Ladislav Kristoufek
Univerzita Karlova
H-index: 43
Europe-Czech Republic
Top articles of Ladislav Kristoufek
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies | Annals of Operations Research | Elie Bouri Ladislav Kristoufek Tanveer Ahmad Syed Jawad Hussain Shahzad | 2024/3 |
Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness | Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies (July 27, 2023) | Jan Sila Evžen Kočenda Ladislav Kristoufek Jiri Kukacka | 2023/7/27 |
Safe havens for Bitcoin | Finance Research Letters | Martin Nedved Ladislav Kristoufek | 2023/1/1 |
Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in … | Financial Innovation | Elie Bouri Syed Jawad Hussain Shahzad Ladislav Kristoufek | 2023/9/25 |
Will Bitcoin ever become less volatile? | Finance Research Letters | Ladislav Kristoufek | 2023/1/1 |
Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis | Physica A: Statistical Mechanics and its Applications | CMC Inacio Jr L Kristoufek SA David | 2023/9/15 |
Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges | Finance Research Letters | Ladislav Kristoufek Elie Bouri | 2023/1/1 |
Good vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies | Jan Sila Evzen Kocenda Ladislav Kristoufek Jiri Kukacka | 2023/7 | |
Fundamental and speculative components of the cryptocurrency pricing dynamics | Financial Innovation | Jiri Kukacka Ladislav Kristoufek | 2023/3/5 |
Assessing the impact of the Russia-Ukraine war on energy prices: a dynamic cross-correlation analysis | Physica A: statistical mechanics and its applications | Claudio Marcio Cassela Inacio Junior Ladislav Kristoufek Sérgio Adriani David | 2023 |
Price transmission and policies in biofuels-related global networks | Karel Janda Ladislav Krištoufek Barbora Schererova David Zilberman | 2022 | |
On the role of stablecoins in cryptoasset pricing dynamics | Financial Innovation | Ladislav Kristoufek | 2022/4/17 |
Return and volatility spillovers between Chinese and US clean energy related stocks | Energy Economics | Karel Janda Ladislav Kristoufek Binyi Zhang | 2022/4/1 |
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak | Journal of International Financial Markets, Institutions and Money | Ashish Kumar Najaf Iqbal Subrata Kumar Mitra Ladislav Kristoufek Elie Bouri | 2022/3/1 |
Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression | Physica A: Statistical Mechanics and its Applications | Oussama Tilfani Ladislav Kristoufek Paulo Ferreira My Youssef El Boukfaoui | 2022/2/15 |
Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain | Plos one | Elie Bouri Ladislav Kristoufek Nehme Azoury | 2022/11/22 |
On empirical challenges in forecasting market betas in crypto markets | Jan Šíla Michael Mark Ladislav Krištoufek | 2022 | |
Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system | International Review of Financial Analysis | Jan Kubal Ladislav Kristoufek | 2022/11/1 |
Power-law cross-correlations: Issues, solutions and future challenges | Ladislav Kristoufek | 2021 | |
Anything can happen in women’s tennis, or can it? An empirical investigation into bias in sports journalism | Communication & Sport | Alice N Tejkalova Ladislav Kristoufek | 2021/10 |
Co-Authors
