All Stories

  1. Cut Your Losses and Let Your Profits Run
  2. Information shares for markets with partially overlapping trading hours
  3. Attention and retail investor herding in cryptocurrency markets
  4. Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.
  5. Benefits of additional online practice opportunities in higher education
  6. Future portfolio returns and the VIX term structure
  7. Volatility discovery in cryptocurrency markets
  8. Price Discovery and Learning during the German 5G Auction
  9. Nothing but noise? Price discovery across cryptocurrency exchanges
  10. Estimation of the SARS-CoV-2 infection fatality rate in Germany
  11. Estimation of the SARS-CoV-2 infection fatality rate in Germany
  12. The volatility of Bitcoin and its role as a medium of exchange and a store of value
  13. Estimation of the SARS-CoV-2 Infection Fatality Rate in Germany
  14. Safe Haven Assets - The Bigger Picture
  15. Bitcoin Price Risk—A Durations Perspective
  16. Volatility Discovery in Cryptocurrency Markets
  17. A Safe Haven Index
  18. Dry As the Desert? On the Liquidity of a Bitcoin Exchange
  19. Information Transmission across Cryptocurrency Markets and the Role of the Blockchain
  20. Nothing but Noise? Price Discovery between Cryptocurrency Exchanges
  21. Price Discovery and Learning During the German 5G Auctions
  22. The What, When and Where of Limit Order Books
  23. RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy
  24. Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume
  25. Price discovery on Bitcoin markets
  26. Price discovery in bitcoin spot or futures?
  27. Investor Pessimism and the German Stock Market: Exploring Google Search Queries
  28. Group transfer entropy with an application to cryptocurrencies
  29. Insider Trading Laws as a Defeat Device
  30. Recovering Google's Lost Frequencies: An Algorithm to Knit Multi-Annual High-Frequency Search Volume Time Series
  31. Asymmetric volatility in cryptocurrencies
  32. A Quantile Regression Approach to Estimate the Variance of Financial Returns*
  33. The asymmetric return-volatility relationship of commodity prices
  34. Analyzing volatility transmission using group transfer entropy
  35. How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach
  36. Bitcoin, gold and the US dollar – A replication and extension
  37. Think again: volatility asymmetry and volatility persistence
  38. Price Discovery in Bitcoin Spot or Futures?
  39. Knitting Daily Google Trends -- With an Application to Augur Cryptocurrency Returns
  40. Price Discovery on Bitcoin Markets
  41. A Storm But No Damage? A Two-Country Equity and Currency Market Perspective of Brexit
  42. Asymmetric Volatility in Cryptocurrencies
  43. Persistent Imbalances: The Impact of Exchange Rate Appreciation on China's Trade Balances
  44. Price discovery in agricultural commodity markets in the presence of futures speculation
  45. Realized Bitcoin Volatility
  46. The Asymmetric Return - Volatility Relationship of Commodity Price Changes
  47. Bitcoin Market Microstructure
  48. Bitcoin, Gold and the Dollar - A Replication and Extension
  49. Googling gold and mining bad news
  50. When does a household invest in stocks?
  51. Price discovery in CDS and corporate bond markets
  52. Can Internet Search Queries Help to Predict Stock Market Volatility?
  53. The impact of the financial crisis on transatlantic information flows: An intraday analysis
  54. A note on cointegration of international stock market indices
  55. Information flows between CDS and corporate bond markets
  56. Stock return autocorrelations revisited: A quantile regression approach
  57. The impact of US news on the German stock market—An event study analysis
  58. Financial market spillovers around the globe