Concepedia
Statistics
Publications
8
Citations
392
H-Index
Active since
2018
Affiliations
d-fine (Germany)(Current)
Zeppelin Universität gemeinnützige GmbH
Witten/Herdecke University
University of Hohenheim
Simon Behrendt is an author at d-fine (Germany) specializing in asset pricing, finance, and business.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsMarket MicrostructureArtsEntropyEconomicsJournalismEngineering
Publications per year
2018–2021
RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy
Simon Behrendt, Thomas Dimpfl, Franziska J. Peter et al. · SoftwareX · 2019 · 167 citations · Full text
Engineering, Information Theory, Data Science +9
The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility
Simon Behrendt, Alexander R. Schmidt · Journal of Banking & Finance · 2018 · 134 citations
Volatility Modeling, Social Media, Asset Pricing +10
An encyclopedia for stock markets? Wikipedia searches and stock returns
Simon Behrendt, Franziska J. Peter, David J. Zimmermann · International Review of Financial Analysis · 2020 · 24 citations
Market Microstructure, Asset Pricing, Financial Data +6
Nonlinearity matters: The stock price – trading volume relation revisited
Simon Behrendt, Alexander Schmidt · Economic Modelling · 2020 · 22 citations
Market Microstructure, Economics, Financial Economics +8
A Note on Adaptive Group Lasso for Structural Break Time Series
Simon Behrendt, Karsten Schweikert · Econometrics and Statistics · 2020 · 12 citations
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