E. Bouri
Bouri E.
,
Krištoufek Ladislav
,
Ahmad T.
,
Shahzad S. J. H.
:
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
,
Annals of Operations Research vol.334, p. 547-573
[2024]
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DOI:
10.1007/s10479-022-04568-9
Bouri E.
,
Shahzad S. J. H.
,
Krištoufek Ladislav
:
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
,
Financial Innovation vol.9, 119
[2023]
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DOI:
10.1186/s40854-023-00560-9
Krištoufek Ladislav
,
Bouri E.
:
Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges
,
Finance Research Letters vol.51, 103332
[2023]
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DOI:
10.1016/j.frl.2022.103332
Kumar A.
,
Iqbal N.
,
Mitra S. K.
,
Krištoufek Ladislav
,
Bouri E.
:
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
,
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY vol.71, 101523
[2022]
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DOI:
10.1016/j.intfin.2022.101523
Shahzad S. J. H.
,
Bouri E.
,
Krištoufek Ladislav
,
Saeed T.
:
Impact of the COVID‐19 outbreak on the US equity sectors: Evidence from quantile return spillovers
,
Financial Innovation vol.7, 14
[2021]
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DOI:
10.1186/s40854-021-00228-2
Shahzad S. J. H.
,
Bouri E.
,
Kayani G. M.
,
Nasir R. M.
,
Krištoufek Ladislav
:
Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
,
Physica. A : Statistical Mechanics and its Applications vol.550, 124519
[2020]
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DOI:
10.1016/j.physa.2020.124519
Shahzad S. J. H.
,
Bouri E.
,
Roubaud D.
,
Krištoufek Ladislav
,
Lucey B.
:
Is Bitcoin a better safe-haven investment than gold and commodities?
,
International Review of Financial Analysis vol.63, 1 (2019), p. 322-330
[2019]
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DOI:
10.1016/j.irfa.2019.01.002