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Bibliography

GA20-17295S

  1. Bouri E., Krištoufek Ladislav, Ahmad T., Shahzad S. J. H. :  Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies , Annals of Operations Research vol.334, p. 547-573 [2024] Download DOI: 10.1007/s10479-022-04568-9
  2. Krištoufek Ladislav :  Will Bitcoin ever become less volatile? , Finance Research Letters vol.51, [2023] Download Download DOI: 10.1016/j.frl.2022.103353
  3. Krištoufek Ladislav, Bouri E. :  Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges , Finance Research Letters vol.51, [2023] Download Download DOI: 10.1016/j.frl.2022.103332
  4. Nedvěd M., Krištoufek Ladislav :  Safe havens for Bitcoin , Finance Research Letters vol.51, [2023] Download Download DOI: 10.1016/j.frl.2022.103436
  5. Kukačka Jiří, Krištoufek Ladislav :  Fundamental and speculative components of the cryptocurrency pricing dynamics , Financial Innovation vol.9, [2023] Download Download DOI: 10.1186/s40854-023-00465-7
  6. Krištoufek Ladislav :  On the role of stablecoins in cryptoasset pricing dynamics , Financial Innovation vol.8, [2022] Download Download DOI: 10.1186/s40854-022-00343-8
  7. Assaf A., Krištoufek Ladislav, Demir E., Mitra S. M. :  Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures , JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY vol.71, [2021] Download Download DOI: 10.1016/j.intfin.2021.101312
  8. Krištoufek Ladislav :  Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets , Finance Research Letters vol.43, [2021] Download Download DOI: 10.1016/j.frl.2021.101991
  9. Shahzad S. J. H., Bouri E., Krištoufek Ladislav, Saeed T. :  Impact of the COVID‐19 outbreak on the US equity sectors: Evidence from quantile return spillovers , Financial Innovation vol.7, [2021] Download Download DOI: 10.1186/s40854-021-00228-2
  10. Krištoufek Ladislav :  Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic , Frontiers in Physics vol.8, [2020] Download Download DOI: 10.3389/fphy.2020.00296