Details about Roland Mestel

Access statistics for papers by Roland Mestel.

Last updated 2021-06-04. Update your information in the RePEc Author Service.

Short-id: pme465

Working Papers

2012

1. The relationship between budgetary expenditure and economic growth in Poland
   MPRA Paper, University Library of Munich, Germany View citations (10)
   Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (4)
   See also Journal Article The relationship between budgetary expenditure and economic growth in Poland, Central European Journal of Operations Research, Springer (2012) View citations (10) (2012)

2011

2. Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading
   Working Papers, Fondazione Eni Enrico Mattei View citations (3)
   Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2011) View citations (4)
   See also Journal Article Inducing low-carbon investment in the electric power industry through a price floor for emissions trading, Energy Policy, Elsevier (2013) View citations (34) (2013)

2007

3. Distribution of Volume on the American Stock Market
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Distribution of volume on the American stock market, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2007) (2007)
4. Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
   (On application of regression models in event studies on financial markets)
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2007) (2007)

Journal Articles

2021

1. How to measure the liquidity of cryptocurrency markets?
   Journal of Banking & Finance, 2021, 124, (C) View citations (35)
2. Mean-variance portfolio optimization based on ordinal information
   Journal of Banking & Finance, 2021, 122, (C)
3. What drives the liquidity of cryptocurrencies? A long-term analysis
   Finance Research Letters, 2021, 39, (C) View citations (8)

2019

4. Cryptocurrency-portfolios in a mean-variance framework
   Finance Research Letters, 2019, 28, (C), 259-264 View citations (59)

2018

5. Algorithmic trading and liquidity: Long term evidence from Austria
   Finance Research Letters, 2018, 26, (C), 198-203 View citations (6)
6. Price discovery of cryptocurrencies: Bitcoin and beyond
   Economics Letters, 2018, 165, (C), 58-61 View citations (149)

2017

7. MIDAS models in banking sector – systemic risk comparison
   Managerial Economics, 2017, 18, (2), 165-181

2015

8. Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability
   Central European Journal of Operations Research, 2015, 23, (2), 357-373 View citations (10)

2013

9. Inducing low-carbon investment in the electric power industry through a price floor for emissions trading
   Energy Policy, 2013, 53, (C), 190-204 View citations (34)
   See also Working Paper Inducing Low-Carbon Investment in the Electric Power Industry through a Price Floor for Emissions Trading, Working Papers (2011) View citations (3) (2011)
10. Modeling of returns and trading volume by regime switching copulas
    Managerial Economics, 2013, 13, 45-64
11. The testing of causal stock returns-trading volume dependencies with the aid of copulas
    Managerial Economics, 2013, 13, 21-44

2012

12. Does a cap on the carbon price have to be a cap on green investments?
    Empirica, 2012, 39, (2), 217-231 View citations (2)
13. The relationship between budgetary expenditure and economic growth in Poland
    Central European Journal of Operations Research, 2012, 20, (1), 161-182 View citations (10)
    See also Working Paper The relationship between budgetary expenditure and economic growth in Poland, MPRA Paper (2012) View citations (10) (2012)

2008

14. Polish Stock Market and some foreign markets - dependence analysis by copulas
    Operations Research and Decisions, 2008, 18, (2), 17-35

2007

15. Distribution of volume on the American stock market
    Managerial Economics, 2007, 1, 143-163
    See also Working Paper Distribution of Volume on the American Stock Market, MPRA Paper (2007) (2007)
16. Price–volume relations of DAX companies
    Financial Markets and Portfolio Management, 2007, 21, (3), 353-379 View citations (3)
17. Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
    Managerial Economics, 2007, 1, 121-142
    See also Working Paper Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien, MPRA Paper (2007) (2007)

2006

18. Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (1-2), 58-68 View citations (3)

2005

19. Joint Dynamics of Prices and Trading Volume on the Polish Stock Market
    Managing Global Transitions, 2005, 3, (2), 139-156 View citations (10)

1995

20. Ansätze zur Behebung des Kapitalangebotsmangels in Entwicklungsländern. Die Zeit nach der Schuldenkrise
    Wirtschaft und Gesellschaft - WuG, 1995, 21, (1), 139-173

Chapters

2012

1. An experiment examining insider trading with respect to different market structures
   Springer
2. The effect of different market opening structures on market quality – experimental evidence
   Springer

2005

3. On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market
   Springer View citations (1)