| Bitcoin, gold and the US dollar–A replication and extension DG Baur, T Dimpfl, K Kuck Finance research letters 25, 103-110, 2018 | 540 | 2018 |
| Can internet search queries help to predict stock market volatility? T Dimpfl, S Jank European Financial Management 22 (2), 171-192, 2011 | 435* | 2011 |
| Asymmetric volatility in cryptocurrencies DG Baur, T Dimpfl Economics Letters 173, 148-151, 2018 | 299 | 2018 |
| Using transfer entropy to measure information flows between financial markets T Dimpfl, FJ Peter Studies in Nonlinear Dynamics & Econometrics 17 (1), 85-102, 2013 | 217 | 2013 |
| Stock return autocorrelations revisited: A quantile regression approach DG Baur, T Dimpfl, RC Jung Journal of Empirical Finance 19 (2), 254-265, 2012 | 183 | 2012 |
| The volatility of Bitcoin and its role as a medium of exchange and a store of value DG Baur, T Dimpfl Empirical Economics 61 (5), 2663-2683, 2021 | 145 | 2021 |
| RTransferEntropy—Quantifying information flow between different time series using effective transfer entropy S Behrendt, T Dimpfl, FJ Peter, DJ Zimmermann SoftwareX 10, 100265, 2019 | 133 | 2019 |
| Price discovery in bitcoin spot or futures? DG Baur, T Dimpfl Journal of Futures Markets 39 (7), 803-817, 2019 | 117 | 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 | 98 | 2014 |
| Price discovery in agricultural commodity markets in the presence of futures speculation T Dimpfl, M Flad, RC Jung Journal of Commodity Markets 5, 50-62, 2017 | 90 | 2017 |
| Today I got a million, tomorrow, I don't know: on the predictability of cryptocurrencies by means of Google search volume J Bleher, T Dimpfl International Review of Financial Analysis 63, 147-159, 2019 | 61 | 2019 |
| Financial market spillovers around the globe T Dimpfl, RC Jung Applied Financial Economics 22 (1), 45-57, 2012 | 61 | 2012 |
| The impact of US news on the German stock market—An event study analysis T Dimpfl The Quarterly Review of Economics and Finance 51 (4), 389-398, 2011 | 59 | 2011 |
| Price discovery on Bitcoin markets P Pagnottoni, T Dimpfl Digital Finance 1 (1-4), 139-161, 2019 | 53 | 2019 |
| Realized bitcoin volatility DG Baur, T Dimpfl SSRN 2949754, 1-26, 2017 | 51 | 2017 |
| Analyzing volatility transmission using group transfer entropy T Dimpfl, FJ Peter Energy Economics 75, 368-376, 2018 | 48 | 2018 |
| Nothing but noise? Price discovery across cryptocurrency exchanges T Dimpfl, FJ Peter Journal of Financial Markets 54, 100584, 2021 | 47* | 2021 |
| The asymmetric return-volatility relationship of commodity prices DG Baur, T Dimpfl Energy Economics 76, 378-387, 2018 | 47 | 2018 |
| Investor pessimism and the German stock market: Exploring Google search queries T Dimpfl, V Kleiman German Economic Review 20 (1), 1-28, 2019 | 37 | 2019 |
| Group transfer entropy with an application to cryptocurrencies T Dimpfl, FJ Peter Physica A: Statistical Mechanics and its Applications 516, 543-551, 2019 | 35 | 2019 |
Dirk BaurProfessor of Finance, University of Western Australia - Business SchoolBestätigte E-Mail-Adresse bei uwa.edu.au
