| Using transfer entropy to measure information flows between financial markets T Dimpfl, FJ Peter Studies in Nonlinear Dynamics and Econometrics 17 (1), 85-102, 2013 | 254 | 2013 |
| RTransferEntropy—Quantifying information flow between different time series using effective transfer entropy S Behrendt, T Dimpfl, FJ Peter, DJ Zimmermann SoftwareX 10, 100265, 2019 | 173 | 2019 |
| The impact of the financial crisis on transatlantic information flows: An intraday analysis T Dimpfl, FJ Peter Journal of International Financial Markets, Institutions and Money 31, 1-13, 2014 | 114 | 2014 |
| Telltale tails: A new approach to estimating unique market information shares J Grammig, FJ Peter Journal of Financial and Quantitative Analysis 48 (2), 459-488, 2013 | 76 | 2013 |
| The Fama-French five-factor model plus momentum: Evidence for the German market P Dirkx, FJ Peter Schmalenbach Business Review 72, 661-684, 2020 | 65 | 2020 |
| Analyzing volatility transmission using group transfer entropy T Dimpfl, FJ Peter Energy Economics 75, 368-376, 2018 | 58 | 2018 |
| Nothing but Noise? Price Discovery Across Cryptocurrency Exchanges T Dimpfl, FJ Peter forthcoming in Journal of Financial Markets, 2020 | 54 | 2020 |
| Group transfer entropy with an application to cryptocurrencies T Dimpfl, FJ Peter Physica A: Statistical Mechanics and its Applications 516, 543-551, 2019 | 40 | 2019 |
| An encyclopedia for stock markets? Wikipedia searches and stock returns S Behrendt, FJ Peter, D Zimmermann International Review of Financial Analysis, 2020 | 21 | 2020 |
| Who moves first? An intensity-based measure for information flows across stock exchanges K Kehrle, FJ Peter Journal of Banking & Finance 37 (5), 1629-1642, 2013 | 21 | 2013 |
| Using transfer entropy to measure information flows from and to the CDS market FJ Peter, T Dimpfl, L Huergo Midwest Finance Association 2012 Annual Meetings Paper; Available online …, 2011 | 14 | 2011 |
| Rtransferentropy—Quantifying information flow between different time series using effective transfer entropy. SoftwareX, 10, Article 100265 S Behrendt, T Dimpfl, FJ Peter, DJ Zimmermann | 9 | 2019 |
| The Determinants of Banks’ AT1 CoCo Spreads A Kind, P Oster, FJ Peter European Financial Management, 2021 | 8 | 2021 |
| Measuring 25 years of global equity market co-movement using a time-varying spatial model TLA Heil, FJ Peter, P Prange Journal of International Money and Finance 128, 102708, 2022 | 7 | 2022 |
| Are you a zombie? A supervised learning method to classify unviable firms and identify the determinants A De Martiis, TL Heil, FJ Peter SSRN wpn 3625473, 2021 | 7* | 2021 |
| Implementing the Fama-French five-factor model for the German stock market P Dirkx, FJ Peter Available at SSRN 3300642, 2018 | 7 | 2018 |
| When Companies Don't Die: Analyzing Zombie and Distressed Firms in a Low Interest Rate Environment A De Martiis, FJ Peter Available at SSRN 3890788, 2021 | 6 | 2021 |
| Where is the market? Three econometric approaches to measure contributions to price discovery FJ Peter Universität Tübingen, 2011 | 5 | 2011 |
| Tumbling titans? The changing patterns of price discovery in the US equity market J Grammig, FJ Peter The Changing Patterns of Price Discovery in the US Equity Market (April 18 …, 2018 | 4 | 2018 |
| International price discovery in stock markets-a unique intensity based information share K Kehrle, FJ Peter Available at SSRN 1569507, 2010 | 4 | 2010 |
Thomas DimpflUniversity of HohenheimBestätigte E-Mail-Adresse bei uni-hohenheim.de
