Shaen Corbet

Dublin City University

Professor of Finance

Dublin 9

Ireland

University of Waikato - Management School

Professor of Finance

Hamilton

New Zealand

SCHOLARLY PAPERS

142

DOWNLOADS
Rank 1,689

SSRN RANKINGS

Top 1,689

in Total Papers Downloads

31,534

SSRN CITATIONS
Rank 1,466

SSRN RANKINGS

Top 1,466

in Total Papers Citations

1,040

CROSSREF CITATIONS

41

Scholarly Papers (142)

1.

The Collapse of FTX: The End of Cryptocurrency’s Age of Innocence

Number of pages: 15 Posted: 05 Dec 2022 Last Revised: 08 Jan 2023
Thomas Conlon, Shaen Corbet and Yang Hu
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 1,921 (15,640)

Abstract:

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Cryptocurrency; Exchange; Tokens; Corporate Failure; Fraud.

2.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
Dublin City University, Trinity Business School, Trinity College Dublin, University of Reading - ICMA Centre and University of Southampton - Southampton Business School
Downloads 1,834 (16,773)
Citation 72

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Cryptocurrencies, Pricing Bubbles, Regulation, Cyber Criminality, Systematic Literature Review

3.

The Financial Market Effects of Cryptocurrency Energy Usage

Number of pages: 13 Posted: 30 Jun 2019
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,433 (24,463)
Citation 2

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Cryptocurrency, mining, electricity, energy

4.

Datestamping the Bitcoin and Ethereum Bubbles

Number of pages: 17 Posted: 05 Dec 2017
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,393 (25,517)
Citation 38

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Digital Assets, Bitcoin, Ethereum, Bubbles

5.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 1,341 (26,967)
Citation 8

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Cryptocurrencies; Macroeconomic News; Return volatility

6.

The Contagion Effects of the COVID-19 Pandemic: Evidence from Gold and Cryptocurrencies

Number of pages: 12 Posted: 30 Mar 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 1,126 (34,751)
Citation 96

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COVID-19; Coronavirus; Contagion; Stock Market; Sentiment

7.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Dublin City University, Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,116 (35,170)
Citation 131

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cryptocurrencies, bitcoin, litecoin, time varying, GARCH, spillovers

8.

Financial Digital Disruptors and Cyber-Security Risks: Paired and Systemic

Forthcoming in Journal of Terrorism & Cyber Insurance, Volume 1 Issue 2, 2017
Number of pages: 20 Posted: 05 Jan 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Monfort College of Business, University of Northern Colorado
Downloads 959 (43,734)
Citation 2

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Cyber security, Cyber insurance, risk, financial risk, banking, monetary and financial institutions, FinTech, blockchain, digital security, cyber crime, systemic risk, contagion, financial markets

9.

Cryptocurrency Regulation: Countering Money Laundering and Terrorist Financing

Number of pages: 34 Posted: 21 Nov 2020
Johns Hopkins University, Institute for Policy Research (IPR), University of Bath and Dublin City University
Downloads 874 (49,722)

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Money Laundering; Terrorist Financing; Cryptocurrency; Regulation

10.

Cryptocurrency Reaction to FOMC Announcements: Evidence of Heterogeneity Based on Blockchain Stack Position

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 786 (57,318)
Citation 36

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Cryptocurrencies; Digital Assets; Bitcoin; Litecoin; GARCH; Volatility Spillovers; Volatility Feedback; Monetary Policy

11.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 647 (73,869)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

12.

Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic

Number of pages: 15 Posted: 27 Mar 2020 Last Revised: 09 Apr 2020
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 640 (74,855)
Citation 13

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COVID-19, Coronavirus, Contagion, Stock Market, Sentiment

13.

Kodakcoin: A Blockchain Revolution or Exploiting a Potential Cryptocurrency Bubble?

Number of pages: 12 Posted: 14 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 604 (80,425)
Citation 12

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

14.

We Reddit in a Forum: The Influence of Messaging Boards on Firm Stability

Number of pages: 50 Posted: 17 Mar 2021
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 597 (81,792)

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Market Activity; Liquidity; Volatility; Pump-and-Dump; Manipulation; Messaging Boards

15.

Are DeFi Tokens a Separate Asset Class from Conventional Cryptocurrencies?

Number of pages: 34 Posted: 20 Apr 2021
Dublin City University, University of Akron - Department of Finance, College of Business Administration, American University of the Middle East (AUM) and American University of the Middle East (AUM)
Downloads 587 (83,379)

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Cryptocurrency; Decentralized Finance Tokens; Bubbles; Volatility Spillovers

16.

Greenwashing: Do Investors, Markets and Boards Really Care?

Swiss Finance Institute Research Paper No. 23-90
Number of pages: 46 Posted: 12 Oct 2023 Last Revised: 21 Jan 2024
affiliation not provided to SSRN, Dublin City University, University of Zurich - Department of Banking and Finance and University of Waikato - Department of Economics and Finance
Downloads 513 (100,821)

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Greenwashing; ESG; CSR; Regulation; Reputational Risk

17.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 493 (103,669)
Citation 29

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Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

18.

Regulatory Cybercrime: A Hacking-Based Mechanism to Regulate and Supervise Corporate Cyber Governance?

Number of pages: 43 Posted: 25 Jan 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Monfort College of Business, University of Northern Colorado
Downloads 478 (107,527)
Citation 1

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Cyber security, risk, financial risk, banking, monetary and financial institutions, FinTech, digital security, cyber crime, systemic risk, contagion, financial markets, regulation, white knights, white hats, financial supervision, ESG risk

19.

Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre

Number of pages: 53 Posted: 04 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu, Les Oxley and Danyang Xu
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and University of Waikato
Downloads 450 (115,461)
Citation 30

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COVID-19; Coronavirus; China; Volatility Spillovers; Bitcoin; Flight-to-Safety

20.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 392 (135,425)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

21.

A Systematic Review of the Bubble Dynamics of Cryptocurrency Prices

Number of pages: 26 Posted: 02 Feb 2021
University of Thessaly - Department of Economics, Dublin City University and University of Thessaly
Downloads 370 (144,443)
Citation 9

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22.

Asymmetric Mean Reversion of Bitcoin Price Returns

Number of pages: 29 Posted: 24 Aug 2018
Shaen Corbet and Paraskevi Katsiampa
Dublin City University and Sheffield University Management School
Downloads 357 (150,719)
Citation 9

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23.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 345 (155,932)
Citation 5

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Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis.

24.

Bitcoin-Energy Markets Interrelationships - New Evidence

Number of pages: 22 Posted: 08 May 2020
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 342 (157,891)

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Bitcoin, Cryptocurrencies, Volatility, Speculative Assets, Currencies, Energy Usage

25.

Millennials’ Support for Liberal Democracy Is Failing: A Deep Uncertainty Perspective

Number of pages: 37 Posted: 11 Sep 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Monfort College of Business, University of Northern Colorado
Downloads 329 (164,084)

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Knightian Uncertainty; Geopolitical Risks; Liberal Democracy; Demographics; Millennials; Generation X; Baby Boomers

26.

Any Port in a Storm: Cryptocurrency Safe-Havens during the COVID-19 Pandemic

Number of pages: 13 Posted: 27 May 2020
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 268 (203,200)
Citation 7

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COVID-19; Pandemic; Sentiment; Cryptocurrency; Safe-haven; Financial Crisis

27.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
affiliation not provided to SSRN, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 264 (206,992)
Citation 1

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Cryptocurrencies; Energy Usage; Coal Mining; Volatility; Extreme Value Modelling

28.

Fractal Dynamics and Wavelet Analysis: Deep Volatility Properties of Bitcoin, Ethereum and Ripple

Number of pages: 36 Posted: 26 Aug 2018
Trinity College (Dublin), Dublin City University and Monfort College of Business, University of Northern Colorado
Downloads 259 (210,240)
Citation 6

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Efficient Market Hypothesis; Fractal Market Hypothesis; Cryptocurrencies; Wavelet Coherence; Continuous Wavelet Transform; Hurst Exponent

29.

Ripples in the Crypto World: Systemic Risks in Crypto-Currency Markets

International Banker, June 2018
Number of pages: 6 Posted: 29 Jun 2018
Constantin Gurdgiev and Shaen Corbet
Monfort College of Business, University of Northern Colorado and Dublin City University
Downloads 257 (211,851)

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Bitcoin, Ethereum, Ripple, Crypto-currencies, Cryptocurrencies, Blockchain, Hurst Process, Fractal Markets Hypothesis, Efficient Markets Hypothesis

30.

Understanding the FTX Exchange Collapse: A Dynamic Connectedness Approach

Number of pages: 12 Posted: 06 Jan 2023 Last Revised: 09 Jan 2023
affiliation not provided to SSRN, University College Dublin, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 250 (217,713)

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TVP-VAR; Dynamic Connectedness; GARCH; Fraud; Cryptocurrency; Tokens.

31.

Have Exchange Traded Funds Influenced Commodity Market Volatility?

International Journal of Economics and Financial Issues, vol. 4(2), 2014, pages 323-335
Number of pages: 13 Posted: 05 May 2014
Shaen Corbet and Cian Twomey
Dublin City University and University of Galway
Downloads 250 (217,713)
Citation 1

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Exchange Traded Funds (ETFs), commodity markets, volatility

32.

The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis

International Journal of Economics and Financial Issues, 4(1), pp. 83-92, 2014.
Number of pages: 10 Posted: 14 Feb 2014
Shaen Corbet
Dublin City University
Downloads 249 (218,615)
Citation 2

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Sovereign ratings; VAR; contagion; financial crisis; stock markets

33.

Adverse Selection in Cryptocurrency Markets

Number of pages: 49 Posted: 04 Aug 2022
Kadir Has University, Bilkent University, affiliation not provided to SSRN and Dublin City University
Downloads 246 (221,127)
Citation 2

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Cryptocurrencies, Market Microstructure, Adverse Selection, Informed Trading

34.

What the Hack: Systematic Risk Contagion from Cyber Events

Number of pages: 48 Posted: 11 Sep 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Monfort College of Business, University of Northern Colorado
Downloads 245 (221,998)
Citation 12

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EGARCH, Financial Markets, Cybercrime, Regulation, Cybersecurity, Contagion, Systemic Risk

35.

The European Financial Market Stress Index

International Journal of Economics and Financial Issues, 4(1), pp. 217-230, 2014.
Number of pages: 14 Posted: 14 Feb 2014 Last Revised: 05 May 2014
Shaen Corbet
Dublin City University
Downloads 244 (222,903)
Citation 1

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European financial crisis; financial market stress indicator; liquidity; stock markets.

36.

The influence of Bitcoin on Portfolio Diversification and Design

Number of pages: 14 Posted: 03 Mar 2021
Md Akhtaruzzaman, Ahmet Sensoy and Shaen Corbet
Australian Catholic University, Borsa Istanbul and Dublin City University
Downloads 243 (223,829)

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37.

How Have Contracts for Difference Affected Irish Equity Market Volatility?

The Economic and Social Review, Vol.45, No.4, Winter 2014, pp.559-577.
Number of pages: 15 Posted: 14 Feb 2014 Last Revised: 14 Jan 2015
Shaen Corbet and Cian Twomey
Dublin City University and University of Galway
Downloads 233 (233,256)
Citation 3

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Contracts for Difference, EGARCH, Equity Markets, Volatility

To CBDC or Not to CBDC. That is the Question.

Number of pages: 34 Posted: 11 Oct 2022 Last Revised: 13 Oct 2022
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 195 (274,424)

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Central Bank; CBDC; Cryptocurrency; Stablecoin; Sentiment; GARCH

To Cbdc or Not to Cbdc. That is the Question

Number of pages: 35 Posted: 18 Jan 2024
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato
Downloads 36 (855,202)

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Central Banks, CBDC, Cryptocurrency, Stablecoin, Sentiment

A Way Forward: The Future of Irish and European Union Financial Regulation

Number of pages: 28 Posted: 02 Feb 2021
Trinity College (Dublin), Trinity College (Dublin), Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 44 (737,549)

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40.

The Influence of the COVID-19 Pandemic on Asset-Price Discovery: Testing the Case of Chinese Informational Asymmetry

Number of pages: 81 Posted: 09 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 222 (244,105)
Citation 14

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COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry

41.

Understanding the Transmission of Crash Risk Between Cryptocurrency and Equity Markets

Number of pages: 32 Posted: 23 May 2022 Last Revised: 10 Jan 2023
School of Business, East China University of Science and Technology, University of Akron - Department of Finance, College of Business Administration, Ho Chi Minh City University of Economics and Finance, Management School, Hainan University and Dublin City University
Downloads 214 (252,628)
Citation 8

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42.

Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets

National University of Ireland, Galway (NUIG), Working Paper Series, Forthcoming.
Number of pages: 19 Posted: 14 Feb 2014
Shaen Corbet and Cian Twomey
Dublin City University and University of Galway
Downloads 211 (255,913)
Citation 1

Abstract:

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Contracts for Difference, EGARCH, equity markets, volatility

43.

Commodity Market Interactions With Energy-Firm Distress: Evidence From the Colonial Pipeline Ransomware Attack

Number of pages: 10 Posted: 14 Jun 2022
John W. Goodell and Shaen Corbet
University of Akron - Department of Finance, College of Business Administration and Dublin City University
Downloads 202 (266,346)
Citation 1

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Contagion; Cybercriminality; Hacking; Ransomware; Investor attention; Commodity Markets.

44.

Geopolitical Risk and M&A: The Role of National Governance Institutions

Number of pages: 15 Posted: 22 Nov 2022
University of Birmingham, Birmingham Business School, Dublin City University Business School, Saudi Electronic University and Dublin City University
Downloads 200 (268,811)

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Geopolitical risk, Mergers and Acquisitions, National institutions and governance

45.

Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis

Number of pages: 12 Posted: 03 Sep 2018
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 177 (299,691)
Citation 10

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Bitcoin; Ether; Litecoin; Volatility Spillovers; BEKK-MGARCH

46.

Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic

Number of pages: 26 Posted: 19 May 2020 Last Revised: 18 Jun 2020
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 176 (301,169)
Citation 56

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Cryptocurrency, Bitcoin, Ethereum, Tether, Safe Haven, Downside Risk, COVID-19

47.

Populism and Extremism: The Immediate Political Challenges to Europeanism

Number of pages: 10 Posted: 08 Apr 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 174 (304,221)
Citation 3

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Populism, Anti-Austerity, Europe Union, Crisis, Discourse, Financial Crisis

48.

The Implications of the Silicon Valley Bank Collapse

Number of pages: 10 Posted: 16 Dec 2023
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 172 (308,799)

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49.

Fintech, Bank Diversification and Liquidity: Evidence from China

Number of pages: 43 Posted: 24 Feb 2023
Mengxuan Tang, Yang Hu, Shaen Corbet, Greg Hou and Les Oxley
University of Waikato, School of Accounting, Finance and Economics, University of Waikato, Dublin City University, University of Waikato - Management School and University of Waikato
Downloads 168 (315,174)

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Fintech, Banking, China, Liquidity, Diversification

50.

European Equity Market Contagion: An Empirical Application to Ireland's Sovereign Debt Crisis

Number of pages: 10 Posted: 18 Jun 2014
Shaen Corbet and Cian Twomey
Dublin City University and University of Galway
Downloads 164 (320,165)

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Dynamic correlation, DCC-GARCH, contagion, financial crises, bailouts, equity markets

51.

An Index of Financial Market Stress for the United Kingdom

Number of pages: 3 Posted: 06 Jun 2014
Shaen Corbet and Cian Twomey
Dublin City University and University of Galway
Downloads 162 (323,508)

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Financial crises, financial markets, financial stress indicator, Bank of England policy action.

52.

Financing Higher Education in a Constrained Economic Environment: The Argument Against Income Contingent Loans in Ireland

Number of pages: 30 Posted: 08 Apr 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 161 (325,186)

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University Funding, Income Contingent Loans, Stress Test, Ireland

Beyond the Noise – Information Discovery in Bitcoin Revisited

Number of pages: 45 Posted: 30 Jun 2022
Thomas Conlon, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 107 (448,470)

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Bitcoin; Futures; Information Shares; Price Discovery; DCC-GARCH.

Beyond the Noise: Information Discovery in Bitcoin Revisited

Number of pages: 53 Posted: 12 Dec 2023
Thomas Conlon, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato
Downloads 51 (691,436)

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Bitcoin, Futures, Information Share, Price Discovery, DCC-GARCH.

54.

Quantifying the Effects of New Derivative Introduction on Exchange Volatility, Efficiency and Liquidity

Number of pages: 132 Posted: 14 Feb 2014
Shaen Corbet
Dublin City University
Downloads 152 (341,299)

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Contracts for Difference, Exchange Traded Funds, European Stress Index

55.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 148 (348,655)
Citation 2

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; GARCH

56.

Inflation and Cryptocurrencies Revisited: A Time-Scale Analysis

Economics Letters
Number of pages: 10 Posted: 24 Jul 2021 Last Revised: 05 Dec 2022
Thomas Conlon, Richard McGee and Shaen Corbet
University College Dublin, University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students and Dublin City University
Downloads 147 (350,619)
Citation 16

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Inflation Expectations, Bitcoin, Ethereum, Hedging, Wavelets, Cryptocurrencies

57.

Enduring Relief or Fleeting Respite? Bitcoin as a Hedge and Safe Haven for the US Dollar

Number of pages: 33 Posted: 12 Jan 2021
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 139 (366,458)

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Bitcoin, Currency, Hedge, Safe Haven, Wavelet, Quantile Coherency

58.

Examining Dynamic Connectedness between Green Bonds and Traditional Assets Volatility During Black-Swan Events: A New TVP-VAR Frequency Connectedness Approach

Number of pages: 34 Posted: 06 Feb 2023
Danyang Xu, Yang Hu, Shaen Corbet, Greg Hou and Les Oxley
University of Waikato, School of Accounting, Finance and Economics, University of Waikato, Dublin City University, University of Waikato - Management School and University of Waikato
Downloads 138 (368,587)

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TVP-VAR, Dynamic Connectedness, Energy Markets, Stock Markets, Green Bonds

59.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
affiliation not provided to SSRN, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 135 (374,828)
Citation 12

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60.

Forecasting Mid-Price Movement of Bitcoin Futures Using Machine Learning

E Akyildirim, O Cepni, S Corbet, GS Uddin, Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, 1-32. Forthcoming
Number of pages: 27 Posted: 25 Mar 2022
affiliation not provided to SSRN, Copenhagen Business School, Dublin City University and Linkoping University - Department of Management and Engineering Division
Downloads 133 (379,175)

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Cryptocurrency; Bitcoin Futures, Machine Learning; Covid-19; k-Nearest Neighbors; Logistic Regression; Naive Bayes; Random Forest; Support Vector Machine; Extreme Gradient Boosting

61.

Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking

Review of Corporate Finance, Vol. 3, No. 4, 2023
Number of pages: 42 Posted: 03 May 2023
Shaen Corbet and Les Oxley
Dublin City University and University of Waikato
Downloads 130 (385,833)

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Cryptocurrency; Blockchain; Academic Journal Rankings; Geographical Distribution; Bibliometrics

62.

Cryptocurrency Liquidity and Volatility Interrelationships during the COVID-19 Pandemic

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 02 Feb 2022
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 130 (385,833)

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COVID-19; Coronavirus; Cryptocurrency; Price Volatility; Liquidity.

63.

Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe

Number of pages: 42 Posted: 13 Sep 2017
Dublin City University, Monfort College of Business, University of Northern Colorado and Dublin City University Business School
Downloads 128 (390,581)
Citation 8

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Stock market volatility, Europe, Terrorist attacks, Systemic Risk, Contagion, Terrorism risk, Terrorism

64.

The Danger of Cryptocurrency Pump-and-Dumps: Analysing the Development of Research & Regulation

Number of pages: 12 Posted: 16 Mar 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 125 (397,675)

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65.

What Drives DeFi Prices? Investigating the Effects of Investor Attention

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 10 May 2022
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 121 (407,474)
Citation 5

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DeFi; Cryptocurrency; MS-VAR; Causality; Connectedness; Sentiment.

66.

Introduction to the Review of Corporate Finance, Special Issue on 'Cryptocurrencies and Monetary Policy'

Review of Corporate Finance, Vol. 3, No. 4 (2023)
Number of pages: 5 Posted: 24 May 2023 Last Revised: 21 Aug 2023
Shaen Corbet
Dublin City University
Downloads 120 (409,971)

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67.

Contagion Effects of Permissionless, Worthless Cryptocurrency Tokens: Evidence from the Collapse of Ftx

Number of pages: 44 Posted: 11 May 2023 Last Revised: 11 Jan 2024
Thomas Conlon, Shaen Corbet and Greg Hou
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 116 (420,367)

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Cryptocurrency, Tokens, Corporate Failure, Information Flow, Price Discovery

68.

Public Education & Civic Responsibility in a Constrained Financial Environment. The Argument Against Income Contingent Loans in Ireland for Higher Education Financing

Number of pages: 30 Posted: 28 Mar 2017
Charles James Larkin and Shaen Corbet
Institute for Policy Research (IPR), University of Bath and Dublin City University
Downloads 116 (420,367)

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Income Contingent Loans, University Funding, Ireland, Europe

69.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021
affiliation not provided to SSRN, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 115 (423,035)

Abstract:

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70.

The Impact of Terrorism on European Tourism

Number of pages: 33 Posted: 24 Sep 2019
Dublin City University, affiliation not provided to SSRN, Dublin City University, DCU Business School, Dublin, Ireland and Trinity Business School, Trinity College Dublin
Downloads 113 (428,580)
Citation 2

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terrorism; European aviation industry; tourism flows; ARMA-GARCH

71.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
China University of Geosciences, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 110 (436,973)
Citation 8

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

72.

Turning Tigers into PIIGS: The Role of Leverage in the Irish Economic Collapse

Lessons from the Great Recession: At the Crossroads of Sustainability and Recovery, Advances in Sustainability and Environmental Justice, 3(1), pp.21-55
Number of pages: 20 Posted: 29 Mar 2017
Shaen Corbet
Dublin City University
Downloads 107 (445,849)
Citation 6

Abstract:

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Financial crisis, banking crisis, housing markets, bubbles, contracts for difference, leverage

73.

Guilt through Association: Reputational Contagion and the Boeing 737-MAX Disasters

Economics Letters, Forthcoming
Number of pages: 12 Posted: 02 Feb 2021
University of Bath, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 105 (451,901)
Citation 2

Abstract:

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74.

Financial Market Information Flows When Counteracting Rogue States: The Indirect Effects of Targeted Sanction Packages

Number of pages: 79 Posted: 06 Jan 2023 Last Revised: 02 Jun 2023
University College Dublin, Dublin City University, University of Akron - Department of Finance, College of Business Administration, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 104 (454,961)

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Sanctions; Banking System; Ukraine; Information Flow; Price Discovery

75.

High Frequency Volatility Co-Movements in Cryptocurrency Markets

Number of pages: 31 Posted: 24 Sep 2019
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 102 (461,347)
Citation 8

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Cryptocurrencies; High-frequency data; Asymmetric Diagonal BEKK; MGARCH; Volatility

76.

Generating Stable University Funding Mechanisms: Income Contingent Loan Structure Choice within the Irish Higher Education System

Number of pages: 15 Posted: 28 Mar 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 101 (464,529)
Citation 1

Abstract:

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University Funding, Income Contingent Loans, Cluster Analysis, Ireland, Europe

77.

The Wild West of ICOs

Number of pages: 19 Posted: 24 Apr 2020
Shaen Corbet and Douglas J. Cumming
Dublin City University and Florida Atlantic University
Downloads 97 (477,326)
Citation 4

Abstract:

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Cryptocurrency; Initial Coin Offerings; Regulation; Illegality; Cyber-Criminality

78.

The Problem with NFTs

Number of pages: 17 Posted: 16 Dec 2023
Thomas Conlon and Shaen Corbet
University College Dublin and Dublin City University
Downloads 95 (483,906)

Abstract:

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79.

The Bitcoin Volume-volatility Relationship: a High Frequency Analysis of Futures and Spot Exchanges

Number of pages: 33 Posted: 27 Nov 2023
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 90 (500,738)
Citation 1

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Financial Services, Bitcoin Futures Realized Volatility, Trading Volume, CME BRR, Governance and Risk

80.

Seeking a Shock Haven: Hedging Extreme Upward Oil Price Changes

Number of pages: 29 Posted: 16 Dec 2022
Thomas Conlon, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 90 (500,738)

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Crude Oil; Shock Haven; Hedge; Price Shock; Uncertainty

81.

Can Cryptocurrencies Provide a Viable Hedging Mechanism for Benchmark Index Investors?

Number of pages: 27 Posted: 10 May 2022
University of Thessaly - Department of Economics, University of Thessaly, University of Thessaly and Dublin City University
Downloads 82 (530,292)

Abstract:

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Cryptocurrencies; Gold; Commodities; EPU; MSCI World index; Global Benchmark Indices.

82.

Exploring the Impact of News Sentiment on Defi Coin Returns

Number of pages: 31 Posted: 30 Mar 2023
University of Bradford, Hamad Bin Khalifa University - Center for Islamic Economics and Finance, Copenhagen Business School and Dublin City University
Downloads 81 (534,129)

Abstract:

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DeFi, Cryptocurrency, Sentiment, Media, Information, News

83.

High-frequency return and volatility spillovers among cryptocurrencies

Ahmet Sensoy, Thiago Christiano Silva, Shaen Corbet & Benjamin Miranda Tabak (2021) High-frequency return and volatility spillovers among cryptocurrencies, Applied Economics, 53:37, 4310-4328, DOI: 10.1080/00036846.2021.1899119
Number of pages: 31 Posted: 18 Mar 2022
Borsa Istanbul, Government of the Federative Republic of Brazil - Studies and Research Department, Dublin City University and FGV/EPPG
Downloads 81 (534,129)

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Cryptocurrency, Bitcoin, Network, Spillover, Minimal Spanning Tree, Hierarchical Clustering, Machine Learning.

84.

Examining Dynamic Connectedness between Green Bonds and Traditional Assets During Crises

Number of pages: 36 Posted: 13 Jun 2023
Danyang Xu, Shaen Corbet, Yang Hu, Greg Hou and Les Oxley
University of Waikato, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato
Downloads 77 (550,146)

Abstract:

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TVP-VAR, Dynamic Connectedness, Energy Markets, Stock Markets, Green Bonds

85.

Understanding the Contagion Effects of the FTX Exchange Collapse

Number of pages: 15 Posted: 16 Dec 2023
Thomas Conlon, Shaen Corbet and Yang Hu
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 76 (554,144)

Abstract:

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86.

Quantitative Easing Announcements and High-Frequency Stock Market Volatility: Evidence From the United States

Number of pages: 31 Posted: 24 Aug 2018
Dublin City University, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 74 (562,672)
Citation 2

Abstract:

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87.

Can Artificial Intelligence be Used to Target Market Manipulation?

Number of pages: 14 Posted: 16 Dec 2023
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 69 (593,656)

Abstract:

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88.

Time Varying Risk Aversion and Its Connectedness: Evidence From Cryptocurrencies

Number of pages: 42 Posted: 22 Nov 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 68 (588,976)

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Risk Aversion; Periodicity; Cryptocurrencies; Granger Causality; Spillover Index.

89.

The Differential Impact of Corporate Blockchain-Development as Conditioned by Sentiment and Financial Desperation

Journal of Corporate Finance, Forthcoming
Number of pages: 69 Posted: 02 Feb 2021
University of Bath, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 65 (607,640)
Citation 11

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Investor Sentiment; Blockchain; Leverage; Idiosyncratic Volatility; Behavioural Finance

The Effects of German Economic and Political Progress on the Sparkassen Savings Bank System

Number of pages: 28 Posted: 02 Apr 2020
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 55 (667,351)
Citation 2

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Banking; Savings Banks; Sparkassen; Economic Development; Political Development; Germany

The Effects of German Economic and Political Progress on the Sparkassen Savings Bank System

Research in International Business and Finance, Forthcoming
Number of pages: 33 Posted: 16 Jan 2024
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 6 (1,085,914)

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Banking; Savings Banks; Sparkassen; Economic Development; Political Development

91.

Tail Risk Connectedness During Geopolitical Shocks: Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets

Number of pages: 43 Posted: 11 May 2023
Yang Hu, Shaen Corbet, Chunlin Lang, Greg Hou and Les Oxley
School of Accounting, Finance and Economics, University of Waikato, Dublin City University, Zhengzhou University, University of Waikato - Management School and University of Waikato
Downloads 59 (632,880)

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Tail Risk, Dynamic Connectedness, Geopolitical Shocks, Russian-Ukraine conflict.

Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis

Number of pages: 28 Posted: 22 May 2023
University of Thessaly - Department of Economics, University of Thessaly, University of Thessaly and Dublin City University
Downloads 32 (829,537)

Abstract:

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Precious metals, Industrial metals, Oil, Natural Gas, Bitcoin, Spillover Connectedness.

Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis

Number of pages: 29 Posted: 09 Aug 2023
University of Thessaly - Department of Economics, University of Thessaly, University of Thessaly and Dublin City University
Downloads 26 (882,161)
Citation 1

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Precious metals, Industrial metals, Oil, Natural Gas, bitcoin, Spillover Connectedness

93.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices

Number of pages: 47 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 58 (638,099)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

94.

Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements

Number of pages: 59 Posted: 02 Feb 2021
affiliation not provided to SSRN, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 57 (643,390)
Citation 1

Abstract:

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95.

Understanding the Tuna Bond Scandal

Number of pages: 10 Posted: 16 Dec 2023
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 56 (659,980)

Abstract:

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96.

Bitcoin Forks: What Drives the Branches?

Number of pages: 27 Posted: 18 Aug 2023 Last Revised: 29 Jan 2024
Thomas Conlon, Shaen Corbet, Les Oxley, Yang Hu and Greg Hou
University College Dublin, Dublin City University, University of Waikato, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Management School
Downloads 55 (654,309)

Abstract:

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Bitcoin, Forks, Market Exposure, Risk, Diversification, Cryptocurrencies

97.

Does Blockchain Patent-Development Influence Bitcoin Risk?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 31 Posted: 02 Feb 2021
Yang Hu, Greg Hou, Les Oxley and Shaen Corbet
University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and Dublin City University
Downloads 55 (654,309)

Abstract:

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98.

Do Investors Still Acknowledge Excessive Corporate Leverage? Understanding Divergence of Valuation During the Age of ZIRP and QE

Number of pages: 28 Posted: 02 Jun 2021
Dublin City University, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 53 (665,548)

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Leverage; Monetary Policy; Quantitative Easing; Central Banks; ZIRP.

99.

Has the Uniformity of Banking Regulation within the European Union Restricted Rather than Encouraged Sectoral Development?

International Review of Financial Analysis, Forthcoming
Number of pages: 38 Posted: 25 Aug 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 52 (676,854)
Citation 9

Abstract:

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Banking; regulation; financial markets; cultural distance; European Union

100.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
affiliation not provided to SSRN, Dublin City University, Dublin City University, DCU Business School, Dublin, Ireland, affiliation not provided to SSRN and Borsa Istanbul
Downloads 49 (688,656)
Citation 4

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Airline Disaster; Contagion; Volatility; Reputation Risk; Financial Markets

101.

Have Crisis-Induced Banking Supports Influenced European Bank Performance, Resilience and Price Discovery?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 47 Posted: 17 May 2022
Dublin City University, Florida Atlantic University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 48 (694,715)
Citation 7

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Banks; Central Banks; Monetary Policy; COVID-19; Crisis; Government Guarantees; Ownership Structure.

102.

Measuring Quantile Dependence and Testing Directional Predictability between Bitcoin, Altcoins and Traditional Financial Assets

Number of pages: 53 Posted: 02 Feb 2021
Dublin City University, Sheffield University Management School and Teesside University
Downloads 48 (694,715)
Citation 1

Abstract:

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103.

The Impact of Covid-19 on the Volatility Connectedness of the Chinese Tourism Sector

Number of pages: 30 Posted: 24 Feb 2023
Yang Hu, Chunlin Lang, Shaen Corbet and Junchuan Wang
School of Accounting, Finance and Economics, University of Waikato, Zhengzhou University, Dublin City University and Hong Kong Polytechnic University
Downloads 47 (700,878)

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COVID-19, China, Tourism, TVP-VAR, Stock Markets

104.

The Growth of Oil Futures in China: Evidence of Market Maturity through Global Crises

Number of pages: 59 Posted: 17 May 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 47 (700,878)
Citation 3

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Oil; Futures Markets; Spillovers; Volatility; Information Asymmetry; China.

105.

Countering Money Laundering and Terrorist Financing: A Case for Bitcoin Regulation

Research in International Business and Finance, Forthcoming
Number of pages: 34 Posted: 16 Jan 2024
Johns Hopkins University, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 46 (707,297)
Citation 2

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Money laundering; Terrorist Financing; Cryptocurrency; Regulation

106.

Dynamic Return Connectedness Between Commodities and Travel & Leisure ETFs: Investment Strategies and Portfolio Implications

Number of pages: 15 Posted: 26 May 2023
Chunlin Lang, Yang Hu, Shaen Corbet and John W. Goodell
Zhengzhou University, University of Waikato - Management School, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 46 (707,297)
Citation 1

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Commodities; Travel and Leisure; Exchange Traded Funds; Dynamic Connectedness; Portfolio Diversification.

107.

The Influence of the COVID-19 Pandemic on Asset-Price Discovery: Testing the Case of Chinese Informational Asymmetry (Online Appendices)

Number of pages: 12 Posted: 11 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 46 (707,297)
Citation 2

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COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry

108.

Does Cryptocurrency Pricing Response to Regulatory Intervention Depend on Underlying Blockchain Architecture?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 47 Posted: 16 Mar 2022
Dublin City University Business School, Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 45 (713,769)

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; EGARCH.

109.

Another Iceberg Ahead: Are Corporate Reputational Catastrophes Treated Differently During Recessions?

Number of pages: 32 Posted: 30 Sep 2022
affiliation not provided to SSRN, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 44 (720,023)

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Corporate Reputation; Sentiment; Investor Behaviour; Market Misconduct; Recession.

110.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 1/3)

Number of pages: 21 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 44 (720,023)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

111.

An Analysis of Investor Behaviour and Information Flows Surrounding the Negative WTI Oil Price Futures Event

Energy Economics, Forthcoming
Number of pages: 52 Posted: 16 Mar 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 40 (746,865)

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Information Flows; Price Discovery; Oil; Crises; Negative Prices; Volatility.

112.

Where was the Global Price of Silver Established? Evidence from London and New York (1878-1953)

Number of pages: 13 Posted: 02 Apr 2020
Shaen Corbet and Fergal A. O'Connor
Dublin City University and University College Cork
Downloads 40 (746,865)

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Silver; Price Discovery; Information Flows; Historical Data

113.

Analysing the Dynamic Influence of US Macroeconomic News Releases on Turkish Stock Markets

Number of pages: 15 Posted: 24 Sep 2019
Cumhur Ekinci, Erdinc Akyildirim and Shaen Corbet
Istanbul Technical University, affiliation not provided to SSRN and Dublin City University
Downloads 40 (746,865)
Citation 2

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US Macroeconomic Announcements; Stocks; Liquidity; High-Frequency Data; Trading; Borsa Istanbul

114.

An Incentives-Based Mechanism for Corporate Cyber Governance Enforcement and Regulation

Corbet S., Gurdgiev C. (2020) An Incentives-Based Mechanism for Corporate Cyber Governance Enforcement and Regulation In: Walker T., Gramlich D., Bitar M., Fardnia P. (eds) Ecological, Societal, and Technological Risks and the Financial Sector. Palgrave Studies in Sustainable Business In Association
Number of pages: 16 Posted: 26 Apr 2021
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Monfort College of Business, University of Northern Colorado
Downloads 38 (760,896)

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Governance, Cybersecurity, Risk

115.

The Influence of Social Media Emotions Evidence from the Kodak Manic Episode

Number of pages: 46 Posted: 27 Jul 2023
University of Bath, University College Dublin, Dublin City University, Institute for Policy Research (IPR), University of Bath, University of Waikato and University of Warwick - Finance Group
Downloads 37 (768,144)

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Emotional Sentiment, Social Media, Corporate Fraud, Announcements, Efficiency

116.

Volatility Connectedness Between Global COVOL and Major International Volatility Indices

Number of pages: 11 Posted: 19 May 2023
Danyang Xu, Yang Hu, Shaen Corbet and John W. Goodell
University of Waikato, University of Waikato - Management School, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 36 (775,532)
Citation 5

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COVOL; VIX; Volatility; Connectedness; TVP-VAR.

117.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 2/3)

Number of pages: 11 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 36 (775,532)

Abstract:

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

118.

Volatility Spillovers During Market Supply Shocks: The Case of Negative Oil Prices

Resources Policy, Forthcoming
Number of pages: 26 Posted: 16 Mar 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 34 (790,595)

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High frequency; Volatility Spillovers; WTI; Negative Prices; COVID-19.

119.

Monetary Doping? Understanding the Rapid Development of Cbdc in Emerging Economies

Number of pages: 9 Posted: 09 Oct 2023
Dublin City University, Florida Atlantic University, Florida Atlantic University - College of Business and Florida Atlantic University
Downloads 33 (798,388)

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Central Bank Digital Currencies, Financial Development, monetary policy, Governance, Regulation

120.

Financial Contagion among COVID-19 Concept-Related Stocks in China

Number of pages: 25 Posted: 16 Feb 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 32 (806,238)

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COVID-19; Chinese Stock Market; Coronavirus; Pandemic; Contagion; Coskewness

121.

The Influence of Aviation Disasters on Engine Manufacturers: An Analysis of Financial and Reputational Contagion Risks

Number of pages: 40 Posted: 08 Jan 2021
affiliation not provided to SSRN, Dublin City University, affiliation not provided to SSRN and Borsa Istanbul
Downloads 31 (814,091)
Citation 1

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Aviation Disasters; Contagion; Engine Manufacturers; Financial Markets; Reputational Risks; Tourism; Transport

122.

Chemical Industry Disasters and the Sectoral Transmission of Financial Market Contagion

Number of pages: 29 Posted: 24 Aug 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath and Dublin City University Business School
Downloads 31 (814,091)
Citation 1

Abstract:

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123.

Sustainability, Accountability and Democracy: Ireland's Troika Experience

Number of pages: 15 Posted: 24 Aug 2018
Trinity College (Dublin), Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 31 (814,091)

Abstract:

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124.

The Influence of the COVID-19 Pandemic on the Hedging Functionality of Chinese Financial Markets

S Corbet, YG Hou, Y Hu, L Oxley, The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets, Research in International Business and Finance 59, January 2022, 101510
Number of pages: 31 Posted: 16 Feb 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 30 (822,241)

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COVID-19; Hedge Ratios; China; Financial Markets; Diversification

125.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 3/3)

Number of pages: 11 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 29 (830,392)

Abstract:

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

126.
Downloads 28 (838,867)

Abstract:

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127.

Exploring the Dynamic Behaviour of Commodity Market Tail Risk Connectedness During the Negative Wti Pricing Event

Number of pages: 34 Posted: 18 Feb 2023
Yang Hu, Chunlin Lang, Shaen Corbet, Greg Hou and Les Oxley
School of Accounting, Finance and Economics, University of Waikato, Zhengzhou University, Dublin City University, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 27 (847,162)

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TVP-VAR, Dynamic Connectedness, Oil Markets, EGARCH, Negative Valuation.

128.

Public Accountability and Parliamentary Scrutiny in Finance

Number of pages: 17 Posted: 04 Mar 2021
Trinity College (Dublin), Dublin City University, Institute for Policy Research (IPR), University of Bath and affiliation not provided to SSRN
Downloads 27 (864,529)

Abstract:

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129.

An International Analysis of the Economic Cost for Countries Located in Crisis Zones

Number of pages: 32 Posted: 02 Feb 2021
University of Jordan, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 26 (855,794)

Abstract:

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130.

Developing Central Bank Digital Currencies: A Reality Check During Cryptocurrency Euphoria

Economics and Business Letters, 2023
Number of pages: 13 Posted: 16 Jan 2024
University of Bath, Dublin City University, Institute for Policy Research (IPR), University of Bath and University of Waikato
Downloads 25 (882,503)

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Cryptocurrency; CBDC; Sentiment; Central Bank; Exchange Traded Funds

131.

The Evolving Landscape of Energy Finance: Challenges and Opportunities During Global Uncertainty

The Handbook of Financial Integration, (Forthcoming)
Number of pages: 23 Posted: 13 Jan 2024
John W. Goodell and Shaen Corbet
University of Akron - Department of Finance, College of Business Administration and Dublin City University
Downloads 25 (864,529)

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Contagion; Cybercriminality; Investor attention; Negative Oil; Commodity Markets; Energy Finance

132.

Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework

Number of pages: 33 Posted: 28 Feb 2021
affiliation not provided to SSRN, Dublin City University, IPAG Business School and Borsa Istanbul
Downloads 21 (901,352)

Abstract:

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133.

Responsible or ‘Controlled’ Digitalisation? ESG Performance and Corruption in China

Number of pages: 39 Posted: 25 Jan 2024
The University of Waikato, The University of Waikato, Dublin City University and University of Waikato - Management School
Downloads 18 (940,390)

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ESG, Digitalisation, Corruption, Cash Holding, Internal Control.

134.

Geopolitical Risk and M&A: The Role of National Governance Institutions

Number of pages: 9 Posted: 06 Dec 2022
Dublin City University Business School, University of Birmingham, Birmingham Business School, Dublin City University and Saudi Electronic University
Downloads 17 (940,390)

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Geopolitical Risk, Mergers and Acquisitions, National Institutions, Governance.

135.

When lighting strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia Airlines

S Corbet, M Efthymiou, B Lucey, JF O'Connell, When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines, Annals of Tourism Research 87, 103109
Number of pages: 34 Posted: 03 Feb 2022
Dublin City University, Dublin City University, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 14 (970,615)

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Malaysia Airlines; Airline; Crisis Management; MH17; MH370; Nationalisation.

136.

Does Blockchain Patent Development Influence Bitcoin Risk?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 31 Posted: 13 Jan 2024
Yang Hu, Greg Hou, Les Oxley and Shaen Corbet
School of Accounting, Finance and Economics, University of Waikato, University of Waikato - Management School, University of Waikato and Dublin City University
Downloads 12 (990,746)

Abstract:

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Bitcoin; Cryptocurrency; Blockchain; Volatility; Spillovers; Contagion; Patents; Intellectual Property

137.

Comparing the Resilience of Socially Responsible and Sin Investment During the Covid-19 Pandemic

Number of pages: 38 Posted: 02 Feb 2024
David Meehan and Shaen Corbet
Dublin City University and Dublin City University
Downloads 10 (1,019,236)

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Socially Responsible Investment, SIN, ETFs, COVID-19, Financial Crises, ESG

138.

The Reputational Contagion Effects of Ransomware Attacks

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 17 Jan 2024
Shaen Corbet and John W. Goodell
Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 10 (1,009,947)

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Cybercriminality; Reputation; Contagion; Ransomware; Investor Attention; Financial Markets

139.

Co-movements and Spillovers of Oil and Renewable Firms Under Extreme Conditions: New Evidence From Negative WTI Prices During COVID-19

Energy Economics, Forthcoming
Number of pages: 47 Posted: 28 Dec 2023
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 10 (1,009,947)
Citation 2

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion.

140.

Role of Precious Metals in Global Risk Dynamics: Exploring Their Impact From a Connectedness Approach

Finance Research Letters, Forthcoming
Number of pages: 10 Posted: 28 Dec 2023
Les Oxley, Yang Hu, Shaen Corbet and John W. Goodell
University of Waikato, University of Waikato - Management School, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 9 (1,019,236)

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COVOL; Gold; Precious Metals; Connectedness; COVID-19.

141.

Did Covid-19 Tourism Sector Supports Alleviate Investor Fear?

Annals of Tourism Research, Forthcoming
Number of pages: 35 Posted: 16 Jan 2024
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, School of Accounting, Finance and Economics, University of Waikato and University of Waikato
Downloads 7 (1,037,264)
Citation 2

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Aviation; Tourism; COVID-19; Abnormal Returns; GARCH; Government Assistance

142.

The Role of International Currency Spillovers in Shaping Exchange Rate Dynamics in Latin America

Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 24 Posted: 28 Dec 2023
Nikolaos Kyriazis and Shaen Corbet
University of Thessaly - Department of Economics and Dublin City University
Downloads 5 (1,053,500)

Abstract:

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Spillover; Quantile-VAR; Dynamic Connectedness; Latin America; Currencies; Crises.