• The University of Western Australia (M251), 35 Stirling Highway,

    6009 Perth

    Australia

  • 1290 Citations
  • 13 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 Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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

Research Output 2010 2019

  • 1290 Citations
  • 13 h-Index
  • 33 Article
  • 3 Chapter
  • 2 Working paper
  • 1 Review article

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

Price discovery in bitcoin spot or futures?

Baur, D. G. & Dimpfl, T., 18 Feb 2019, In : Journal of Futures Markets. 15 p.

Research output: Contribution to journalArticle

Spot price
Spot market
Trading volume
Price discovery
Futures markets
5 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
2 Citations (Scopus)

Automobile manufacturers, electric vehicles and the price of oil

Baur, D. G. & Todorova, N., 1 Aug 2018, In : Energy Economics. 74, p. 252-262 11 p.

Research output: Contribution to journalArticle

Electric vehicles
Automobiles
Railroad cars
Hybrid vehicles
Substitution reactions
51 Citations (Scopus)

Bitcoin: Medium of exchange or speculative assets?

Baur, D. G., Hong, K. H. & Lee, A. D., 1 May 2018, In : Journal of International Financial Markets, Institutions and Money. 54, p. 177-189 13 p.

Research output: Contribution to journalArticle

Assets
Medium of exchange
Currency
Government
Transaction data

Projects 2018 2019