Items where Author is "Mestel, R"

Journal article

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

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