Bitcoin, gold and the dollar–A GARCH volatility analysis AH Dyhrberg Finance research letters 16, 85-92, 2016 | 1915 | 2016 |
Hedging capabilities of bitcoin. Is it the virtual gold? AH Dyhrberg Finance Research Letters 16, 139-144, 2016 | 1238 | 2016 |
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 | 425 | 2017 |
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 | 269 | 2018 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 66 | 2024 |
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 | 21 | 2022 |
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 | 11 | 2022 |
Digital Assets and Markets: A Transaction-Cost analysis of market architectures A Aspris, AH Dyhrberg, TJ Putniņš, S Foley SWIFT Institute Working Paper, 2022 | 4 | 2022 |
One coin, many markets-how market frictions affect arbitrageurs AH Dyhrberg Working paper, https://www. annedyhrberg. org/docs/Dyhrberg-2020. pdf, 2020 | 4 | 2020 |
The impact of tick sizes on trader behavior: Evidence from cryptocurrency exchanges A Dyhrberg, S Foley, J Svec Working Paper, 2018 | 3 | 2018 |
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 | 1 | 2023 |
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 | 1 | 2019 |
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 | 1 | 2018 |
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, ... | | |