Larisa Yarovaya

University of Southampton - Southampton Business School

Highfield

University Road

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

34

DOWNLOADS
Rank 1,983

SSRN RANKINGS

Top 1,983

in Total Papers Downloads

23,525

SSRN CITATIONS
Rank 4,519

SSRN RANKINGS

Top 4,519

in Total Papers Citations

248

CROSSREF CITATIONS

49

Ideas:
“  Cryptocurrencies; Financial Contagion; COVID-19 crisis.  ”

Scholarly Papers (34)

1.

"I Just Like the Stock": The Role of Reddit Sentiment in the GameStop Share Rally

Number of pages: 25 Posted: 30 Apr 2021 Last Revised: 22 Sep 2022
Suwan(Cheng) Long, Brian M. Lucey, Larisa Yarovaya and Ying Xie
Judge Business School, University of Cambridge, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Cranfield University
Downloads 3,725 (4,159)
Citation 5

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Gamestop, Reddit, Robinhood, media sentiments, meme stocks, herding, textual analysis, sentiment analysis

2.

The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets

Number of pages: 57 Posted: 29 Apr 2020
Larisa Yarovaya, Roman Matkovskyy and Akanksha Jalan
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 2,281 (9,268)
Citation 23

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COVID-19, black swan effect, herding, cryptocurrency, Bitcoin

3.

COVID-19 Pandemic, Oil Prices, Stock Market, Geopolitical Risk and Policy Uncertainty Nexus in the US Economy: Fresh Evidence from the Wavelet-Based Approach

Number of pages: 24 Posted: 15 Apr 2020 Last Revised: 28 Aug 2021
Arshian Sharif, Chaker Aloui and Larisa Yarovaya
University Utara Malaysia, Prince Sultan University - College of Business Administration and University of Southampton - Southampton Business School
Downloads 1,966 (11,881)
Citation 49

Abstract:

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COVID-19, economic policy uncertainty, stock market, oil prices, wavelets

4.

Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

Number of pages: 63 Posted: 17 May 2020 Last Revised: 15 Feb 2022
University of Southampton - Southampton Business School, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Akron - Department of Finance, College of Business Administration, Trinity Business School, Trinity College Dublin and University of Huddersfield
Downloads 1,947 (12,045)
Citation 37

Abstract:

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Contagion, COVID-19, Return and Volatility Transmission, Spillovers Effect, Coronavirus, Black Swan

5.

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 1,518 (17,730)
Citation 72

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

6.

The Reaction of G20+ Stock Markets to the Russia-Ukraine Conflict ‘Black-Swan’ Event: Evidence From Event Study Approach

Number of pages: 13 Posted: 29 Apr 2022
Imran Yousaf, Ritesh Patel and Larisa Yarovaya
Wenzhou-Kean University, China, Nirma University - Institute of Management Nirma University and University of Southampton - Southampton Business School
Downloads 1,303 (22,309)

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Russia-Ukraine conflict; market reaction; black swan event; stock markets; event study.

7.

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 1,281 (22,946)
Citation 38

Abstract:

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Digital Assets, Bitcoin, Ethereum, Bubbles

8.

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 1,146 (26,936)
Citation 2

Abstract:

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Cryptocurrency, mining, electricity, energy

9.

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 1,028 (31,521)
Citation 8

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Cryptocurrencies; Macroeconomic News; Return volatility

10.

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 1,011 (32,238)
Citation 67

Abstract:

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

11.

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 708 (52,503)
Citation 22

Abstract:

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

12.

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 562 (70,578)
Citation 6

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

13.

The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

Number of pages: 54 Posted: 27 May 2020
Larisa Yarovaya, Roman Matkovskyy and Akanksha Jalan
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 560 (70,879)
Citation 10

Abstract:

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COVID-19 reaction and recovery, quantile unit root test, cryptocurrencies, precious metals

14.

The impact of COVID-19 on valuations of non-financial European firms

Number of pages: 34 Posted: 11 Oct 2020
Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics, University of Southampton - Southampton Business School, La Rochelle Business School and Lahore University of Management Sciences (LUMS)
Downloads 468 (88,329)
Citation 27

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COVID-19, Valuation, Non-Financial-European-Firms, Stress-testing-scenarios

15.

Searching for Safe Havens during the COVID-19 Pandemic: Determinants of Spillovers between Islamic and Conventional Financial Markets

Number of pages: 15 Posted: 24 Jun 2020
Larisa Yarovaya, Ahmed H. Elsayed and Shawkat M. Hammoudeh
University of Southampton - Southampton Business School, Durham University Business School and Drexel University - Lebow College of Business
Downloads 449 (92,681)
Citation 10

Abstract:

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COVID-19, spillover effect, Islamic markets, gold, oil, Bitcoin

16.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 411 (102,723)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

17.

The Resilience of Islamic Equity Funds during COVID-19: Evidence from Risk Adjusted Performance, Investment Styles and Volatility Timing

Number of pages: 28 Posted: 30 Nov 2020
University of Southampton - Southampton Business School, La Rochelle Business School, Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics, Institute of Business Administration (IBA) -Karachi and Lahore University of Management Sciences (LUMS)
Downloads 397 (106,884)
Citation 21

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COVID-19, Islamic equity funds, Style Analysis, Volatility Timing, Resilience

18.

Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication

Number of pages: 36 Posted: 14 Dec 2021
Imran Yousaf and Larisa Yarovaya
Wenzhou-Kean University, China and University of Southampton - Southampton Business School
Downloads 381 (112,345)

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NFTs, Defi assets, alternative assets, diversification, COVID-19, cryptocurrency bubble.

19.

COVID-19 Pandemic and Stress Testing the Eurozone Credit Portfolios

Number of pages: 22 Posted: 11 Oct 2020
University of Southampton - Southampton Business School, La Rochelle Business School, Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics and Lahore University of Management Sciences (LUMS)
Downloads 277 (157,298)
Citation 20

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COVID-19, Stress Tests, Credit Portfolios, Banking System

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 271 (160,907)

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

21.

Returns from Liquidity Provision in Cryptocurrency Markets

Number of pages: 44 Posted: 21 Mar 2022 Last Revised: 20 May 2022
Hisham Farag, Di Luo, Larisa Yarovaya and Damian Zięba
University of Birmingham - Birmingham Business School, University of Southampton - Southampton Business School, University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 260 (168,299)

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Liquidity Provision; Cryptocurrency; Uncertainty

22.

High-Frequency Connectedness between Bitcoin and Other Top-Traded Crypto Assets during the COVID-19 Crisis

Number of pages: 51 Posted: 28 Jun 2021 Last Revised: 14 Jul 2021
Paraskevi Katsiampa, Larisa Yarovaya and Damian Zięba
University of Sheffield, University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 227 (191,088)
Citation 4

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COVID-19, High-frequency co-movements, Bitcoin, Protocols, Cryptocurrencies

23.

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 224 (194,466)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

24.

'Shiny' Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic

Number of pages: 41 Posted: 03 Mar 2021
Akanksha Jalan, Roman Matkovskyy and Larisa Yarovaya
ESC Rennes School of Business, Rennes School of Business and University of Southampton - Southampton Business School
Downloads 217 (199,478)
Citation 1

Abstract:

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stablecoins, cryptocurrencies, gold-backed cryptocurrencies, COVID-19; gold

25.

Intraday Volume-Return Nexus in Cryptocurrency Markets: Novel Evidence From Cryptocurrency Classification

Number of pages: 45 Posted: 28 Nov 2020 Last Revised: 17 Nov 2021
Larisa Yarovaya and Damian Zięba
University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 187 (228,051)
Citation 2

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cryptocurrency classification, Bitcoin, volume-return relationships, Granger causality.

26.

Human Capital Efficiency and Equity Funds’ Performance during the COVID-19 Pandemic

Number of pages: 17 Posted: 15 Jun 2020
University of Southampton - Southampton Business School, La Rochelle Business School, La Rochelle Business School and La Rochelle Business School
Downloads 176 (240,371)
Citation 6

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COVID-19, mutual funds, human capital efficiency, risk-adjusted performance

27.

The role of interpersonal trust in cryptocurrency adoption

Number of pages: 45 Posted: 06 May 2022
ESC Rennes School of Business, Rennes School of Business, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 157 (264,524)

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cryptocurrency, ethical investment, societal trust, cryptocurrency adoption

28.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
RMIT University, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, University of Huddersfield, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 90 (396,381)
Citation 2

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Integration; Information transmissions; Generalized VAR model; Steam coal

29.

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 77 (431,653)

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30.

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 75 (437,937)
Citation 4

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31.

Investing during a Fintech Revolution: Ambiguity and Return Risk in Cryptocurrencies

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 40 Posted: 28 May 2021
Di Luo, Tapas Mishra, Larisa Yarovaya and Zhuang Zhang
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Southampton - Southampton Business School and University of Southampton - Southampton Business School
Downloads 64 (475,919)

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Bitcoin; Ambiguity; Abnormal returns

32.

Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices

Number of pages: 23 Posted: 05 Apr 2022
Ahmed H. Elsayed, Giray Gozgor and Larisa Yarovaya
Durham University Business School, Istanbul Medeniyet University and University of Southampton - Southampton Business School
Downloads 42 (577,162)

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Dynamic connectedness; cryptocurrency, policy uncertainty; price uncertainty; gold

33.

Covid-Induced Sentiment and the Intraday Volatility Spillovers between Energy and Other Etfs

Number of pages: 26 Posted: 12 Jul 2022
United Arab Emirates University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and University of Nottingham, Malaysia
Downloads 25 (676,226)

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COVID-19, Intraday volatility, TVP-VAR, US ETFs, Wavelet analysis

34.

Financial Stress Dynamics in MENA Region: Evidence from the Arab Spring

Number of pages: 32 Posted: 19 Apr 2021
Ahmed H. Elsayed and Larisa Yarovaya
Durham University Business School and University of Southampton - Southampton Business School
Downloads 14 (767,475)

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financial stress indexes; dynamic frequency connectedness; spillover effect; MENA economies; Arab Spring