Shaen Corbet

Dublin City University

Professor of Finance

Dublin 9

Ireland

University of Waikato - Management School

Professor of Finance

Hamilton

New Zealand

SCHOLARLY PAPERS

56

DOWNLOADS
Rank 3,511

SSRN RANKINGS

Top 3,511

in Total Papers Downloads

11,606

SSRN CITATIONS
Rank 5,291

SSRN RANKINGS

Top 5,291

in Total Papers Citations

183

CROSSREF CITATIONS

41

Scholarly Papers (56)

1.

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 1,096 (20,826)
Citation 24

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Digital Assets, Bitcoin, Ethereum, Bubbles

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, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 1,027 (22,927)
Citation 44

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

3.

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 863 (29,430)
Citation 46

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

4.

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 809 (32,256)
Citation 18

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

5.

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 Trinity College, Dublin
Downloads 723 (37,579)
Citation 1

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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

6.

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 571 (51,461)
Citation 5

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Cryptocurrencies; Macroeconomic News; Return volatility

7.

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 553 (53,461)
Citation 15

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

8.

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, School of Accounting, Finance and Economics, University of Waikato, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 519 (57,973)
Citation 10

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

9.

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 507 (59,654)
Citation 2

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

10.

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 Queen's University Belfast
Downloads 312 (105,428)
Citation 21

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

11.

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 Trinity College, Dublin
Downloads 266 (124,965)
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

12.

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 245 (135,961)
Citation 1

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

13.

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 239 (139,338)

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

14.

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 National University of Ireland, Galway (NUIG)
Downloads 238 (139,897)

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Exchange Traded Funds (ETFs), commodity markets, volatility

15.

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 National University of Ireland, Galway (NUIG)
Downloads 228 (145,847)
Citation 1

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Contracts for Difference, EGARCH, Equity Markets, Volatility

16.

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 Trinity College, Dublin
Downloads 224 (148,449)

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

17.

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 National University of Ireland, Galway (NUIG)
Downloads 208 (159,157)
Citation 1

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Contracts for Difference, EGARCH, equity markets, volatility

18.

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 Trinity College, Dublin
Downloads 168 (192,821)
Citation 1

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

19.

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 National University of Ireland, Galway (NUIG)
Downloads 161 (199,939)

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

20.

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 National University of Ireland, Galway (NUIG)
Downloads 158 (203,132)

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

21.

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 154 (207,576)
Citation 3

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22.

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 147 (215,715)

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Contracts for Difference, Exchange Traded Funds, European Stress Index

23.

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 Queen's University Belfast
Downloads 146 (216,936)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

24.

Do Industrial Incidents in the Chemical Sector Create Equity Market Contagion?

Number of pages: 9 Posted: 10 Jun 2014
Dublin City University Business School, Dublin City University, Dublin City University Business School and Dublin City University Business School
Downloads 144 (219,365)
Citation 1

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Chemical incidents, Stock markets, Contagion effects, Risk management, Event study.

25.

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 138 (226,949)
Citation 3

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Cryptocurrency, mining, electricity, energy

26.

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
Trinity College, Dublin and Dublin City University
Downloads 129 (239,249)

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

27.

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 123 (247,945)

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

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 Trinity College, Dublin
Downloads 109 (270,707)
Citation 4

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

29.

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, School of Accounting, Finance and Economics, University of Waikato, University of Waikato - Department of Economics and Finance and University of Waikato
Downloads 108 (272,451)

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

30.

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 107 (274,189)

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University Funding, Income Contingent Loans, Stress Test, Ireland

31.

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 98 (290,970)
Citation 5

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

32.

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

Number of pages: 42 Posted: 13 Sep 2017
Dublin City University, Trinity College, Dublin and Dublin City University Business School
Downloads 96 (294,822)
Citation 4

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

33.

How Do United States Equity Markets Respond to Industrial Injury and Fatality?

Number of pages: 22 Posted: 17 Sep 2014
Dublin City University Business School, Dublin City University, Dublin City University Business School and Dublin City University Business School
Downloads 92 (302,939)

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Chemical incidents, Stock markets, Crisis Management, Risk management, Event study.

34.

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 91 (304,968)

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Income Contingent Loans, University Funding, Ireland, Europe

35.

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 79 (332,550)

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

36.

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 79 (332,550)
Citation 2

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

37.

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, School of Accounting, Finance and Economics, University of Waikato, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 68 (361,669)

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

38.

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 Queen's University Belfast
Downloads 59 (388,793)
Citation 1

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

39.

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 Smurfit Business School
Downloads 55 (402,070)
Citation 1

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

40.

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 54 (405,424)
Citation 3

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

41.

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, Queen's University Belfast and Dublin City University
Downloads 53 (408,804)

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Gold, Silver, Platinum, Palladium, Bibliometrics

42.

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 52 (412,320)
Citation 1

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

43.

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 46 (434,357)
Citation 1

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

44.

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, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Department of Economics and Finance
Downloads 39 (462,841)
Citation 1

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

45.

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 37 (471,500)

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

46.

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 31 (499,741)
Citation 4

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

47.

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 30 (504,933)
Citation 1

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

48.

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 28 (515,596)
Citation 2

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

49.

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 20 (563,526)

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50.

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, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Department of Economics and Finance
Downloads 19 (569,993)
Citation 1

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

51.

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 17 (582,800)

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Silver; Price Discovery; Information Flows; Historical Data

52.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
ETH Zürich - Department of Mathematics, Dublin City University, Dublin City University, DCU Business School, Dublin, Ireland, affiliation not provided to SSRN and Borsa Istanbul
Downloads 11 (622,917)
Citation 2

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

53.

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, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 11 (622,917)
Citation 2

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

54.

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 10 (629,705)

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55.

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 6 (657,885)

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

56.

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 5 (665,114)

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