Dirk Baur

Dr

  • 1518 Citations
  • 14 h-Index
20102019
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Personal profile

Biography

MSc Economics (University of Tuebingen, 1999); PhD Financial Econometrics (University of Tuebingen, 2003); Post-doctoral fellow (Trinity College Dublin, 2005 – 2007); Lecturer (Dublin City University, 2007-2009); Senior Lecturer (University of Technology, Sydney, 2009-2012); Associate Professor (University of Technology, Sydney and Kuehne Logistics University Hamburg, 2012-2015), Professor of Finance (UWA, 2016-)

Roles and responsibilities

Research Officer European Commission (2003-2005), Financial Impact Assessment

Funding overview

Swift Institute $15,000 on Bitcoin (2015)

Previous positions

Lecturer (Dublin City University, 2007-2009); Senior Lecturer (University of Technology, Sydney, 2009-2012); Associate Professor (University of Technology, Sydney and Kuehne Logistics University Hamburg, 2012-2015

Teaching overview

Research Methods in Accounting and Finance (FINA4590)

Research

Gold; Financial Contagion; Virtual Currencies; Shadow Banking; Sustainable Finance; Dependence Modelling; Quantile Regression

Languages

German
English
Italian
Portuguese
Spanish

Fingerprint Dive into the research topics where Dirk Baur is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2010 2019

  • 1518 Citations
  • 14 h-Index
  • 35 Article
  • 3 Chapter
  • 2 Working paper
  • 1 Review article
1 Citation (Scopus)

Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume

Baur, D. G., Cahill, D., Godfrey, K. & (Frank)Liu, Z., 1 Dec 2019, In : Finance Research Letters. 31, p. 78-92 15 p.

Research output: Contribution to journalArticle

Trading volume
Anomaly
Retail
Equity markets
January effect

From financial to carbon diversification – The potential of physical gold

Baur, D. G. & Oll, J., 1 Jun 2019, In : Energy Economics. 81, p. 1002-1010 9 p.

Research output: Contribution to journalArticle

Gold
Carbon
Sustainable development
Diversification
Sustainability
4 Citations (Scopus)

Price discovery in bitcoin spot or futures?

Baur, D. G. & Dimpfl, T., Jul 2019, In : Journal of Futures Markets. 39, 7, p. 803-817 15 p.

Research output: Contribution to journalArticle

Spot price
Spot market
Trading volume
Price discovery
Futures markets
1 Citation (Scopus)

The timing of the flight to gold: An intra-day analysis of gold and the S&P500

Baur, D. G. & Kuck, K., 8 May 2019, In : Finance Research Letters.

Research output: Contribution to journalArticle

Gold price
Equity returns
Equity markets
Stock returns
Stock market
18 Citations (Scopus)

Asymmetric volatility in cryptocurrencies

Baur, D. G. & Dimpfl, T., 1 Dec 2018, In : Economics Letters. 173, p. 148-151 4 p.

Research output: Contribution to journalArticle

Asymmetric volatility
Trading activity
Investors
Equity markets
Asymmetry

Projects 2018 2019