Publications (since 2012)
| Title | Language | Authors | Journal | Year | Link to paper |
|---|---|---|---|---|---|
| Bitcoin unchained: Determinants of cryptocurrency exchange liquidity | English | Brauneis, A.; Mestel, R.; Riordan, R.; Theissen, E. | Journal of Empirical Finance | 2022 | https://doi.org/10.1016/j.jempfin.2022.08.004 |
| The anatomy of a fee change - evidence from cryptocurrency markets | English | Brauneis, A.; Mestel, R.; Riordan, R.; Theissen, E. | Journal of Empirical Finance | 2022 | https://doi.org/10.1016/j.jempfin.2022.03.003 |
| Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices | English | Machus, T.; Mestel, R.; Theissen, E. | Journal of Behavioral and Experimental Finance | 2022 | https://doi.org/10.1016/j.jbef.2021.100594 |
| How to Measure the Liquidity of Cryptocurrency Markets? | English | Brauneis, A.; Mestel, R.; Riordan, R.; Theissen, E. | Journal of Banking and Finance | 2021 | https://doi.org/10.1016/j.jbankfin.2020.106041 |
| Mean-Variance Portfolio Optimization Based on Ordinal Information | English | Cela, E.; Hafner, S.; Mestel, R.; Pferschy, U. | Journal of Banking and Finance | 2021 | https://doi.org/10.1016/j.jbankfin.2020.105989 |
| What Drives the Liquidity of Cryptocurrencies? A Long-Term Analysis | English | Brauneis, A.; Mestel, R.; Theissen, E. | Finance Research Letters | 2020 | https://doi.org/10.1016/j.frl.2020.101537 |
| Cryptocurrency-portfolios in a mean-variance framework | English | Brauneis, A.; Mestel, R. | Finance Research Letters | 2019 | https://doi.org/10.1016/j.frl.2018.05.008 |
| Bitcoin Exchange Rates: How Integrated are Markets? | English | Brauneis, A.; Mestel, R.; Riordan, R.; Theissen, E. | Working Paper | 2019 | SSRN Website |
| Digitalisierung und Kundenverhalten im Retail Banking am Beispiel der Millenials | German | Fleiß, J.; Gutschelhofer, A.; Mestel, R.; Steffen, V. | In: Pernsteiner, H. et al. (eds): "Behavioral Finance" (book) pp 113-132 | 2019 | Website Linde Verlag |
| Bank- und Börsewissen von Studierenden – Eine empirische Studie | German | Reichmann, G.; Mestel, R. | BankArchiv | 2018-11 | Website BankArchiv |
| Finanzwissen – allgemein verständlich: Kryptowährungen | German | Brauneis, A.; Mestel, R. | BankArchiv | 2018-10 | Website BankArchiv |
| Price Discovery of Cryptocurrencies: Bitcoin and beyond | English | Brauneis, A.; Mestel, R. | Economics Letters | 2018 | https://doi.org/10.1016/j.econlet.2018.02.001 |
| Finanzmarktinstrumente: Funktionsweisen-Einsatzmöglichkeiten-Bewertungsgrundlagen | German | Brauneis, A.; Mestel, R. | Book, 2nd edition | 2018 | Website Linde Verlag |
| From Speed Traders to Speed Trading, oder: Wie Computer den Handel an den Finanzmärkten veränderten | German | Mestel, R. | Gastbeitrag am Informationsportal "Austria-Forum - das Wissensnetz aus Österreich" | 2018 | Austria-Forum |
| Algorithmic Trading and Liquidity: Long Term Evidence from Austria | English | Mestel, R.; Murg, M.; Theissen, E. | Finance Research Letters | 2018 | https://doi.org/10.1016/j.frl.2018.01.004 |
| MIDAS models in the banking sector - systemic risk comparison | English | Gurgul, H.; Mestel, R.; Syrek, R. | Managerial Economics | 2017 | http://dx.doi.org/10.7494/manage.2017.18.2.165 |
| Zur Bedeutung der Volatilitätsschätzung bei der Bewertung von Kreditrisiken | German | Mestel, R.; Murg, M. | In: Brauneis, A. et al. (eds.) "Bewertung von Unternehmen" (book) pp. 135-162 | 2016 | Website at Linde Verlag |
| Finanzwissen-allgemein verständlich: Investmentfonds | German | Brauneis, A.; Mestel, R. | BankArchiv | 2015-04 | Website BankArchiv |
| Finanzwissen-allgemein verständlich:Zertifikate | German | Brauneis, A.; Mestel, R. | BankArchiv | 2015-03 | Website BankArchiv |
| Finanzmarktinstrumente: Funktionsweisen-Einsatzmöglichkeiten-Bewertungsgrundlagen | German | Brauneis, A.; Mestel, R. | Book | 2015 | Website Linde Verlag |
| Insider Behavior under Different Market Structures - Experimental Evidence on Trading Patterns, Manipulation and Profitability | English | Hornung, P.; Leopold-Wildburger, U.; Mestel, R.; Palan, S. | Central European Journal of Operations Research (CEJOR) | 2015 | http://dx.doi.org/10.1007/s10100-014-0359-2 |
| Finanzwissen-allgemein verständlich: Bedingte Termingeschäfte | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-12 | Website BankArchiv |
| Finanzwissen-allgemein verständlich: Unbedingte Termingeschäfte | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-11 | Website BankArchiv |
| Finanzwissen-allgemein verständlich: FX Kassainstrumente | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-07 | Website BankArchiv |
| Finanzwissen-allgemein verständlich: Aktien (2) | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-05 | Website BankArchiv |
| Finanzwissen-allgemein verständlich: Aktien (1) | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-04 | Website BankArchiv |
| Finanzwissen-allgemein verständlich: Zinsinstrumente (2) | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-02 | Website BankArchiv |
| Finanzwissen-allgemein verständlich: Zinsinstrumente (1) | German | Brauneis, A.; Mestel, R. | BankArchiv | 2014-01 | Website BankArchiv |
| Risikomanagement als integraler Bestandteil der Unternehmensführung | German | Brauneis, A.; Guggenbichler, H.; Mestel, R. | In: Heimerl, P./Tschandl, M. (eds.) "Controlling-Finanzierung-Produktion-Marketing" (book) pp. 267-301 | 2014 | Website at amazon.de |
| A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality | English | Hinterleitner, G.; Leopold-Wildburger, U.; Mestel, R.; Palan, S. | Scientific World Journal | 2014 | http://dx.doi.org/10.1155/2015/307808 |
| Funktionsweise und Einsatzmöglichkeiten von Swaps | German | Dornauer, D.; Mestel, R. | BankArchiv | 2013-08 | Website BankArchiv |
| Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading | English | Brauneis, A,: Mestel, R.; Palan, S. | Energy Policy | 2013 | http://dx.doi.org/10.1016/j.enpol.2012.10.048 |
| Modeling of Returns and Trading Volume by Regime Switching Copulas | English | Gurgul, H.; Machno, A.; Mestel, R. | Managerial Economics | 2013 | Website Managerial Economics |
| The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas | English | Gurgul, H.; Mestel, R.; Syrek, R. | Managerial Economics | 2013 | https://doi.org/10.7494/manage.2013.13.21 |
| Does a cap on the carbon price have to be a cap on green investments? | English | Brauneis, A.; Mestel, R.; Palan, S. | Empirica | 2012 | http://dx.doi.org/10.1007/s10663-012-9188-5 |
| Vergleichende Analyse von Fondsdirektinvestments mit Fonds-gebundenen Lebensversicherungen | German | Gauper, A.; Mestel, R.; Palan, S. | BankArchiv | 2012 | Website BankArchiv |
| The relationship between budgetary expenditure and economic growth in Poland | English | Gurgul, H.; Lach, L. Mestel, R. | Central European Journal of Operations Research (CEJOR) | 2012 | http://dx.doi.org/10.1007/s10100-010-0186 |
| Weather Value at Risk: On the Measurement of Noncatastrophic Weather Risk | English | Töglhofer, C.; Mestel, R.; Prettenthaler, F. | Weather, Climate, and Society | 2012 | http://dx.doi.org/10.1175/WCAS-D-11-00062.1 |
Showing 38 items