Thomas Dimpfl
Names
| first: |
Thomas |
| last: |
Dimpfl |
Identifer
Contact
Affiliations
-
Universität Hohenheim
/ Fakultät Wirtschafts- und Sozialwissenschaften
Research profile
author of:
- From orders to prices: A stochastic description of the limit order book to forecast intraday returns (RePEc:arx:papers:2004.11953)
by Johannes Bleher & Michael Bleher & Thomas Dimpfl - Can Internet Search Queries Help to Predict Stock Market Volatility? (RePEc:bla:eufman:v:22:y:2016:i:2:p:171-192)
by Thomas Dimpfl & Stephan Jank - Investor Pessimism and the German Stock Market: Exploring Google Search Queries (RePEc:bla:germec:v:20:y:2019:i:1:p:1-28)
by Thomas Dimpfl & Vladislav Kleiman - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Investor Pessimism and the German Stock Market: Exploring Google Search Queries (RePEc:bpj:germec:v:20:y:2019:i:1:p:1-28)
by Dimpfl Thomas & Kleiman Vladislav - Using transfer entropy to measure information flows between financial markets (RePEc:bpj:sndecm:v:17:y:2013:i:1:p:85-102:n:3)
by Dimpfl Thomas & Peter Franziska Julia - Price discovery in the markets for credit risk: a Markov switching approach (RePEc:bpj:sndecm:v:20:y:2016:i:3:p:233-249:n:5)
by Dimpfl Thomas & Peter Franziska J. - Think again: volatility asymmetry and volatility persistence (RePEc:bpj:sndecm:v:23:y:2019:i:1:p:19:n:2)
by Baur Dirk G. & Dimpfl Thomas - Asymmetric volatility in cryptocurrencies (RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151)
by Baur, Dirk G. & Dimpfl, Thomas - Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption (RePEc:eee:ecosta:v:24:y:2022:i:c:p:1-26)
by Bleher, Johannes & Dimpfl, Thomas - Stock return autocorrelations revisited: A quantile regression approach (RePEc:eee:empfin:v:19:y:2012:i:2:p:254-265)
by Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C. - Analyzing volatility transmission using group transfer entropy (RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376)
by Dimpfl, Thomas & Peter, Franziska J. - The asymmetric return-volatility relationship of commodity prices (RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387)
by Baur, Dirk G. & Dimpfl, Thomas - A note on cointegration of international stock market indices (RePEc:eee:finana:v:33:y:2014:i:c:p:10-16)
by Dimpfl, Thomas - Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume (RePEc:eee:finana:v:63:y:2019:i:c:p:147-159)
by Bleher, Johannes & Dimpfl, Thomas - Bitcoin, gold and the US dollar – A replication and extension (RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110)
by Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin - Attention and retail investor herding in cryptocurrency markets (RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x)
by Koch, Sophia & Dimpfl, Thomas - Nothing but noise? Price discovery across cryptocurrency exchanges (RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537)
by Dimpfl, Thomas & Peter, Franziska J. - The impact of the financial crisis on transatlantic information flows: An intraday analysis (RePEc:eee:intfin:v:31:y:2014:i:c:p:1-13)
by Dimpfl, Thomas & Peter, Franziska J. - Information shares for markets with partially overlapping trading hours (RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681)
by Dimpfl, Thomas & Schweikert, Karsten - Price discovery in agricultural commodity markets in the presence of futures speculation (RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62)
by Dimpfl, Thomas & Flad, Michael & Jung, Robert C. - Googling gold and mining bad news (RePEc:eee:jrpoli:v:50:y:2016:i:c:p:306-311)
by Baur, Dirk G. & Dimpfl, Thomas - Group transfer entropy with an application to cryptocurrencies (RePEc:eee:phsmap:v:516:y:2019:i:c:p:543-551)
by Dimpfl, Thomas & Peter, Franziska J. - The impact of US news on the German stock market—An event study analysis (RePEc:eee:quaeco:v:51:y:2011:i:4:p:389-398)
by Dimpfl, Thomas - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Volatility discovery in cryptocurrency markets (RePEc:eme:jrfpps:jrf-11-2020-0238)
by Thomas Dimpfl & Dalia Elshiaty - Unknown item RePEc:eme:sefpps:sef-09-2014-0168 (article)
- Labor income risk and households’ risky asset holdings (RePEc:eme:sefpps:v:33:y:2016:i:2:p:262-280)
by Gideon Becker & Thomas Dimpfl - Bitcoin Price Risk—A Durations Perspective (RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:157-:d:386045)
by Thomas Dimpfl & Stefania Odelli - Price Discovery and Learning during the German 5G Auction (RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:274-:d:577012)
by Thomas Dimpfl & Alexander Reining - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Financial market spillovers around the globe (RePEc:hlj:hljwrp:20-2011)
by Thomas Dimpfl & Robert Jung - Using transfer entropy to measure information flows between financial markets (RePEc:hum:wpaper:sfb649dp2012-051)
by Thomas Dimpfl & Franziska J. Peter - Price discovery in the markets for credit risk: A Markov switching approach (RePEc:hum:wpaper:sfb649dp2015-035)
by Thomas Dimpfl & Franziska J. Peter - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach (RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9840-7)
by Thomas Dimpfl & Tobias Langen - Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany’s first wave
[Vergleich europäischer Gesundheitssysteme in der COVID-19-Pandemie] (RePEc:oup:emjrnl:v:25:y:2022:i:2:p:515-530.)
by Thomas Dimpfl & Jantje Sönksen & Ingo Bechmann & Joachim Grammig - A Quantile Regression Approach to Estimate the Variance of Financial Returns (RePEc:oup:jfinec:v:17:y:2019:i:4:p:616-644.)
by Dirk G Baur & Thomas Dimpfl - Price discovery on Bitcoin markets (RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00006-x)
by Paolo Pagnottoni & Thomas Dimpfl - The volatility of Bitcoin and its role as a medium of exchange and a store of value (RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01990-5)
by Dirk G. Baur & Thomas Dimpfl - Unknown item RePEc:taf:apfiec:v:22:y:2012:i:1:p:45-57 (article)
- State-dependent Momentum in International Stock Markets (RePEc:uts:wpaper:169)
by Dirk G Baur & Thomas Dimpfl - Price discovery in bitcoin spot or futures? (RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817)
by Dirk G. Baur & Thomas Dimpfl - Can internet search queries help to predict stock market volatility? (RePEc:zbw:cfrwps:1115)
by Dimpfl, Thomas & Jank, Stephan - Price Discovery on Bitcoin Markets (RePEc:zbw:irtgdp:2018014)
by Pagnottoni, Paolo & Baur, Dirk G. & Dimpfl, Thomas - Using transfer entropy to measure information flows between financial markets (RePEc:zbw:sfb649:sfb649dp2012-051)
by Dimpfl, Thomas & Peter, Franziska J. - Can Internet search queries help to predict stock market volatility? (RePEc:zbw:tuewef:18)
by Dimpfl, Thomas & Jank, Stephan - Stock return autocorrelations revisited: A quantile regression approach (RePEc:zbw:tuewef:24)
by Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C. - The impact of the financial crisis on transatlantic information flows: An intraday analysis (RePEc:zbw:tuewef:70)
by Dimpfl, Thomas & Peter, Franziska J. - Labor income risk and the reluctance of fouseholds to invest in risky financial assets: A panel data analysis (RePEc:zbw:tuewef:72)
by Becker, Gideon & Dimpfl, Thomas - A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations (RePEc:zbw:vfsc15:112921)
by Dimpfl, Thomas & Langen, Tobias