Items where Author is "Brauneis, A"

Journal article

BRAUNEIS, A. and SAHINER, M., 2024. Crypto volatility forecasting: mounting a HAR, sentiment, and machine learning horserace. Asia-Pacific Financial Markets. ISSN 1387-2834

BRAUNEIS, A., MESTEL, R. and THEISSEN, E., 2024. The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe. Review of Quantitative Finance and Accounting. ISSN 0924-865X

MOSER, S. and BRAUNEIS, A., 2023. Should you listen to crypto YouTubers? Finance Research Letters, 54: 103782. ISSN 1544-6123

BRAUNEIS, A., MESTEL, R., RIORDAN, R. and THEISSEN, E., 2022. Bitcoin unchained: determinants of cryptocurrency exchange liquidity. Journal of Empirical Finance, 69, pp. 106-122. ISSN 0927-5398

BRAUNEIS, A., MESTEL, R., RIORDAN, R. and THEISSEN, E., 2022. The anatomy of a fee change — evidence from cryptocurrency markets. Journal of Empirical Finance, 67, pp. 152-167. ISSN 0927-5398

BRAUNEIS, A., MESTEL, R., RIORDAN, R. and THEISSEN, E., 2021. How to measure the liquidity of cryptocurrency markets? Journal of Banking and Finance, 124: 106041. ISSN 0378-4266

BRAUNEIS, A. and MESTEL, R., 2019. Cryptocurrency-portfolios in a mean-variance framework. Finance Research Letters, 28, pp. 259-264. ISSN 1544-6123

Chapter in book

BRAUNEIS, A., MESTEL, R. and RAUCH, M., 2024. Financial economics of automated market makers. In: H. CRONQVIST and D.-J. PELY, eds., The Elgar companion to decentralized finance, digital assets, and blockchain technologies. Cheltenham: Edward Elgar, pp. 167-190. ISBN 9781035307753

Conference contribution

BRAUNEIS, A., 2025. Price discovery on centralized and decentralized cryptocurrency exchanges. In: 3rd Contemporary Issues in Financial Markets and Banking Online Conference, 13-14 January 2025.

BRAUNEIS, A., 2023. The crypto world trades at tea time. Intraday evidence from centralized exchanges across the globe. In: Economics of Financial Technology Conference 2023, Edinburgh, Scotland, 21-23 June 2023.

BRAUNEIS, A., In the liquidity sniper's crosshairs. An anatomy of just-in-time liquidity in Uniswap v3 pools. In: Finance Research Day Graz 2024, Graz, Austria, 11 December 2024.