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Klaus Grobys
Klaus Grobys
在 uwasa.fi 的电子邮件经过验证
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引用次数
引用次数
年份
Cryptocurrencies and momentum
K Grobys, N Sapkota
Economics Letters 180, 6-10, 2019
1432019
On the stability of stablecoins
K Grobys, J Junttila, JW Kolari, N Sapkota
Journal of Empirical Finance 64, 207-223, 2021
1282021
Technical trading rules in the cryptocurrency market
K Grobys, S Ahmed, N Sapkota
Finance Research Letters 32, 101396, 2020
992020
Speculation and lottery-like demand in cryptocurrency markets
K Grobys, J Junttila
Journal of International Financial Markets, Institutions and Money 71, 101289, 2021
892021
When Bitcoin has the flu: On Bitcoin’s performance to hedge equity risk in the early wake of the COVID-19 outbreak
K Grobys
Applied Economics Letters 28 (10), 860-865, 2021
672021
Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy
K Grobys
Economics Letters 127, 72-75, 2015
592015
When the blockchain does not block: on hackings and uncertainty in the cryptocurrency market
K Grobys
Quantitative Finance 21 (8), 1267-1279, 2021
562021
Risk-managed industry momentum and momentum crashes
K Grobys, J Ruotsalainen, J Äijö
Quantitative Finance 18 (10), 1715-1733, 2018
412018
When tether says “Jump!” Bitcoin asks “How low?”
K Grobys, TLD Huynh
Finance Research Letters 47, 102644, 2022
362022
Predicting cryptocurrency defaults
K Grobys, N Sapkota
Applied Economics 52 (46), 5060-5076, 2020
362020
Combining value and momentum: evidence from the Nordic equity market
K Grobys, T Huhta-Halkola
Applied economics 51 (26), 2872-2884, 2019
302019
On industry momentum strategies
K Grobys, J Kolari
Journal of Financial Research 43 (1), 95-119, 2020
272020
Have volatility spillover effects of cointegrated European stock markets increased over time?
K Grobys
The review of finance and banking 2 (2), 83-94, 2010
252010
What do we know about the second moment of financial markets?
K Grobys
International review of financial analysis 78, 101891, 2021
242021
Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins
N Sapkota, K Grobys
Journal of International Financial Markets, Institutions and Money 74, 101402, 2021
232021
Momentum in global equity markets in times of troubles: Does the economic state matter?
K Grobys
Economics Letters 123 (1), 100-103, 2014
232014
Profitability of technical trading rules among cryptocurrencies with privacy function
S Ahmed, K Grobys, N Sapkota
Finance Research Letters 35, 101495, 2020
222020
Man versus machine: on artificial intelligence and hedge funds performance
K Grobys, JW Kolari, J Niang
Applied Economics 54 (40), 4632-4646, 2022
182022
Blockchain consensus protocols, energy consumption and cryptocurrency prices
N Sapkota, K Grobys
Journal of Energy Markets, 2021
172021
Another look at momentum crashes: momentum in the European Monetary Union
K Grobys
Applied Economics 48 (19), 1759-1766, 2016
172016
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