)

Bartolucci, Francesco (3)

Gradojevic, Nikola (3)

Giudici, Paolo (3)

Tsiakas, Ilias (3)

Cites to:

OOSTERLINCK, Kim (8)

Szafarz, Ariane (8)

Walther, Thomas (6)

Giudici, Paolo (5)

Houy, Nicolas (5)

Härdle, Wolfgang (5)

Bouri, Elie (4)

Roubaud, David (4)

Bollerslev, Tim (4)

Uhlig, Harald (3)

Cao, Charles (3)

Main data

Where Simon Trimborn has published?

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk4
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"3
Papers / arXiv.org2

Recent works citing Simon Trimborn (2024 and 2023)

YearTitle of citing document
2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2024Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2023Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757.

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

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2024Quantifying neural network uncertainty under volatility clustering. (2024). Azizi, Lamiae. In: Papers. RePEc:arx:papers:2402.14476.

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2023War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183.

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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.

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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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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2023A dynamic conditional score model for the log correlation matrix. (2023). Wang, Linqi ; Hafner, Christian M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002153.

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2024Robustifying Markowitz. (2024). Zhivotovskiy, Nikita ; Hardle, Wolfgang Karl ; Klochkov, Yegor ; Petukhina, Alla. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000180.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2023On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

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2023Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2023Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158.

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2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets. (2023). Ugolini, Andrea ; Mensi, Walid ; Reboredo, Juan C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000661.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2024Testing the credibility of crypto influencers: An event study on Bitcoin. (2024). Sandner, Philipp ; Welpe, Isabell M ; Meyer, Eva Andrea. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012369.

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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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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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2023Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

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2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Sanhaji, Bilel ; Chevallier, Julien. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066.

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2023Hedging cryptocurrency options. (2023). Hardle, Wolfgang Karl ; Packham, Natalie ; Matic, Jovanka Lili. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-023-09194-6.

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2023Cryptocurrency Acceptance Model to Analyze Consumers’ Usage Intention: Evidence From Pakistan. (2023). Olh, Judit ; Popp, Jzsef ; Khaliq, Usama ; Chinove, Leslie. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231156360.

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2023Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm. (2023). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00438-2.

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2023Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492.

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Works by Simon Trimborn:

YearTitleTypeCited
2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies In: Papers.
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2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies.(2021) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 21		article
2020CRIX an index for cryptocurrencies In: Papers.
[Full Text][Citation analysis]		paper94
2018CRIX an Index for cryptocurrencies.(2018) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 94		article
2020CRIX an Index for cryptocurrencies.(2020) In: IRTG 1792 Discussion Papers.
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This paper has nother version. Agregated cites: 94		paper
2021VCRIX — A volatility index for crypto-currencies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2019VCRIX - a volatility index for crypto-currencies.(2019) In: IRTG 1792 Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2020Lead Behaviour in Bitcoin Markets In: Risks.
[Full Text][Citation analysis]		article3
2015CRIX or evaluating Blockchain based currencies In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper14
2016CRIX or evaluating blockchain based currencies In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016The Cross-Section of Crypto-Currencies as Financial Assets: An Overview In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper26
2017Investing with cryptocurrencies - A liquidity constrained investment approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper19
2020Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article15
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This paper has nother version. Agregated cites: 15		paper
2018Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies In: IRTG 1792 Discussion Papers.
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