29
H index
57
i10 index
3771
Citations
University of Southampton | 29 H index 57 i10 index 3771 Citations RESEARCH PRODUCTION: 69 Articles 7 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Larisa Yarovaya. | Is cited by: | Cites to: |
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Post-Print / HAL | 5 |
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2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Shamsudin, Luqman ; Li, Xiao ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:349169. 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 | |
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 | |
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 | |
2024 | FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics. (2024). Khan, Md Mosaddek ; Rahman, Md Mahmudur ; Lamia, Lubna Zahan ; Bin, Mabsur Fatin. In: Papers. RePEc:arx:papers:2411.12748. Full description at Econpapers || Download paper | |
2024 | Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668. Full description at Econpapers || Download paper | |
2024 | Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting. (2024). Fard, Amin Milani ; Zare, Mohammad Ali ; Peik, Arash ; Sarram, Mehdi Agha. In: Papers. RePEc:arx:papers:2412.14529. Full description at Econpapers || Download paper | |
2025 | Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms. (2025). Zhou, Yining ; Liu, Qianying ; Zheng, Haoran ; Zhang, Zizhou ; Yu, Richard ; Hu, Zhuohuan. In: Papers. RePEc:arx:papers:2412.18202. Full description at Econpapers || Download paper | |
2025 | LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management. (2025). Liu, Yang ; Tasca, Paolo ; Xu, Jiahua ; Feng, Yebo ; Luo, Yichen. In: Papers. RePEc:arx:papers:2501.00826. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Supply chain digitalization and corporate ESG performance. (2024). Leng, Xin ; Chen, Siqian ; Luo, Kun. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:4:p:855-881. 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 | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Does size matter? Examining the probability of firm emergence from bankruptcy. (2024). Rashid, Afzalur ; Shams, Syed ; Zikri, Miftah ; Krishnamurti, Chandrasekhar. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:669-713. Full description at Econpapers || Download paper | |
2024 | THE IMPACT OF ANNOUNCEMENTS ON CRYPTOCURRENCY PRICES. (2024). Andrei, Sidorov. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:4:p:69-94. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998. Full description at Econpapers || Download paper | |
2025 | Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658. Full description at Econpapers || Download paper | |
2024 | Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh ; Aziz, Aulia Luqman ; Pradipta, Indry Aristianto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58. 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 | 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 | |
2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper | |
2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper | |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
2024 | Dutch auction dynamics in non-fungible token (NFT) markets. (2024). Zhaf, Marjan ; Dowling, Michael ; Shannon, Darren ; Sheehan, Barry. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002396. Full description at Econpapers || Download paper | |
2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x. 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 | |
2024 | The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432. Full description at Econpapers || Download paper | |
2024 | Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Bossman, Ahmed ; Agyei, Samuel Kwaku ; Yang, Junhua ; Marfo-Yiadom, Edward ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535. Full description at Econpapers || Download paper | |
2024 | Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Dong, Liang ; Su, Yaya ; Qu, YI ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper | |
2024 | Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147. Full description at Econpapers || Download paper | |
2024 | Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524. Full description at Econpapers || Download paper | |
2024 | Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Muller, Fernanda Maria ; Righi, Marcelo Brutti ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652. Full description at Econpapers || Download paper | |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
2024 | Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Zhang, Yulian ; Liu, Tiantian ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743. Full description at Econpapers || Download paper | |
2024 | Cross-regional connectedness of financial market: Measurement and determinants. (2024). Cao, Jie ; Wang, Xuya ; Yang, Xin ; Huang, Chuangxia ; Zhao, Lili. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822. Full description at Econpapers || Download paper | |
2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper | |
2024 | A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190. Full description at Econpapers || Download paper | |
2024 | Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293. Full description at Econpapers || Download paper | |
2024 | Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402. Full description at Econpapers || Download paper | |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
2024 | Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530. Full description at Econpapers || Download paper | |
2024 | Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633. Full description at Econpapers || Download paper | |
2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724. Full description at Econpapers || Download paper | |
2024 | The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726. Full description at Econpapers || Download paper | |
2024 | COVID-19 literature in Elsevier finance journal ecosystem. (2024). Pandey, Dharen ; Hunjra, Ahmed ; Lal, Madan ; Bruna, Maria Giuseppina ; Rai, Varun Kumar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003896. Full description at Econpapers || Download paper | |
2024 | Vocabulary Herfindahl Index (VocaHIn): Linguistic dominance and collective effervescence in WallStreetBets. (2024). Wei, Siliang ; Poon, Ser-Huang ; Otsubo, Yoichi ; Hayakawa, KO. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005111. Full description at Econpapers || Download paper | |
2024 | Larger supply, shorter life? Exploring evidence from alternative cryptocurrencies on decentralized exchanges. (2024). Ye, Wenqiang ; Chang, Zhuoran ; Hua, Xia. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005135. Full description at Econpapers || Download paper | |
2024 | The impact of blockchain on restricting the misuse of green loans in a capital-constrained supply chain. (2024). Song, Dongping ; Li, BO ; Wang, Minxue. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:980-996. Full description at Econpapers || Download paper | |
2024 | Fintech business and corporate social responsibility practices. (2024). Xu, Lei ; Guo, Fei ; Li, Bin ; Meng, Siqi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123001103. Full description at Econpapers || Download paper | |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper | |
2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper | |
2024 | Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387. Full description at Econpapers || Download paper | |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
2024 | Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776. Full description at Econpapers || Download paper | |
2024 | Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963. Full description at Econpapers || Download paper | |
2024 | Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict. (2024). Wang, Yizhi ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400121x. 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 | “I just like the stock”: The role of Reddit sentiment in the GameStop share rally In: The Financial Review. [Full Text][Citation analysis] | article | 9 |
2024 | Trade credit and corporate digital transformation: The role of managerial ability In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
2021 | Higher moment connectedness in cryptocurrency market In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 26 |
2022 | The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 56 |
2020 | The impact of blockchain related name changes on corporate performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 47 |
2018 | Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters. [Full Text][Citation analysis] | article | 589 |
2019 | The role of uncertainty measures on the returns of gold In: Economics Letters. [Full Text][Citation analysis] | article | 47 |
2023 | Tail-event driven NETwork dependence in emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 9 |
2023 | Corporate digital transformation and idiosyncratic risk: Based on corporate governance perspective In: Emerging Markets Review. [Full Text][Citation analysis] | article | 7 |
2023 | COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2019 | Price and volatility spillovers across the international steam coal market In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2016 | Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 113 |
2016 | Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2017 | The financial economics of white precious metals — A survey In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 47 |
2017 | Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 78 |
2017 | Asymmetry in spillover effects: Evidence for international stock index futures markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
2018 | Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
2019 | Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 380 |
2020 | COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 512 |
2020 | Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 37 |
2021 | “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2021 | “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | A bibliometric review of financial market integration literature In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2023 | Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2023 | Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2016 | Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators In: Finance Research Letters. [Full Text][Citation analysis] | article | 81 |
2016 | Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 28 |
2018 | Datestamping the Bitcoin and Ethereum bubbles In: Finance Research Letters. [Full Text][Citation analysis] | article | 310 |
2020 | The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 55 |
2021 | Are Islamic gold-backed cryptocurrencies different? In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2021 | Determinants of industry herding in the US stock market In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2021 | Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 49 |
2022 | The cryptocurrency uncertainty index In: Finance Research Letters. [Full Text][Citation analysis] | article | 87 |
2022 | Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa In: Finance Research Letters. [Full Text][Citation analysis] | article | 27 |
2022 | Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 36 |
2022 | Determinants of cryptocurrency returns: A LASSO quantile regression approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 13 |
2022 | The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2022 | Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets. In: Finance Research Letters. [Full Text][Citation analysis] | article | 30 |
2023 | Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2023 | Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2024 | Unravelling systemic risk commonality across cryptocurrency groups In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2020 | Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 67 |
2022 | Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication In: Global Finance Journal. [Full Text][Citation analysis] | article | 85 |
2019 | Financial stress dynamics in the MENA region: Evidence from the Arab Spring In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 35 |
2021 | Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 11 |
2021 | The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 34 |
2021 | The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2022 | High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 28 |
2022 | Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 64 |
2023 | The role of interpersonal trust in cryptocurrency adoption In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
2023 | The role of interpersonal trust in cryptocurrency adoption.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2023 | Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2020 | Spillovers, integration and causality in LME non-ferrous metal markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 27 |
2021 | Bitcoin-energy markets interrelationships - New evidence In: Resources Policy. [Full Text][Citation analysis] | article | 54 |
2017 | Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 54 |
2022 | Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 24 |
2021 | Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 17 |
2022 | The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 20 |
2016 | Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 19 |
2018 | Information transmission across stock indices and stock index futures: International evidence using wavelet framework In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 10 |
2021 | Did COVID-19 change spillover patterns between Fintech and other asset classes? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 47 |
2022 | The COVID-19 black swan crisis: Reaction and recovery of various financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 21 |
2022 | The COVID-19 black swan crisis: Reaction and recovery of various financial markets.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2022 | Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 11 |
2024 | The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | The Effects of Central Bank Digital Currencies News on Financial Markets In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 30 |
2023 | What abates environmental efficiency in African economies? Exploring the influence of infrastructure, industrialization, and innovation In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 23 |
2024 | Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil In: Technology in Society. [Full Text][Citation analysis] | article | 2 |
2024 | Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil.(2024) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | An index of cryptocurrency environmental attention (ICEA) In: China Finance Review International. [Full Text][Citation analysis] | article | 49 |
In: . [Full Text][Citation analysis] | article | 1 | |
2022 | The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 13 |
2021 | Does Green Financing help to improve the Environmental & Social Responsibility? Designing SDG framework through Advanced Quantile modelling In: MPRA Paper. [Full Text][Citation analysis] | paper | 73 |
2024 | The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis In: Financial Innovation. [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 | 23 |
2020 | The impact of macroeconomic news on Bitcoin returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 47 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team