Aurelio F. Bariviera

Rovira i Virgili University - Department of Business

Associate Professor

Av. Universitat, 1

Reus, Tarragona 43204

Spain

http://www.aureliofernandez.net

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 41,677

SSRN RANKINGS

Top 41,677

in Total Papers Downloads

2,250

SSRN CITATIONS
Rank 6,935

SSRN RANKINGS

Top 6,935

in Total Papers Citations

157

CROSSREF CITATIONS

96

Ideas:
“  I'm working on cryptocurrencies, econophysics, complex systems, and nonlinear dynamics.  ”

Scholarly Papers (26)

1.

The Inefficiency of Bitcoin Revisited: A Dynamic Approach

Economics Letters, Vol. 161, p. 1-4, 2017
Number of pages: 10 Posted: 26 Sep 2017 Last Revised: 16 Oct 2017
Aurelio F. Bariviera
Rovira i Virgili University - Department of Business
Downloads 295 (192,457)
Citation 34

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Bitcoin, Long Range Dependence, Volatility, Hurst Exponent

2.

Where Do We Stand in Cryptocurrencies Economic Research? A Survey Based on Hybrid Analysis

Bariviera, A.F. and Merediz‐Solà, I. (2021), WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. Journal of Economic Surveys. https://doi.org/10.1111/joes.12412
Number of pages: 28 Posted: 06 Apr 2020 Last Revised: 01 Feb 2021
Aurelio F. Bariviera and Ignasi Merediz-Solà
Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 170 (324,575)
Citation 13

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Bitcoin, Bibliometrics, Web of Science

3.

Some Stylized Facts of the Bitcoin Market

Physica A: Statistical Mechanics and Its Applications, Volume 484, Pages 82-90, Forthcoming
Number of pages: 17 Posted: 15 Aug 2017
Rovira i Virgili University - Department of Business, Universidad Nacional de La Plata, Universidad Nacional de La Plata - Instituto de Investigación en Informática (III-LIDI) and Universidad Nacional de La Plata
Downloads 162 (338,247)
Citation 28

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Bitcoin, Hurst, DFA, Bitcoin, Long Memory

4.

The Influence of Liquidity on Informational Efficiency: The Case of the Thai Stock Market

BARIVIERA, A. F., 2011. “The Influence of Liquidity on Informational Efficiency: The Case of the Thai Stock Market”, Physica A: Statistical Mechanics and its Applications, Vol. 390, pp. 4426-4432.
Number of pages: 15 Posted: 12 Oct 2015
Aurelio F. Bariviera
Rovira i Virgili University - Department of Business
Downloads 132 (399,071)
Citation 1

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Long-range dependence, Thailand, Hurst’s exponent, Detrended Fluctuation Analysis

5.

The link between Bitcoin and Google Trends attention

Number of pages: 9 Posted: 15 Jun 2021
Nektarios Aslanidis, Aurelio F. Bariviera and Óscar G. López
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and affiliation not provided to SSRN
Downloads 131 (401,471)
Citation 7

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Cryptocurrencies, Google Trends, transfer entropy, market attention

6.

Weekly Dynamic Conditional Correlations Among Cryptocurrencies and Traditional Assets

Number of pages: 16 Posted: 02 Apr 2020
Nektarios Aslanidis, Aurelio F. Bariviera and Christos S. Savva
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 114 (445,700)
Citation 4

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Day-of-the-Week Effect, Dynamic Conditional Correlation, Bit-Coin, Volatility Seasonality

7.

On the Efficiency of Sovereign Bond Markets

Physica A: Statistical Mechanics and Its Applications, Volume 391, Issue 18, pp. 4342-4349, 2012, DOI: 10.1016/j.physa.2012.04.009
Number of pages: 20 Posted: 13 Oct 2015
Centro de Investigaciones Opticas (CONICET La Plata - CIC), Rovira i Virgili University - Department of Business, IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas - Instituto de Física
Downloads 110 (457,681)

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sovereign bond market efficiency, complexity-entropy causality plane, permutation entropy, permutation statistical complexity, Bandt and Pompe method, ordinal time series analysis

8.

Crude Oil Market and Geopolitical Events: An Analysis Based on Information-Theory-Based Quantifiers

Fuzzy Economic Review, Vol. 21, No. 1, p. 41-51
Number of pages: 11 Posted: 14 Apr 2017
Aurelio F. Bariviera, Luciano Zunino and Osvaldo A. Rosso
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC) and Universidade Federal de Alagoas - Instituto de Física
Downloads 109 (460,691)
Citation 1

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Econophysics, permutation entropy, permutation statistical complexity, WTI, informational efficiency, geopolitical events

9.

An Analysis of High-Frequency Cryptocurrencies Prices Dynamics Using Permutation-Information-Theory Quantifiers

Chaos 28, 075511 (2018); DOI/10.1063/1.5027153
Number of pages: 17 Posted: 13 Aug 2018
Aurelio F. Bariviera, Luciano Zunino and Osvaldo A. Rosso
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC) and Universidade Federal de Alagoas - Instituto de Física
Downloads 100 (489,424)
Citation 3

Abstract:

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cryptocurrency; permutation entropy, permutation statistical complexity, complexity-entropy causality plane, informational efficiency

10.

An Analysis of Cryptocurrencies Conditional Cross Correlations

Number of pages: 11 Posted: 12 Dec 2018 Last Revised: 28 Feb 2019
Nektarios Aslanidis, Aurelio F. Bariviera and Oscar Martinez
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Rovira i Virgili University
Downloads 98 (496,103)
Citation 7

Abstract:

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cryptocurrency, correlation, GARCH, Dynamic Conditional Correlation

11.

COVID-19 Impact on Cryptocurrencies: Evidence from a Wavelet-Based Hurst Exponent

Number of pages: 14 Posted: 15 Sep 2020
Universidad Nacional de La Plata, Rovira i Virgili University - Department of Business, University of Buenos Aires (UBA) and Universidad Nacional de La Plata
Downloads 85 (542,693)
Citation 5

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cryptocurrencies, Hurst exponent, wavelet transform, COVID-19

12.

Stock Returns Forecast: An Examination By Means of Artificial Neural Networks

Iglesias Caride M., Bariviera A.F., Lanzarini L. (2018) Stock Returns Forecast: An Examination By Means of Artificial Neural Networks. Studies in Systems, Decision and Control, vol 125. Springer, Cham
Number of pages: 12 Posted: 01 Feb 2018
Martín Iglesias Caride, Aurelio F. Bariviera and Laura Lanzarini
University of Buenos Aires (UBA), Rovira i Virgili University - Department of Business and Universidad Nacional de La Plata
Downloads 82 (554,651)

Abstract:

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artificial neural networks, efficient market hypothesis, return predictability

13.

The (In)Visible Hand in the Libor Market: An Information Theory Approach

Eur. Phys. J. B 88 (8) 208 (2015), DOI: 10.1140/epjb/e2015-60410-1
Number of pages: 19 Posted: 10 Oct 2015
Rovira i Virgili University - Department of Business, IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas - Instituto de Física
Downloads 75 (584,165)

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Econophysics, noise and chaos, Libor, entropy, complexity

14.

Simplifying Credit Scoring Rules Using LVQ PSO

Kybernetes, Vol. 46 Iss 1 pp. 8 - 16
Number of pages: 10 Posted: 14 Apr 2017
Universidad Nacional de La Plata, Universidad Nacional de La Plata, Rovira i Virgili University - Department of Business and Universidad Central del Ecuador
Downloads 66 (625,749)

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credit scoring, classification rules, Learning Vector Quantization (LVQ), Particle Swarm Optimization (PSO)

15.

Spurious Seasonality Detection: A Non-Parametric Test Proposal

Econometrics 2018, 6, 3; DOI:10.3390/econometrics6010003
Number of pages: 15 Posted: 26 Jan 2018
Aurelio F. Bariviera, Angelo Plastino and George Judge
Rovira i Virgili University - Department of Business, Universidad Nacional de La Plata and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 60 (656,691)

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daily seasonality, ordinal patterns, stock market, symbolic analysis

16.

A Bibliometric Analysis of Bitcoin Scientific Production

Research in International Business and Finance, Forthcoming
Number of pages: 25 Posted: 20 Jun 2019
Ignasi Merediz-Solà and Aurelio F. Bariviera
Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 56 (678,596)

Abstract:

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Bitcoin, bibliometrics, Web of Science, VOSviewe

17.

Libor at Crossroads: Stochastic Switching Detection Using Information Theory Quantifiers

Chaos, Solitons & Fractals, 2016
Number of pages: 20 Posted: 29 Apr 2016
Rovira i Virgili University - Department of Business, IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas - Instituto de Física
Downloads 51 (708,032)

Abstract:

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Libor, permutation entropy, permutation statistical complexity, information theory

18.

Efficiency and Credit Ratings: A Permutation-Information-Theory Analysis

Journal of Statistical Mechanics: Theory and Experiment, No. 8, 2013, DOI: 10.1088/1742-5468/2013/08/P08007
Number of pages: 23 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC), IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas - Instituto de Física
Downloads 50 (714,240)
Citation 2

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Corporate bonds, oil and energy sectors, market efficiency, complexity-entropy causality plane, permutation entropy, permutation complexity

19.

Are Cryptocurrencies Becoming More Interconnected?

Number of pages: 15 Posted: 17 Nov 2020
Nektarios Aslanidis, Aurelio F. Bariviera and Alejandro Perez-Laborda
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Universitat Rovira-i-Virgili
Downloads 49 (720,572)
Citation 8

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Cryptocurrencies, Market Linkages, Diversification

20.

A Comparative Analysis of the Informational Efficiency of the Fixed Income Market in Seven European Countries

Economics Letters, Vol. 116, No. 3, 2012
Number of pages: 4 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS)
Downloads 46 (739,747)
Citation 3

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Financial crisis, Long range dependence, Corporate bonds, Sovereign bonds

21.

The Impact of the Financial Crisis on the Long-Range Memory of European Corporate Bond and Stock Markets

Emprica, Journal of Applied Economics and Economic Policy, 2016
Number of pages: 19 Posted: 23 May 2016
National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 45 (746,517)
Citation 1

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Hurst, DFA, corporate bond indices, stock indices, financial crisis

22.

A Permutation Information Theory Tour Through Different Interest Rate Maturities: The Libor Case

Phil. Trans. R. Soc. A 373, 2015, DOI: org/10.1098/rsta.2015.0119
Number of pages: 17 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas - Instituto de Física
Downloads 39 (789,033)
Citation 4

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financial crisis, Libor manipulation, interest rates, information theory, permutation entropy, Fisher information measure

23.

Thermodynamics of Firms' Growth

J. R. Soc. Interface 12: 20150789. doi:10.1098/rsif.2015.0789
Number of pages: 10 Posted: 02 Nov 2015
Social Thermodynamics Applied Research (SThAR), Social Thermodynamics Applied Research (SThAR), Rovira i Virgili University - Department of Business, Social Thermodynamics Applied Research (SThAR) and Universidad Nacional de La Plata
Downloads 35 (819,560)
Citation 1

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firms’ growth, Zipf’s law, thermodynamics

24.

Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds

The Economic and Social Review, Vol. 45, No. 3, Autumn, 2014, pp. 349-369
Number of pages: 22 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, IndependentNational University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS)
Downloads 34 (827,715)
Citation 1

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financial crisis, Hurst exponent, corporate bonds, long range memory

25.

LIBOR Troubles: Anomalous Movements Detection Based on Maximum Entropy

Physica A: Statistical Mechanics and its Applications. Volume 449, pages 401-407
Number of pages: 13 Posted: 29 Apr 2016
Aurelio F. Bariviera, María T. Martín, Angelo Plastino and Victoria Vampa
Rovira i Virgili University - Department of Business, Universidad Nacional de La Plata, Universidad Nacional de La Plata and Universidad Nacional de La Plata
Downloads 31 (852,320)

Abstract:

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Maximum Entropy, LIBOR manipulation, interest rates

26.

One Model Is Not Enough: Heterogeneity in Cryptocurrencies’ Multi-fractal Profiles

Finance Research Letters, Forthcoming
Number of pages: 18 Posted: 08 Jul 2020
Aurelio F. Bariviera
Rovira i Virgili University - Department of Business
Downloads 25 (905,786)
Citation 7

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Cryptocurrencies, Generalized Hurst Exponent, Multi-fractality, Efficient Market Hypothesis