References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1980Macroeconomics and Reality12,826 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
• 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
• 2013An Empirical Examination of the Antecedents and Consequences of Contribution Patterns in Crowd-Funded Markets867 cited
• 2017New players in entrepreneurial finance and why they are there685 cited
• 2002Why does IPO volume fluctuate so much?655 cited
• 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
• 2002IPO Market Cycles: Bubbles or Sequential Learning?627 cited
• 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
• 2012