23
H index
41
i10 index
3165
Citations
University of Waikato (20% share) | 23 H index 41 i10 index 3165 Citations RESEARCH PRODUCTION: 112 Articles 8 Papers 2 Chapters RESEARCH ACTIVITY: 7 years (2017 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco725 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shaen Corbet. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 3 |
Working Papers / Department of Research, Ipag Business School | 2 |
Year | Title of citing document | |
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2023 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper | |
2023 | MicroVelocity: rethinking the Velocity of Money for digital currencies. (2022). Tessone, Claudio J ; D'Errico, Marco ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2201.13416. Full description at Econpapers || Download paper | |
2023 | Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency co-investment network: token returns reflect investment patterns. (2023). Alessandretti, Laura ; Bartolucci, Silvia ; Mungo, Luca. In: Papers. RePEc:arx:papers:2301.02027. Full description at Econpapers || Download paper | |
2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper | |
2023 | Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
2023 | Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642. Full description at Econpapers || Download paper | |
2023 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
2023 | What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751. Full description at Econpapers || Download paper | |
2024 | Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157. Full description at Econpapers || Download paper | |
2023 | Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612. Full description at Econpapers || Download paper | |
2023 | Reconstructing cryptocurrency processes via Markov chains. (2023). Barbosa, Paulo ; Ara, Tanya. In: Papers. RePEc:arx:papers:2308.07626. Full description at Econpapers || Download paper | |
2023 | DeFi Security: Turning The Weakest Link Into The Strongest Attraction. (2023). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2312.00033. Full description at Econpapers || Download paper | |
2024 | An Empirical Analysis of Scam Tokens on Ethereum Blockchain. (2024). Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.19399. Full description at Econpapers || Download paper | |
2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper | |
2024 | Comparative Study of Bitcoin Price Prediction. (2024). Mohammadjafari, Ali. In: Papers. RePEc:arx:papers:2405.08089. Full description at Econpapers || Download paper | |
2023 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Organizational Identity and Performance: An inquiry into Nonconforming Company Names. (2023). Epure, Mircea ; Garofalo, Orsola ; Amore, Mario Daniele. In: Working Papers. RePEc:bge:wpaper:1408. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2023 | Accounting For Digital Assets. (2023). Luu, Steven ; Jackson, Andrew B. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:3:p:302-312. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2023 | The Russia–Ukraine conflict and investor psychology in financial markets. (2023). Humaira, Umme ; Chowdhury, Emon Kalyan. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:3:p:388-405. Full description at Econpapers || Download paper | |
2023 | Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207. Full description at Econpapers || Download paper | |
2023 | Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227. Full description at Econpapers || Download paper | |
2023 | “I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37. Full description at Econpapers || Download paper | |
2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
2023 | Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937. Full description at Econpapers || Download paper | |
2023 | The impact of COVID?19 on seasoned equity offering: Evidence from China. (2021). , Jianqun ; Xiao, HE. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:4:p:539-572. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Dynamics of Money Market Interest Rates in Ghana: Time?Frequency Analysis of Volatility Spillovers. (2021). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:555-589. Full description at Econpapers || Download paper | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper | |
2023 | Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355. Full description at Econpapers || Download paper | |
2023 | Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598. Full description at Econpapers || Download paper | |
2023 | Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022. (2023). Pemberton, Jared. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_5. Full description at Econpapers || Download paper | |
2023 | Herd behavior and contagion effects of the COVID-19. (2023). Ferreira, Roberto T. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01078. Full description at Econpapers || Download paper | |
2023 | How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730. Full description at Econpapers || Download paper | |
2023 | War and cryptocurrency markets: An empirical investigation. (2023). Barguellil, Adel ; Gomes, Mathieu ; Ayed, Sabrine ; Arouri, Mohamed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00183. Full description at Econpapers || Download paper | |
2023 | An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11. Full description at Econpapers || Download paper | |
2023 | Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis. (2023). Guliyeva, Shafa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-59. Full description at Econpapers || Download paper | |
2023 | Applications of Long-Memory and Structure Breaks for Carbon Indexes. (2023). Chen, Jo-Hui ; van Trang, Do Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-64. Full description at Econpapers || Download paper | |
2023 | Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10. Full description at Econpapers || Download paper | |
2023 | Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Babu, Manivannan ; Anandhabalaji, V ; Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36. Full description at Econpapers || Download paper | |
2023 | Impact of Covid-19 on Irish airport stakeholder relationships. (2023). Morgenroth, Edgar ; Efthymiou, Marina ; Hiney, Noel. In: Annals of Tourism Research. RePEc:eee:anture:v:102:y:2023:i:c:s0160738323000956. Full description at Econpapers || Download paper | |
2023 | The impact of political conflicts on airline performance. (2023). Kim, Bora ; O'Connell, John F ; Cho, Janghee ; Shin, Hakseung. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001214. Full description at Econpapers || Download paper | |
2024 | Corporate social responsibility Feng Shui and firm value. (2024). Chang, Shilong ; Qiao, Yuanbo ; Li, Jingqiang ; Wang, Kewen. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738324000148. Full description at Econpapers || Download paper | |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper | |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper | |
2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper | |
2023 | Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370. Full description at Econpapers || Download paper | |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
2024 | Digital Davids, global Goliaths, and the Web3 sling. (2024). Gala, Kaushik. In: Business Horizons. RePEc:eee:bushor:v:67:y:2024:i:1:p:5-17. Full description at Econpapers || Download paper | |
2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper | |
2023 | The impact of asset purchases in an experimental market with consumption smoothing motives. (2023). Hanaki, Nobuyuki ; Duan, Jieyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001604. Full description at Econpapers || Download paper | |
2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper | |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper | |
2023 | Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper | |
2023 | The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095. Full description at Econpapers || Download paper | |
2023 | Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique. (2023). Albu, Lucian ; Umar, Muhammad ; Wu, Tong ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:109-120. Full description at Econpapers || Download paper | |
2023 | Is Fintech good for green finance? Empirical evidence from listed banks in China. (2023). Sarma, Vengadeshvaran ; Lee, Hon ; Wan, Siyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1273-1291. Full description at Econpapers || Download paper | |
2023 | The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246. Full description at Econpapers || Download paper | |
2024 | Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone. (2024). Martinez, Eduardo Trigo ; Urea, Antonio Partal ; Fernandez-Aguado, Pilar Gomez. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:341-355. Full description at Econpapers || Download paper | |
2023 | Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571. Full description at Econpapers || Download paper | |
2023 | Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper | |
2023 | Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140. Full description at Econpapers || Download paper | |
2024 | Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081. Full description at Econpapers || Download paper | |
2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper | |
2023 | Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
2023 | Greenwashing: Do Investors, Markets and Boards Really Care? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Understanding Reputational Risks: The Impact of ESG Events on European Banks In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | The impact of terrorism on European tourism In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 23 |
2021 | When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 7 |
2022 | Did COVID-19 tourism sector supports alleviate investor fear? In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 3 |
2019 | An economic index for measuring firm’s circularity: The case of water industry In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 18 |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
2020 | The impact of blockchain related name changes on corporate performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 28 |
2021 | The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 8 |
2019 | A way forward: The future of Irish and European union financial regulation In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 1 |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters. [Full Text][Citation analysis] | article | 541 |
2018 | Bitcoin Futures—What use are they? In: Economics Letters. [Full Text][Citation analysis] | article | 95 |
2020 | The destabilising effects of cryptocurrency cybercriminality In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
2020 | Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic In: Economics Letters. [Full Text][Citation analysis] | article | 90 |
2021 | Guilt through association: Reputational contagion and the Boeing 737-MAX disasters In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Inflation and cryptocurrencies revisited: A time-scale analysis In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
2023 | Geopolitical risk and M&A: The role of national governance institutions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2022 | The growth of oil futures in China: Evidence of market maturity through global crises In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2024 | Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 In: Energy Economics. [Full Text][Citation analysis] | article | 106 |
2017 | Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2019 | Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 340 |
2019 | What the hack: Systematic risk contagion from cyber events In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2020 | The financial market effects of international aviation disasters In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2020 | Asymmetric mean reversion of Bitcoin price returns In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2020 | The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 18 |
2021 | The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2022 | Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2024 | Seeking a shock haven: Hedging extreme upward oil price changes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2018 | Datestamping the Bitcoin and Ethereum bubbles In: Finance Research Letters. [Full Text][Citation analysis] | article | 292 |
2019 | Sustainability, accountability and democracy: Ireland’s Troika experience In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2019 | Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 69 |
2019 | Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2019 | The effectiveness of technical trading rules in cryptocurrency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 44 |
2020 | The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 44 |
2020 | The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives In: Finance Research Letters. [Full Text][Citation analysis] | article | 34 |
2020 | The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 331 |
2020 | The influence of Bitcoin on portfolio diversification and design In: Finance Research Letters. [Full Text][Citation analysis] | article | 47 |
2021 | Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 96 |
2020 | Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic.(2020) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2021 | Where was the global price of silver established? Evidence from London and New York (1878–1953) In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2022 | Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2022 | The reputational contagion effects of ransomware attacks In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2022 | Are carbon futures prices stable? New evidence during negative oil In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2022 | Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2022 | What drives DeFi prices? Investigating the effects of investor attention In: Finance Research Letters. [Full Text][Citation analysis] | article | 29 |
2022 | Seeking sigma: Time-of-the-day effects on the Bitcoin network In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2023 | Understanding the FTX exchange collapse: A dynamic connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2023 | Volatility connectedness between global COVOL and major international volatility indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2023 | Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2024 | Benefits of Top Management Team Education for Corporate Digital Transformation: A Critical Mass Perspective from China In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Is gold always a safe haven? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 56 |
2024 | Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
2021 | Creating universal health care in Ireland: A legal context In: Health Policy. [Full Text][Citation analysis] | article | 0 |
2018 | Financial 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] | article | 8 |
2019 | High frequency volatility co-movements in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 76 |
2021 | Does blockchain patent-development influence Bitcoin risk? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2021 | Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2022 | Have crisis-induced banking supports influenced European bank performance, resilience and price discovery? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2020 | Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2018 | Stock 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. [Full Text][Citation analysis] | article | 2 |
2019 | An analysis of the intellectual structure of research on the financial economics of precious metals In: Resources Policy. [Full Text][Citation analysis] | article | 18 |
2019 | An analysis of the intellectual structure of research on the financial economics of precious metals.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2021 | Bitcoin-energy markets interrelationships - New evidence In: Resources Policy. [Full Text][Citation analysis] | article | 47 |
2021 | Volatility spillovers during market supply shocks: The case of negative oil prices In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
2021 | Big data analytics, order imbalance and the predictability of stock returns In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
2018 | Long-term stock market volatility and the influence of terrorist attacks in Europe In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 26 |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2024 | The role of international currency spillovers in shaping exchange rate dynamics in Latin America In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Does soft shareholder activism hold hard consequences? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 39 |
2018 | Chemical industry disasters and the sectoral transmission of financial market contagion In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 11 |
2020 | An international analysis of the economic cost for countries located in crisis zones In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2020 | The impact of industrial incidents on stock market volatility In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 43 |
2020 | Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 198 |
2021 | Countering money laundering and terrorist financing: A case for bitcoin regulation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 8 |
2022 | The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
2022 | The effects of German economic and political progress on the Sparkassen savings bank system In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2024 | Fintech, bank diversification and liquidity: Evidence from China In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2024 | The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Bitcoin forks: What drives the branches? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 9 |
2022 | Contextual ambidexterity in the subsidiary: how exploration and exploitation interact to drive subsidiary strategic initiatives and innovation In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2024 | The evolving landscape of energy finance: challenges and opportunities during global uncertainty In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2023 | Do financial innovations influence bank performance? Evidence from China In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | We Reddit in a Forum: The Influence of Message Boards on Firm Stability In: Review of Corporate Finance. [Full Text][Citation analysis] | article | 2 |
2023 | Introduction: Cryptocurrencies and Monetary Policy In: Review of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking In: Review of Corporate Finance. [Full Text][Citation analysis] | article | 1 |
2023 | The Impact of Central Bank Digital Currency (CBDC) Development on Cryptocurrency: A Taxonomic Analysis In: Review of Corporate Finance. [Full Text][Citation analysis] | article | 1 |
2023 | Developing central bank digital currencies: a reality check during cryptocurrency euphoria In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Are DeFi tokens a separate asset class from conventional cryptocurrencies? In: Annals of Operations Research. [Full Text][Citation analysis] | article | 18 |
2024 | Time varying risk aversion and its connectedness: evidence from cryptocurrencies In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2020 | KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 15 |
2021 | High-frequency return and volatility spillovers among cryptocurrencies In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
2022 | Financial contagion among COVID-19 concept-related stocks in China In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2020 | The impact of macroeconomic news on Bitcoin returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 43 |
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