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Anne Haubo Dyhrberg
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Year
Bitcoin, gold and the dollar–A GARCH volatility analysis
AH Dyhrberg
Finance research letters 16, 85-92, 2016
19152016
Hedging capabilities of bitcoin. Is it the virtual gold?
AH Dyhrberg
Finance Research Letters 16, 139-144, 2016
12382016
On the return-volatility relationship in the Bitcoin market around the price crash of 2013
E Bouri, G Azzi, AH Dyhrberg
Economics 11 (1), 2, 2017
4252017
How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets
AH Dyhrberg, S Foley, J Svec
Economics Letters 171, 140-143, 2018
2692018
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
662024
When bigger is better: The impact of a tiny tick size on undercutting behavior
AH Dyhrberg, S Foley, J Svec
Journal of Financial and Quantitative Analysis 58 (6), 2387-2416, 2023
33*2023
The retail execution quality landscape
AH Dyhrberg, A Shkilko, IM Werner
Fisher College of Business Working Paper 14, 2022
212022
Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions
BM Cole, AH Dyhrberg, S Foley, J Svec
Journal of International Financial Markets, Institutions and Money 79, 101577, 2022
112022
Digital Assets and Markets: A Transaction-Cost analysis of market architectures
A Aspris, AH Dyhrberg, TJ Putniņš, S Foley
SWIFT Institute Working Paper, 2022
42022
One coin, many markets-how market frictions affect arbitrageurs
AH Dyhrberg
Working paper, https://www. annedyhrberg. org/docs/Dyhrberg-2020. pdf, 2020
42020
The impact of tick sizes on trader behavior: Evidence from cryptocurrency exchanges
A Dyhrberg, S Foley, J Svec
Working Paper, 2018
32018
How should we ring the closing bell? Determining optimal closing auction design
AH Dyhrberg, E Félez-Viñas, S Foley, TJ Putniņš
Determining Optimal Closing Auction Design (August 12, 2023), 2023
12023
Can Bitcoin be trusted? Quantifying the economic value of blockchain transactions
AH Dyhrberg, S Foley, J Svec, BM Cole
Quantifying the Economic Value of Blockchain Transactions (September 11, 2019), 2019
12019
Zero Tick: The impact of trading behavior on market quality with near continuous tick size.
AH Dyhrberg, S Foley, J Svec
Working Paper, URL https://ifrogs. org/PDF/CONF_2018/PAPERS …, 2018
12018
How should we ring the closing bell? Determining optimal closing auction design
E Felez Vinas, A Dyhrberg, S Foley, T Putnins
2022
A New Perspective on Financial Markets-What Cryptocurrencies and Blockchain Technology can Teach us About Market Microstructure
AH Dyhrberg
2021
Vitaly Meursault, Pierre Jinghong Liang, Bryan R. Routledge, and
MM Scanlon, B Goldie, C Jiang, P Koch, MB Wintoki, M Jansen, ...
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