Cryptocurrencies and momentum K Grobys, N Sapkota Economics Letters 180, 6-10, 2019 | 143 | 2019 |
On the stability of stablecoins K Grobys, J Junttila, JW Kolari, N Sapkota Journal of Empirical Finance 64, 207-223, 2021 | 128 | 2021 |
Technical trading rules in the cryptocurrency market K Grobys, S Ahmed, N Sapkota Finance Research Letters 32, 101396, 2020 | 99 | 2020 |
Speculation and lottery-like demand in cryptocurrency markets K Grobys, J Junttila Journal of International Financial Markets, Institutions and Money 71, 101289, 2021 | 89 | 2021 |
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 | 67 | 2021 |
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 | 59 | 2015 |
When the blockchain does not block: on hackings and uncertainty in the cryptocurrency market K Grobys Quantitative Finance 21 (8), 1267-1279, 2021 | 56 | 2021 |
Risk-managed industry momentum and momentum crashes K Grobys, J Ruotsalainen, J Äijö Quantitative Finance 18 (10), 1715-1733, 2018 | 41 | 2018 |
When tether says “Jump!” Bitcoin asks “How low?” K Grobys, TLD Huynh Finance Research Letters 47, 102644, 2022 | 36 | 2022 |
Predicting cryptocurrency defaults K Grobys, N Sapkota Applied Economics 52 (46), 5060-5076, 2020 | 36 | 2020 |
Combining value and momentum: evidence from the Nordic equity market K Grobys, T Huhta-Halkola Applied economics 51 (26), 2872-2884, 2019 | 30 | 2019 |
On industry momentum strategies K Grobys, J Kolari Journal of Financial Research 43 (1), 95-119, 2020 | 27 | 2020 |
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 | 25 | 2010 |
What do we know about the second moment of financial markets? K Grobys International review of financial analysis 78, 101891, 2021 | 24 | 2021 |
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 | 23 | 2021 |
Momentum in global equity markets in times of troubles: Does the economic state matter? K Grobys Economics Letters 123 (1), 100-103, 2014 | 23 | 2014 |
Profitability of technical trading rules among cryptocurrencies with privacy function S Ahmed, K Grobys, N Sapkota Finance Research Letters 35, 101495, 2020 | 22 | 2020 |
Man versus machine: on artificial intelligence and hedge funds performance K Grobys, JW Kolari, J Niang Applied Economics 54 (40), 4632-4646, 2022 | 18 | 2022 |
Blockchain consensus protocols, energy consumption and cryptocurrency prices N Sapkota, K Grobys Journal of Energy Markets, 2021 | 17 | 2021 |
Another look at momentum crashes: momentum in the European Monetary Union K Grobys Applied Economics 48 (19), 1759-1766, 2016 | 17 | 2016 |