Econometrics, Statistics and Empirical Economics
  • Brexit-induced shifts in abnormal currency returns and uncertainty
  • Stock Return Prediction based on Option Prices as Risk Measures
  • The home advantage and its channels in German professional table tennis: A logistic regression approach
  • The sunk cost fallacy in European professional football
  • The effect of the Kyoto protocol on greenhouse gas emissions
  • Price Discovery and Learning during the German 5G Auctions
  • The Probability of Informed Trading: A measure for informed trading on Bitcoin exchanges?
  • The Hot Hand Phenomenon in NCAA Basketball: A Logistic Regression Approach
  • Do European macroeconomic drivers help forecasting the Brent crude oil price? – A VAR model approach
  • Inflation Non-Prediction: Chasing the Efficiently Predicting (S)ARIMA Model  
  • How to beat the tennis bookmaker market -- Backtesting of a sports betting value strategy
  • Efficiency in the Sport Betting Market and Tennis Match Outcome Prediction
  • An Analysis of the Profitability of Pairs Trading based on the STOXX Europe 600
  • Insights on the Market Microstructure of Bitcoin
  • Reviewing the forward rate unbiasedness hypothesis: An approach based on cointegration regression
  • Stock volatility forecasting using google search queries
  • Google search queries - still useful for prediction?
  • Is Bitcoin a currency or an investment? Analysis of the bid-ask spread
  • Efficient Pricing on Commodity Futures Markets
  • Transaction Costs and Price Impacts in a Pure Limit Order Book Market
  • Tax Incentives for International Profit Shifting within Multinational Groups
  • Money Demand Theory in Germany -- A Post-Unification Analysis  
  • Determinants of Private Debt -- An Econometric Analysis at the Micro Level
  • Estimating the Effect of Campaign Spending on Election Outcomes in the US House of Representatives 2000 to 2012
  • Economic returns to schooling in urban China: OLS and the instrumental variables approach -- a 2011 update
  • Is the Oil Market Efficient? -- A Study on the efficiency of the NYMEX crude oil futures market
  • The Impact of Learning HIV Status on Subsequent Behavior
  • Foreign Aid and Economic Growth  
  • Religion and Human Capital: Replication and Extension 

  • Volatility Prediction -- Using Google's Search Volume Index 

     

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