All Stories

  1. Cut Your Losses and Let Your Profits Run

    Article • The Journal of Portfolio Management, September 2023, Institutional Investor Journals

    Thomas Dimpfl

  2. Information shares for markets with partially overlapping trading hours

    Article • Journal of Banking & Finance, September 2023, Elsevier

    Thomas Dimpfl

  3. Attention and retail investor herding in cryptocurrency markets

    Article • Finance Research Letters, January 2023, Elsevier

    Thomas Dimpfl

  4. Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.

    Article • Econometrics and Statistics, October 2022, Elsevier

    Thomas Dimpfl

  5. Benefits of additional online practice opportunities in higher education

    Article • The Internet and Higher Education, April 2022, Elsevier

    Thomas Dimpfl

  6. Future portfolio returns and the VIX term structure

    Article • The Journal of Risk, January 2022, Incisive Media

    Thomas Dimpfl

  7. Volatility discovery in cryptocurrency markets

    Article • The Journal of Risk Finance, September 2021, Emerald

    Thomas Dimpfl

  8. Price Discovery and Learning during the German 5G Auction

    Article • Journal of Risk and Financial Management, June 2021, MDPI AG

    Thomas Dimpfl

  9. Nothing but noise? Price discovery across cryptocurrency exchanges

    Article • Journal of Financial Markets, June 2021, Elsevier

    Thomas Dimpfl

  10. Estimation of the SARS-CoV-2 infection fatality rate in Germany

    Article • February 2021, Research Square

    Thomas Dimpfl

  11. Estimation of the SARS-CoV-2 infection fatality rate in Germany

    Article • January 2021, Cold Spring Harbor Laboratory Press

    Thomas Dimpfl

  12. The volatility of Bitcoin and its role as a medium of exchange and a store of value

    Article • Empirical Economics, January 2021, Springer Science + Business Media

    Thomas Dimpfl

  13. Estimation of the SARS-CoV-2 Infection Fatality Rate in Germany

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Thomas Dimpfl

  14. Safe Haven Assets - The Bigger Picture

    Article • SSRN Electronic Journal, January 2021, Elsevier

    Thomas Dimpfl

  15. Bitcoin Price Risk—A Durations Perspective

    Article • Journal of Risk and Financial Management, July 2020, MDPI AG

    Thomas Dimpfl

  16. Volatility Discovery in Cryptocurrency Markets

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  17. A Safe Haven Index

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  18. Dry As the Desert? On the Liquidity of a Bitcoin Exchange

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  19. Information Transmission across Cryptocurrency Markets and the Role of the Blockchain

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  20. Nothing but Noise? Price Discovery between Cryptocurrency Exchanges

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  21. Price Discovery and Learning During the German 5G Auctions

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  22. The What, When and Where of Limit Order Books

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Thomas Dimpfl

  23. RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy

    Article • SoftwareX, July 2019, Elsevier

    Thomas Dimpfl

  24. Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume

    Article • International Review of Financial Analysis, May 2019, Elsevier

    Thomas Dimpfl

  25. Price discovery on Bitcoin markets

    Article • Digital Finance, March 2019, Springer Science + Business Media

    Thomas Dimpfl

  26. Price discovery in bitcoin spot or futures?

    Article • Journal of Futures Markets, February 2019, Wiley

    Thomas Dimpfl

  27. Investor Pessimism and the German Stock Market: Exploring Google Search Queries

    Article • German Economic Review, February 2019, De Gruyter

    Vladislav Kleiman, Thomas Dimpfl

  28. Group transfer entropy with an application to cryptocurrencies

    Article • Physica A Statistical Mechanics and its Applications, February 2019, Elsevier

    Thomas Dimpfl

  29. Insider Trading Laws as a Defeat Device

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Thomas Dimpfl

  30. Recovering Google's Lost Frequencies: An Algorithm to Knit Multi-Annual High-Frequency Search Volume Time Series

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Thomas Dimpfl

  31. Asymmetric volatility in cryptocurrencies

    Article • Economics Letters, December 2018, Elsevier

    Thomas Dimpfl

  32. A Quantile Regression Approach to Estimate the Variance of Financial Returns*

    Article • Journal of Financial Econometrics, November 2018, Oxford University Press (OUP)

    Thomas Dimpfl

  33. The asymmetric return-volatility relationship of commodity prices

    Article • Energy Economics, October 2018, Elsevier

    Thomas Dimpfl

  34. Analyzing volatility transmission using group transfer entropy

    Article • Energy Economics, September 2018, Elsevier

    Thomas Dimpfl

  35. How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach

    Article • Computational Economics, August 2018, Springer Science + Business Media

    Thomas Dimpfl

  36. Bitcoin, gold and the US dollar – A replication and extension

    Article • Finance Research Letters, June 2018, Elsevier

    Thomas Dimpfl

  37. Think again: volatility asymmetry and volatility persistence

    Article • Studies in Nonlinear Dynamics & Econometrics, April 2018, De Gruyter

    Thomas Dimpfl

  38. Price Discovery in Bitcoin Spot or Futures?

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Thomas Dimpfl

  39. Knitting Daily Google Trends -- With an Application to Augur Cryptocurrency Returns

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Thomas Dimpfl

  40. Price Discovery on Bitcoin Markets

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Thomas Dimpfl

  41. A Storm But No Damage? A Two-Country Equity and Currency Market Perspective of Brexit

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Thomas Dimpfl

  42. Asymmetric Volatility in Cryptocurrencies

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Thomas Dimpfl

  43. Persistent Imbalances: The Impact of Exchange Rate Appreciation on China's Trade Balances

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Thomas Dimpfl

  44. Price discovery in agricultural commodity markets in the presence of futures speculation

    Article • Journal of Commodity Markets, March 2017, Elsevier

    Thomas Dimpfl

  45. Realized Bitcoin Volatility

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Thomas Dimpfl

  46. The Asymmetric Return - Volatility Relationship of Commodity Price Changes

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Thomas Dimpfl

  47. Bitcoin Market Microstructure

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Thomas Dimpfl

  48. Bitcoin, Gold and the Dollar - A Replication and Extension

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Thomas Dimpfl

  49. Googling gold and mining bad news

    Article • Resources Policy, December 2016, Elsevier

    Thomas Dimpfl

  50. When does a household invest in stocks?

    Article • Studies in Economics and Finance, June 2016, Emerald

    Thomas Dimpfl

  51. Price discovery in CDS and corporate bond markets

    Article • Studies in Nonlinear Dynamics & Econometrics, January 2016, De Gruyter

    Thomas Dimpfl

  52. Can Internet Search Queries Help to Predict Stock Market Volatility?

    Article • European Financial Management, February 2015, Wiley

    Thomas Dimpfl

  53. The impact of the financial crisis on transatlantic information flows: An intraday analysis

    Article • Journal of International Financial Markets Institutions and Money, July 2014, Elsevier

    Thomas Dimpfl

  54. A note on cointegration of international stock market indices

    Article • International Review of Financial Analysis, May 2014, Elsevier

    Thomas Dimpfl

  55. Information flows between CDS and corporate bond markets

    Article • Studies in Nonlinear Dynamics & Econometrics, January 2013, De Gruyter

    Thomas Dimpfl

  56. Stock return autocorrelations revisited: A quantile regression approach

    Article • Journal of Empirical Finance, March 2012, Elsevier

    Thomas Dimpfl

  57. The impact of US news on the German stock market—An event study analysis

    Article • The Quarterly Review of Economics and Finance, November 2011, Elsevier

    Thomas Dimpfl

  58. Financial market spillovers around the globe

    Article • Applied Financial Economics, September 2011, Taylor & Francis

    Thomas Dimpfl