Michael Frömmel

Michael Frömmel

Universiteit Gent

H-index: 18

Europe-Belgium

About Michael Frömmel

Michael Frömmel, With an exceptional h-index of 18 and a recent h-index of 11 (since 2020), a distinguished researcher at Universiteit Gent, specializes in the field of international finance, foreign exchange, market microstructure, emerging market finance, managed futures.

His recent articles reflect a diverse array of research interests and contributions to the field:

Socially responsible investments: doing good while doing well in developed versus emerging markets?

Non-Standard errors

Donald Trump's tweets, political value judgment, and the Renminbi exchange rate

Corruption, business environment, and firm growth in Vietnam

Are Simple Technical Trading Rules Profitable in Bitcoin Markets?

The effects of Covid-19 related response policies on the performances of technology-driven financial services companies

Quantifying the asymmetric information flow between bitcoin prices and electricity consumption

Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange

Michael Frömmel Information

University

Position

Professor of Finance

Citations(all)

1129

Citations(since 2020)

468

Cited By

782

hIndex(all)

18

hIndex(since 2020)

11

i10Index(all)

27

i10Index(since 2020)

15

Email

University Profile Page

Universiteit Gent

Google Scholar

View Google Scholar Profile

Michael Frömmel Skills & Research Interests

international finance

foreign exchange

market microstructure

emerging market finance

managed futures

Top articles of Michael Frömmel

Title

Journal

Author(s)

Publication Date

Socially responsible investments: doing good while doing well in developed versus emerging markets?

Research in International Business and Finance

Jenjang Sri Lestari

Michael Frömmel

2024/4/1

Non-Standard errors

Anna Dreber

Albert J Menkveld

Felix Holzmeister

Magnus Johannesson

Juergen Huber

...

2021/11/11

Donald Trump's tweets, political value judgment, and the Renminbi exchange rate

International Review of Financial Analysis

Qisi Zhang

Michael Frömmel

Edwin Baidoo

2024/5/1

Corruption, business environment, and firm growth in Vietnam

International Journal of Finance & Economics

Phuoc Vu Ha

Michael Frömmel

2023/7

Are Simple Technical Trading Rules Profitable in Bitcoin Markets?

Available at SSRN 4401552

Michael Frömmel

Niek Deprez

2023

The effects of Covid-19 related response policies on the performances of technology-driven financial services companies

Finance Research Letters

Mustafa Özer

Darko B Vukovic

Michael Frömmel

Serap Kamişli

2023/12/1

Quantifying the asymmetric information flow between bitcoin prices and electricity consumption

Finance Research Letters

Moinak Maiti

Darko B Vukovic

Michael Frömmel

2023/11/1

Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange

Financial Innovation

Michael Frömmel

Eyup Kadioglu

2023/7/21

Testing Long memory in exchange rates and its implications for the adaptive market hypothesis

Physica A: Statistical Mechanics and its Applications

Raheel Asif

Michael Frömmel

2022/5/1

Sustainable Economy in Light of COVID-19

Darko Vukovic

Moinak Maiti

Michael Frömmel

2022/4/29

Inflation and portfolio selection

Finance Research Letters

Darko B Vukovic

Moinak Maiti

Michael Frömmel

2022/12/1

The crisis alpha of managed futures: Myth or reality?

International Review of Financial Analysis

Raheel Asif

Michael Frömmel

Alexander Mende

2022/3/1

The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential

Mathematics

Michael Frömmel

Darko B Vukovic

Jinyuan Wu

2022/11/29

International Financial Markets in the Digital Era

Michael Frömmel

2022/9/21

Manipulation in the bond market and the role of investment funds: Evidence from an emerging market

International Review of Financial Analysis

Eyüp Kadıoğlu

Michael Frömmel

2022/1/17

The role of gender for the risk-shifting behavior of hedge fund and CTA managers

Finance Research Letters

Kobra Ahmadpour

Michael Frömmel

2022/6/1

COVID-19 pandemic: Is the crypto market a safe haven? The impact of the first wave

Sustainability

Darko Vukovic

Moinak Maiti

Zoran Grubisic

Elena M Grigorieva

Michael Frömmel

2021/1

The accuracy of trade classification systems on the foreign exchange market: evidence from the RUB/USD market

FINANCE RESEARCH LETTERS

Michael Frömmel

Dick D'Hoore

Kevin Lampaert

2021

A panel data analysis of uncovered interest parity and time-varying risk premium

Open Economies Review

Dinçer Afat

Michael Frömmel

2021/7

Low liquidity beta anomaly in China

Emerging Markets Review

Michael Frömmel

Xing Han

Youwei Li

Samuel A Vigne

2022/3/1

See List of Professors in Michael Frömmel University(Universiteit Gent)

Co-Authors

H-index: 67
ronald macdonald

ronald macdonald

University of Glasgow

H-index: 11
Robinson Kruse

Robinson Kruse

Universität zu Köln

H-index: 8
Xing Han

Xing Han

University of Auckland

H-index: 5
Martien Lamers

Martien Lamers

Universiteit Gent

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