Ladislav Kristoufek
Univerzita Karlova
H-index: 43
Europe-Czech Republic
Top articles of Ladislav Kristoufek
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
Annals of Operations Research
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)
2023/7/27
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
2023/9/25
Elie Bouri
H-Index: 38
Ladislav Kristoufek
H-Index: 31
Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis
Physica A: Statistical Mechanics and its Applications
2023/9/15
Good vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies
2023/7
Fundamental and speculative components of the cryptocurrency pricing dynamics
Financial Innovation
2023/3/5
Jiri Kukacka
H-Index: 7
Ladislav Kristoufek
H-Index: 31
Assessing the impact of the Russia-Ukraine war on energy prices: a dynamic cross-correlation analysis
Physica A: statistical mechanics and its applications
2023
Claudio Marcio Cassela Inacio Junior
H-Index: 4
Ladislav Kristoufek
H-Index: 31
Safe havens for Bitcoin
Finance Research Letters
2023/1/1
Ladislav Kristoufek
H-Index: 31
Will Bitcoin ever become less volatile?
Finance Research Letters
2023/1/1
Ladislav Kristoufek
H-Index: 31
Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
Finance Research Letters
2023/1/1
Ladislav Kristoufek
H-Index: 31
Elie Bouri
H-Index: 38
Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain
Plos one
2022/11/22
Elie Bouri
H-Index: 38
Ladislav Kristoufek
H-Index: 31
Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system
International Review of Financial Analysis
2022/11/1
Ladislav Kristoufek
H-Index: 31
On the role of stablecoins in cryptoasset pricing dynamics
Financial Innovation
2022/4/17
Ladislav Kristoufek
H-Index: 31
Return and volatility spillovers between Chinese and US clean energy related stocks
Energy Economics
2022/4/1
Karel Janda
H-Index: 18
Ladislav Kristoufek
H-Index: 31
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
Journal of International Financial Markets, Institutions and Money
2022/3/1
Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression
Physica A: Statistical Mechanics and its Applications
2022/2/15
Ladislav Kristoufek
H-Index: 31
Paulo Ferreira
H-Index: 22
Price transmission and policies in biofuels-related global networks
2022
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
2021/3/1
Ladislav Kristoufek
H-Index: 31
Ender Demir
H-Index: 20
Journal of International Financial Markets, Institutions & Money
2014
Co-Authors
