Shaen Corbet : Citation Profile


Are you Shaen Corbet?

Dublin City University (80% share)
University of Waikato (20% share)

14

H index

18

i10 index

1226

Citations

RESEARCH PRODUCTION:

69

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 175
   Journals where Shaen Corbet has often published
   Relations with other researchers
   Recent citing documents: 593.    Total self citations: 46 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco725
   Updated: 2022-01-15    RAS profile: 2022-01-09    
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Relations with other researchers


Works with:

lucey, brian (22)

Larkin, Charles (20)

Sensoy, Ahmet (13)

Oxley, Les (9)

Yarovaya, Larisa (8)

Cumming, Douglas (2)

Nguyen, Duc Khuong (2)

Gurdgiev, Constantin (2)

Guiomard, Cathal (2)

Papadamou, Stephanos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shaen Corbet.

Is cited by:

Bouri, Elie (59)

GUPTA, RANGAN (30)

Fernandez Bariviera, Aurelio (28)

Tiwari, Aviral (24)

Roubaud, David (24)

Gözgör, Giray (18)

Demir, Ender (17)

Sensoy, Ahmet (17)

lucey, brian (17)

Molnár, Peter (15)

Vo, Xuan Vinh (15)

Cites to:

lucey, brian (189)

Yarovaya, Larisa (96)

Larkin, Charles (69)

Sensoy, Ahmet (59)

Roubaud, David (51)

Bouri, Elie (45)

Bollerslev, Tim (43)

Engle, Robert (35)

GUPTA, RANGAN (32)

Fry, John (28)

Oxley, Les (24)

Main data


Where Shaen Corbet has published?


Journals with more than one article published# docs
Finance Research Letters12
International Review of Financial Analysis8
Research in International Business and Finance8
Economics Letters6
International Journal of Economics and Financial Issues4
Journal of International Financial Markets, Institutions and Money4
Resources Policy3
Journal of Corporate Finance2
Annals of Tourism Research2
Journal of Behavioral and Experimental Finance2
Energy Economics2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School2

Recent works citing Shaen Corbet (2022 and 2021)


YearTitle of citing document
2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K ; Kusi, Baah A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/028.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). KUSI, BAAH ; Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/028.

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2020Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Baronchelli, Andrea ; Gallo, Angela ; Lepri, Bruno ; Alessandretti, Laura ; Lucchini, Lorenzo. In: Papers. RePEc:arx:papers:2004.07290.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020Topological Data Analysis for Portfolio Management of Cryptocurrencies. (2020). Burnaev, Evgeny ; Pilyugina, Polina ; Rivera-Castro, Rodrigo. In: Papers. RePEc:arx:papers:2009.03362.

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2020Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200.

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2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652.

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2021Fears for COVID-19: The crash risk of stock market. (2020). Dai, Peng-Fei ; Duc, Toan Luu ; Liu, Zhifeng. In: Papers. RePEc:arx:papers:2009.08030.

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2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2021Blockchain mechanism and distributional characteristics of cryptos. (2020). Lin, Min-Bin ; Khowaja, Kainat ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan. In: Papers. RePEc:arx:papers:2011.13240.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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2021Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500. (2021). Dehouche, Nassim. In: Papers. RePEc:arx:papers:2103.00395.

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2021Understanding Smart Contracts: Hype or Hope?. (2021). Hardle, Wolfgang Karl ; Raphael, ; Zinovyeva, Elizaveta. In: Papers. RePEc:arx:papers:2103.08447.

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2021Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior. (2021). Aydin, Omer ; Augan, Bucsra. In: Papers. RePEc:arx:papers:2104.00763.

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2021MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price. (2021). Guo, Qiutong ; Fang, Zhiyang ; Ye, Qing ; Lei, Shun. In: Papers. RePEc:arx:papers:2105.00707.

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2021On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334.

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2021The link between Bitcoin and Google Trends attention. (2021). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; 'Oscar G. L'opez, . In: Papers. RePEc:arx:papers:2106.07104.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021Collective intelligence and the blockchain: Technology, communities and social experiments. (2021). Baronchelli, Andrea. In: Papers. RePEc:arx:papers:2107.05527.

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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2021Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2020Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318.

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2021Investor Sentiment and Volatility Prediction of Currencies and Commodities During the COVID-19 Pandemic. (2021). van Hoang, Thi Hong ; Syed, Qasim Raza. In: Asian Economics Letters. RePEc:ayb:jrnael:25.

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2020Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand. (2020). Compiani, Giovanni ; Benetton, Matteo. In: Working Papers. RePEc:bfi:wpaper:2020-107.

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2021Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments. (2021). Auer, Raphael ; Tercero-Lucas, David. In: BIS Working Papers. RePEc:bis:biswps:951.

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2021Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782.

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2021Can Fiat?backed Stablecoins Be Considered Cash or Cash Equivalents Under International Financial Reporting Standards Rules?. (2021). Gyonyorova, Lucie ; Hampl, Filip. In: Australian Accounting Review. RePEc:bla:ausact:v:31:y:2021:i:3:p:233-255.

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2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

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2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

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2020GARCH Modelling of High-Capitalization Cryptocurrencies Impacts During Bearish Markets. (2020). Athanasios, Pandazis ; Anastasios-Taxiarchis, Koutsioukis ; Efthymios, Katsaros ; Panagiotis, Anastasiadis. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:87-106.

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2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

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2020Cyber-Attacks and Cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8124.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637.

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2021The Microeconomics of Cryptocurrencies. (2021). Halaburda, Hanna ; Haeringer, Guillaume ; Gans, Joshua ; Gandal, Neil. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8841.

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2021Does Energy Diversification Cause an Economic Slowdown? Evidence from a Newly Constructed Energy Diversification Index. (2021). Paramati, Sudharshan Reddy ; Gözgör, Giray. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9247.

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2021Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments. (2021). Tercero-Lucas, David ; Auer, Raphael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9287.

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2021The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Lasaosa, Isabel Arrese. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9382.

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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2020Equilibrium Bitcoin Pricing. (2020). Menkveld, Albert J ; Casamatta, Catherine ; Bouvard, Matthieu ; Bisiere, Christophe ; Biais, Bruno. In: EconPol Working Paper. RePEc:ces:econwp:_48.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2020Populism versus Technocracy? Populist Responses to the Technocratic Nature of the EU. (2020). Hebenstreit, Jorg ; Reiser, Marion . In: Politics and Governance. RePEc:cog:poango:v:8:y:2020:i:4:p:568-579.

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2021Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804.

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2021The Effect of Pandemics on Domestic Credit: A Cross-country Analysis. (2021). Demir, Ender ; Danisman, Gamze Ozturk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00748.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2021Risk aversion and Bitcoin returns in extreme quantiles. (2021). GUPTA, RANGAN ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00863.

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2021Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725.

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2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

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2020The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136.

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2020Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets. (2020). Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302422.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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2021Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. (2021). Shannon, Darren ; Odonnell, Niall ; Sheehan, Barry. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000216.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

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2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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2020Institutional investors and post-ICO performance: an empirical analysis of investor returns in initial coin offerings (ICOs). (2020). Momtaz, Paul P ; Fisch, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301231.

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2021Corporate failures: Declines, collapses, and scandals. (2021). Johan, Sofia ; Schweizer, Denis ; Cole, Rebel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303163.

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2021Limitations of imitation: Lessons from another Bitcoin copycat. (2021). Liu, Zhangxin ; Cahill, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001139.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2020What predicts the legal status of cryptocurrencies?. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:273-291.

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2020Japanese currency and stock market—What happened during the COVID-19 pandemic?. (2020). Devpura, Neluka ; Narayan, Paresh Kumar ; Wang, Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:191-198.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2021The economics of COVID-19 pandemic: A survey. (2021). Prabheesh, K P ; Padhan, Rakesh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:220-237.

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2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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2021COVID-19 research outcomes: An agenda for future research. (2021). Narayan, Paresh Kumar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:439-445.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

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2020Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data. (2020). Vo, Xuan Vinh ; Kang, Sang Hoon ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301777.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation. (2021). An, Hui ; Zhang, Siqi ; Ma, Xuejiao ; Yang, Ruibo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302266.

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2021Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?. (2021). Ishida, Ryo ; Hattori, Takahiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302096.

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2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2021Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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More than 100 citations found, this list is not complete...

Works by Shaen Corbet:


YearTitleTypeCited
2014The European Financial Market Stress Index In: International Journal of Economics and Financial Issues.
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2014The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis In: International Journal of Economics and Financial Issues.
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2014Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets In: International Journal of Economics and Financial Issues.
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2014Have Exchange Traded Funds Influenced Commodity Market Volatility? In: International Journal of Economics and Financial Issues.
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2019The impact of terrorism on European tourism In: Annals of Tourism Research.
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2021When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines In: Annals of Tourism Research.
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article1
2019An economic index for measuring firm’s circularity: The case of water industry In: Journal of Behavioral and Experimental Finance.
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article1
2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets In: Journal of Behavioral and Experimental Finance.
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article1
2020The impact of blockchain related name changes on corporate performance In: Journal of Corporate Finance.
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article2
2021The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation In: Journal of Corporate Finance.
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article0
2019A way forward: The future of Irish and European union financial regulation In: Economic Analysis and Policy.
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article1
2018Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters.
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article287
2018Bitcoin Futures—What use are they? In: Economics Letters.
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article52
2020The destabilising effects of cryptocurrency cybercriminality In: Economics Letters.
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article6
2020Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic In: Economics Letters.
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article13
2021Guilt through association: Reputational contagion and the Boeing 737-MAX disasters In: Economics Letters.
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article0
2021Inflation and cryptocurrencies revisited: A time-scale analysis In: Economics Letters.
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article0
2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event In: Energy Economics.
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article0
2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 In: Energy Economics.
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article15
2017Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development? In: International Review of Financial Analysis.
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article0
2019Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis.
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article177
2019What the hack: Systematic risk contagion from cyber events In: International Review of Financial Analysis.
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article2
2020The financial market effects of international aviation disasters In: International Review of Financial Analysis.
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article7
2020Asymmetric mean reversion of Bitcoin price returns In: International Review of Financial Analysis.
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article9
2020Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets In: International Review of Financial Analysis.
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article2
2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry In: International Review of Financial Analysis.
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article7
2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks In: International Review of Financial Analysis.
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2015Analyst recommendations and volatility in a rising, falling, and crisis equity market In: Finance Research Letters.
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article2
2018Datestamping the Bitcoin and Ethereum bubbles In: Finance Research Letters.
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article170
2019Sustainability, accountability and democracy: Ireland’s Troika experience In: Finance Research Letters.
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article2
2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis In: Finance Research Letters.
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article34
2019Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets In: Finance Research Letters.
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article3
2019The effectiveness of technical trading rules in cryptocurrency markets In: Finance Research Letters.
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article20
2020The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters.
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article13
2020The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives In: Finance Research Letters.
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article16
2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies In: Finance Research Letters.
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article122
2020The influence of Bitcoin on portfolio diversification and design In: Finance Research Letters.
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article14
2021Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic In: Finance Research Letters.
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article40
2020Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic.(2020) In: Working Papers in Economics.
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2021Where was the global price of silver established? Evidence from London and New York (1878–1953) In: Finance Research Letters.
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article0
2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position In: Journal of Financial Stability.
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article23
2021Creating universal health care in Ireland: A legal context In: Health Policy.
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article0
2018Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article4
2019High frequency volatility co-movements in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money.
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article36
2021Does blockchain patent-development influence Bitcoin risk? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2021Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics.
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article1
2019Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2018Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom In: Journal of Retailing and Consumer Services.
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article2
2019An analysis of the intellectual structure of research on the financial economics of precious metals In: Resources Policy.
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article5
2019An analysis of the intellectual structure of research on the financial economics of precious metals.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2021Bitcoin-energy markets interrelationships - New evidence In: Resources Policy.
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article2
2021Volatility spillovers during market supply shocks: The case of negative oil prices In: Resources Policy.
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article0
2021Big data analytics, order imbalance and the predictability of stock returns In: Journal of Multinational Financial Management.
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article0
2018Long-term stock market volatility and the influence of terrorist attacks in Europe In: The Quarterly Review of Economics and Finance.
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article9
2020Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple In: The Quarterly Review of Economics and Finance.
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article7
2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre In: International Review of Economics & Finance.
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article7
2018Chemical industry disasters and the sectoral transmission of financial market contagion In: Research in International Business and Finance.
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article1
2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States In: Research in International Business and Finance.
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article7
2020An international analysis of the economic cost for countries located in crisis zones In: Research in International Business and Finance.
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article1
2020The impact of industrial incidents on stock market volatility In: Research in International Business and Finance.
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article1
2020A systematic review of the bubble dynamics of cryptocurrency prices In: Research in International Business and Finance.
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article11
2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic In: Research in International Business and Finance.
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article51
2021Countering money laundering and terrorist financing: A case for bitcoin regulation In: Research in International Business and Finance.
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article0
2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets In: Research in International Business and Finance.
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article0
2020Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements In: Technological Forecasting and Social Change.
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article4
2014How Have Contracts for Difference Affected Irish Equity Market Volatility? In: The Economic and Social Review.
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article0
2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning In: Working Papers.
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paper0
2019Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market In: Working Papers.
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paper0
2014An index of financial market stress for the United Kingdom In: Economics and Business Letters.
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article3
2015European Equity Market Contagion: An Empirical Application to Irelands Sovereign Debt Crisis In: European Financial and Accounting Journal.
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article1
2020KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble? In: Applied Economics Letters.
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article7
2021High-frequency return and volatility spillovers among cryptocurrencies In: Applied Economics.
[Full Text][Citation analysis]
article2
2020The impact of macroeconomic news on Bitcoin returns In: The European Journal of Finance.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team