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Roland Mestel
Roland Mestel
Associate Professor of Banking and Finance, University of Graz
Verified email at uni-graz.at - Homepage
Title
Cited by
Cited by
Year
Price discovery of cryptocurrencies: Bitcoin and beyond
A Brauneis, R Mestel
Economics Letters 165, 58-61, 2018
2522018
Cryptocurrency-portfolios in a mean-variance framework
A Brauneis, R Mestel
Finance Research Letters 28, 259-264, 2019
1292019
Stock market reactions to dividend announcements: Empirical evidence from the Austrian stock market
H Gurgul, R Mestel, C Schleicher
Financial Markets and Portfolio Management 17 (3), 332, 2003
892003
Inducing low-carbon investment in the electric power industry through a price floor for emissions trading
A Brauneis, R Mestel, S Palan
Energy Policy 53, 190-204, 2013
682013
The empirical relationship between stock returns, return volatility and trading volume on the Austrian stock market
R Mestel, H Gurgul, P Majdosz
University of Graz, Institute of Banking and Finance, Research Paper, 2003
462003
Joint dynamics of prices and trading volume on the Polish stock market
H Gurgul, P Majdosz, R Mestel
Managing Global Transitions 3 (2), 139-156, 2005
382005
Weather value at risk: on the measurement of noncatastrophic weather risk
C Toeglhofer, R Mestel, F Prettenthaler
Weather, Climate, and Society 4 (3), 190-199, 2012
352012
A regime-switching relative value arbitrage rule
M Bock, R Mestel
Operations research proceedings 2008, 9-14, 2009
312009
The relationship between budgetary expenditure and economic growth in Poland
H Gurgul, Ł Lach, R Mestel
Central European Journal of Operations Research 20 (1), 161-182, 2012
282012
Implications of dividend announcements for the stock prices and trading volumes of DAX companies
H Gurgul, P Majdosz, R Mestel
Czech Journal of Economics and Finance (Finance a uver) 56 (1-2), 58-68, 2006
282006
ARIMA Modeling of Event Induced Stock Price Reactions in Austria.
R Mestel, H Gurgul
Central European Journal of Operations Research 11 (4), 2003
282003
How to measure the liquidity of cryptocurrency markets?
A Brauneis, R Mestel, R Riordan, E Theissen
Journal of Banking & Finance 124, 106041, 2021
232021
What drives the liquidity of cryptocurrencies? A long-term analysis
A Brauneis, R Mestel, E Theissen
Finance Research Letters 39, 101537, 2021
192021
Price–volume relations of DAX companies
H Gurgul, P Majdosz, R Mestel
Financial Markets and Portfolio Management 21 (3), 353-379, 2007
152007
A good beginning makes a good market: the effect of different market opening structures on market quality
G Hinterleitner, U Leopold-Wildburger, R Mestel, S Palan
The Scientific World Journal 2015, 2015
142015
A high-frequency analysis of bitcoin markets
A Brauneis, R Mestel, R Riordan, E Theissen
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2019
132019
Algorithmic trading and liquidity: Long term evidence from Austria
R Mestel, M Murg, E Theissen
Finance Research Letters 26, 198-203, 2018
122018
Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability
P Hornung, U Leopold-Wildburger, R Mestel, S Palan
Central European Journal of Operations Research 23 (2), 357-373, 2015
102015
Von der US-Immobilienkrise zur globalen Finanz-und Wirtschaftskrise
K Farmer, R Mestel
Die Krise der Weltwirtschaft–Zurück zur Sozialen Marktwirtschaft und die …, 2011
92011
GARCH Modelling of Austrian Stock Market Reactions on Dividend Announcement
H Gurgul, P Madjosz, R Mestel
VIII Ogólnopolskie Seminarium Naukowe" Dynamiczne Modele Ekonometryczne", Toruń, 2003
92003
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