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The impact of religious practice on stock returns and volatility

Al-Khazali, Osamah; Bouri, Elie; Roubaud, David; Zoubi, … - In: International review of financial analysis 52 (2017), pp. 172-189

Persistent link: https://www.econbiz.de/10011868735

Gold as safe haven for G-7 stocks and bonds : a revisit

Shahzad, Syed Jawad Hussain; Raza, Naveed; Roubaud, David; … - In: Journal of quantitative economics 17 (2019) 4, pp. 885-912

Persistent link: https://www.econbiz.de/10012418769

Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

Persistent link: https://www.econbiz.de/10012419202

Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach

Balcilar, Mehmet - 2017

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin transactions at the conditional mean of the returns distribution. This study employs in contrast a non-parametric causality-in-quantiles test to analyse the causal relation between trading volume and Bitcoin...

Persistent link: https://www.econbiz.de/10012960531

Rare earth and allied sectors in stock markets : extreme dependence of return and volatility

Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730

Persistent link: https://www.econbiz.de/10012626945

Directional predictability of implied volatility : from crude oil to developed and emerging stock markets

Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79

Persistent link: https://www.econbiz.de/10012006745

Spillovers between Bitcoin and other assets during bear and bull markets

Bouri, Elie; Das, Mahamitra; Gupta, Rangan; Roubaud, David - In: Applied economics 50 (2018) 55, pp. 5935-5949

Persistent link: https://www.econbiz.de/10012062940

Can volume predict Bitcoin returns and volatility? : a quantiles-based approach

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Economic modelling 64 (2017), pp. 74-81

Persistent link: https://www.econbiz.de/10011756479

Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224

Persistent link: https://www.econbiz.de/10012416442

The profitability of technical trading rules in the Bitcoin market

Gerritsen, Dirk F.; Bouri, Elie; Ramezanifar, Ehsan; … - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012436962