| Bitcoin, gold and the US dollar–A replication and extension DG Baur, T Dimpfl, K Kuck Finance research letters 25, 103-110, 2018 | 644 | 2018 |
| Can internet search queries help to predict stock market volatility? T Dimpfl, S Jank European Financial Management 22 (2), 171-192, 2011 | 485* | 2011 |
| Asymmetric volatility in cryptocurrencies DG Baur, T Dimpfl Economics Letters 173, 148-151, 2018 | 396 | 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 | 260 | 2013 |
| 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 | 257 | 2021 |
| Stock return autocorrelations revisited: A quantile regression approach DG Baur, T Dimpfl, RC Jung Journal of Empirical Finance 19 (2), 254-265, 2012 | 204 | 2012 |
| RTransferEntropy—Quantifying information flow between different time series using effective transfer entropy S Behrendt, T Dimpfl, FJ Peter, DJ Zimmermann SoftwareX 10, 100265, 2019 | 176 | 2019 |
| Price discovery in bitcoin spot or futures? DG Baur, T Dimpfl Journal of Futures Markets 39 (7), 803-817, 2019 | 148 | 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 | 115 | 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 | 110 | 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 | 84 | 2019 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 74 | 2024 |
| Financial market spillovers around the globe T Dimpfl, RC Jung Applied Financial Economics 22 (1), 45-57, 2012 | 67 | 2012 |
| Nothing but noise? Price discovery across cryptocurrency exchanges T Dimpfl, FJ Peter Journal of Financial Markets 54, 100584, 2021 | 65* | 2021 |
| 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 | 65 | 2011 |
| Price discovery on Bitcoin markets P Pagnottoni, T Dimpfl Digital Finance 1 (1), 139-161, 2019 | 64 | 2019 |
| Analyzing volatility transmission using group transfer entropy T Dimpfl, FJ Peter Energy Economics 75, 368-376, 2018 | 58 | 2018 |
| The asymmetric return-volatility relationship of commodity prices DG Baur, T Dimpfl Energy Economics 76, 378-387, 2018 | 57 | 2018 |
| Realized bitcoin volatility DG Baur, T Dimpfl SSRN 2949754, 1-26, 2017 | 55 | 2017 |
| Investor pessimism and the German stock market: Exploring Google search queries T Dimpfl, V Kleiman German Economic Review 20 (1), 1-28, 2019 | 46 | 2019 |
Dirk BaurProfessor of Finance, University of Western Australia - Business SchoolVerified email at uwa.edu.au
