Shaen Corbet

Dublin City University

Professor of Finance

Dublin 9

Ireland

University of Waikato - Management School

Professor of Finance

Hamilton

New Zealand

SCHOLARLY PAPERS

99

DOWNLOADS
Rank 2,367

SSRN RANKINGS

Top 2,367

in Total Papers Downloads

20,418

SSRN CITATIONS
Rank 3,258

SSRN RANKINGS

Top 3,258

in Total Papers Citations

368

CROSSREF CITATIONS

41

Scholarly Papers (99)

1.

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 1,484 (18,053)
Citation 72

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

2.

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 1,268 (22,813)
Citation 38

Abstract:

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Digital Assets, Bitcoin, Ethereum, Bubbles

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 1,115 (27,555)
Citation 2

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Cryptocurrency, mining, electricity, energy

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 1,067 (29,318)
Citation 47

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

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 1,006 (31,894)
Citation 8

Abstract:

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Cryptocurrencies; Macroeconomic News; Return volatility

6.

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 990 (32,620)
Citation 67

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

7.

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 836 (41,351)
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

8.

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 701 (52,316)
Citation 22

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

9.

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 610 (62,542)
Citation 13

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

10.

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 600 (63,876)

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Money Laundering; Terrorist Financing; Cryptocurrency; Regulation

11.

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 560 (69,655)
Citation 6

Abstract:

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

12.

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 465 (87,533)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

13.

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 435 (94,553)
Citation 29

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

14.

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 428 (96,386)
Citation 5

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

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 413 (100,692)

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Cryptocurrency; Decentralized Finance Tokens; Bubbles; Volatility Spillovers

16.

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 407 (102,085)

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

17.

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 394 (106,018)
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

18.

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 298 (143,581)

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

19.

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 277 (154,742)
Citation 4

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20.

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 265 (161,864)

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

21.

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 249 (172,096)
Citation 7

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

22.

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 248 (172,753)
Citation 2

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

23.

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 247 (173,444)
Citation 1

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Exchange Traded Funds (ETFs), commodity markets, volatility

24.

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 243 (176,152)

Abstract:

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

25.

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 242 (176,857)
Citation 5

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

26.

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 240 (178,356)

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27.

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 230 (185,680)
Citation 3

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Contracts for Difference, EGARCH, Equity Markets, Volatility

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 212 (200,481)
Citation 6

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

29.

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 211 (201,398)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

30.

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 210 (202,284)
Citation 1

Abstract:

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Contracts for Difference, EGARCH, equity markets, volatility

31.

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 209 (203,206)

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

32.

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 203 (208,742)
Citation 1

Abstract:

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

33.

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 203 (208,742)
Citation 5

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

34.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
ETH Zürich - Department of Mathematics, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 193 (218,439)

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

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 23 (699,479)

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36.

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 163 (252,352)

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

37.

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 162 (255,058)

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38.

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 161 (255,058)

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

39.

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 149 (271,565)

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Contracts for Difference, Exchange Traded Funds, European Stress Index

40.

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 143 (280,579)
Citation 10

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

41.

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 140 (285,271)
Citation 3

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

42.

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 137 (290,118)

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University Funding, Income Contingent Loans, Stress Test, Ireland

43.

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 135 (293,420)
Citation 16

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

44.

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 117 (325,881)
Citation 2

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

45.

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 107 (346,654)
Citation 7

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

46.

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 Smurfit Business School
Downloads 106 (348,905)
Citation 1

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

47.

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 105 (351,145)

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

48.

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 98 (367,384)

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Income Contingent Loans, University Funding, Ireland, Europe

49.

Inflation and Cryptocurrencies Revisited: A Time-Scale Analysis

Economics Letters, Forthcoming
Number of pages: 10 Posted: 24 Jul 2021
Thomas Conlon, Richard McGee and Shaen Corbet
University College Dublin, Smurfit Business School and Dublin City University
Downloads 87 (395,448)

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

50.

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 85 (401,017)
Citation 6

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

51.

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 84 (403,877)

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

52.

Understanding the Transmission of Crash Risk Between Cryptocurrency and Equity Markets

Number of pages: 32 Posted: 23 May 2022
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 77 (424,743)

Abstract:

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53.

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
ETH Zürich - Department of Mathematics, Copenhagen Business School, Dublin City University and Linkoping University - Department of Management and Engineering Division
Downloads 77 (424,743)

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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

54.

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 76 (427,884)
Citation 2

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

55.

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 73 (437,325)
Citation 8

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

56.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 72 (440,578)
Citation 4

Abstract:

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57.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 66 (461,045)

Abstract:

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58.

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 66 (461,045)
Citation 1

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

59.

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 65 (464,636)
Citation 2

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

60.

Seeking Sigma: Time-of-the-Day Effects on the Bitcoin Network

Number of pages: 13 Posted: 04 Apr 2022
Hossein Jahanshahloo, Shaen Corbet and Les Oxley
Cardiff University, Dublin City University and University of Waikato - Department of Economics and Finance
Downloads 61 (479,575)

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Bitcoin; Blockchain; Cryptocurrency; Liquidity; Networks; Transaction Volumes.

61.

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 59 (487,301)

Abstract:

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62.

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 52 (515,803)

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63.

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 50 (524,703)

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

64.

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 42 (572,739)

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

65.

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

Number of pages: 59 Posted: 02 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 40 (572,739)
Citation 1

Abstract:

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66.

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 40 (572,739)
Citation 2

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67.

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 37 (588,624)

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

68.

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 36 (605,592)

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

69.

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 35 (599,849)

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

70.

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 35 (599,849)
Citation 1

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

71.

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 34 (605,592)

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

72.

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 34 (605,592)

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

73.

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 32 (617,470)

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

74.

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 31 (623,639)
Citation 1

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75.

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 31 (623,639)

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

76.

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 31 (623,639)
Citation 4

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

77.

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 28 (643,038)

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

78.

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 28 (643,038)

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79.

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 26 (656,828)

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Silver; Price Discovery; Information Flows; Historical Data

80.

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 25 (664,006)

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

81.

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 24 (671,387)

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

82.

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 23 (678,814)

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

83.

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 23 (678,814)
Citation 2

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

84.

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 21 (694,412)

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

85.

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 21 (694,412)

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Governance, Cybersecurity, Risk

86.

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 20 (702,170)

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

87.

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 18 (718,183)

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

88.

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 17 (726,544)

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

89.

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 17 (726,544)
Citation 2

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

90.

Adverse Selection in Cryptocurrency Markets

Number of pages: 49 Posted: 04 Aug 2022
Kadir Has University, Bilkent University, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 16 (761,782)

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Cryptocurrencies, Market Microstructure, Adverse Selection, Informed Trading

91.

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 15 (743,647)

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

92.

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 15 (743,647)

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

93.

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

Number of pages: 40 Posted: 08 Jan 2021
ETH Zürich - Department of Mathematics, Dublin City University, affiliation not provided to SSRN and Borsa Istanbul
Downloads 14 (752,629)

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

94.

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 11 (780,555)

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95.

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 11 (780,555)

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96.

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
ETH Zürich - Department of Mathematics, Dublin City University, IPAG Business School and Borsa Istanbul
Downloads 10 (790,184)

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97.

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 9 (799,987)

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98.

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 9 (799,987)

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99.

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 4 (852,299)

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