Author Page for Larisa Yarovaya

"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 4,676 (3,426)

Citation 14

Abstract:

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 2,378 (10,276)

Citation 23

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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 2,032 (13,282)

Citation 95

Abstract:

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

Larisa Yarovaya, Janusz Brzeszczynski, John W. Goodell, Brian M. Lucey and Chi Keung Lau

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 1,995 (13,653)

Citation 61

Abstract:

5.

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

Journal of Behavioral and Experimental Finance, 35, 100723.

Number of pages: 13 Posted: 29 Apr 2022 Last Revised: 07 May 2023

Imran Yousaf, Ritesh Patel and Larisa Yarovaya

Wenzhou-Kean University - College of Business and Public Management, Nirma University - Institute of Management Nirma University and University of Southampton - Southampton Business School

Downloads 1,736 (17,000)

Citation 22

Abstract:

6.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018

Shaen Corbet, Brian M. Lucey, Andrew Urquhart and Larisa Yarovaya

Dublin City University, Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School

Downloads 1,735 (17,023)

Citation 72

Abstract:

7.

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 1,409 (23,349)

Citation 2

Abstract:

8.

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 1,376 (24,203)

Citation 38

Abstract:

9.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya

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 1,233 (28,452)

Citation 8

Abstract:

10.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017

Shaen Corbet, Andrew Meegan, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya

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 1,090 (34,035)

Citation 107

Abstract:

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

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya

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 770 (54,983)

Citation 30

Abstract:

12.

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 607 (74,864)

Citation 15

Abstract:

13.

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

Number of pages: 12 Posted: 14 Mar 2018

Shaen Corbet, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya

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 591 (77,405)

Citation 8

Abstract:

14.

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 530 (88,631)

Citation 20

Abstract:

15.

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

Number of pages: 34 Posted: 11 Oct 2020

Syed Kumail Abbas Rizvi, Syed Kumail Abbas Rizvi, Larisa Yarovaya, Nawazish Mirza and Bushra Naqvi

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 501 (94,987)

Citation 33

Abstract:

16.

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

Global Finance Journal, Vol. 53, No. 100719, 2022

Number of pages: 36 Posted: 14 Dec 2021 Last Revised: 17 Feb 2023

Imran Yousaf and Larisa Yarovaya

Wenzhou-Kean University - College of Business and Public Management and University of Southampton - Southampton Business School

Downloads 490 (97,576)

Citation 11

Abstract:

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

Larisa Yarovaya, Nawazish Mirza, Syed Kumail Abbas Rizvi, Syed Kumail Abbas Rizvi, Irum Saba and Bushra Naqvi

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 452 (107,436)

Citation 30

Abstract:

18.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017

Samuel Vigne, Brian M. Lucey, Fergal A. O'Connor and Larisa Yarovaya

Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School

Downloads 450 (107,963)

Citation 5

Abstract:

19.

Returns from Liquidity Provision in Cryptocurrency Markets

Number of pages: 53 Posted: 21 Mar 2022 Last Revised: 06 Dec 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 369 (135,672)

Abstract:

20.

COVID-19 Pandemic and Stress Testing the Eurozone Credit Portfolios

Number of pages: 22 Posted: 11 Oct 2020

Larisa Yarovaya, Nawazish Mirza, Syed Kumail Abbas Rizvi, Syed Kumail Abbas Rizvi and Bushra Naqvi

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 362 (138,633)

Citation 26

Abstract:

21.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya

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 335 (151,182)

Citation 3

Abstract:

22.

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 331 (152,597)

Abstract:

23.

The role of interpersonal trust in cryptocurrency adoption

Number of pages: 45 Posted: 06 May 2022

Akanksha Jalan, Roman Matkovskyy, Andrew Urquhart and Larisa Yarovaya

ESC Rennes School of Business, Rennes School of Business, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School

Downloads 314 (161,465)

Abstract:

24.

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 275 (185,369)

Citation 11

Abstract:

25.

'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 242 (210,349)

Citation 6

Abstract:

26.

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 222 (228,589)

Citation 3

Abstract:

27.

Mitigating the Environmental Risk of Bitcoin through Environmentally Sustainable Financial Markets

Number of pages: 40 Posted: 25 Jan 2023

Linh Pham, Muhammad Abubakr Naeem, Sitara Karim and Larisa Yarovaya

University of Central Oklahoma - Department of Economics, United Arab Emirates University, Sunway Business School, Sunway University, Malaysia and University of Southampton - Southampton Business School

Downloads 199 (257,522)

Abstract:

28.

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

Number of pages: 17 Posted: 15 Jun 2020

Larisa Yarovaya, Nawazish Mirza, Jamila Abaidi and Amir Hasnaoui

University of Southampton - Southampton Business School, La Rochelle Business School, La Rochelle Business School and La Rochelle Business School

Downloads 186 (268,818)

Citation 11

Abstract:

29.

Extreme Risk Dependence between Green Bonds and Financial Markets

Number of pages: 37 Posted: 06 Jan 2023

Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem and Larisa Yarovaya

Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin, United Arab Emirates University and University of Southampton - Southampton Business School

Downloads 138 (345,010)

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30.

Decentralized and Centralized Exchanges: Which Digital Tokens Pose a Greater Contagion Risk?

Number of pages: 43 Posted: 16 Feb 2023

Imran Yousaf, Afsheen Abrar and Larisa Yarovaya

Wenzhou-Kean University - College of Business and Public Management, National University of Modern Languages, and University of Southampton - Southampton Business School

Downloads 125 (374,164)

Abstract:

31.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017

Jonathan A. Batten, Janusz Brzeszczynski, Cetin Ciner, Chi Keung Lau, Brian M. Lucey and Larisa Yarovaya

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 122 (378,709)

Citation 4

Abstract:

32.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021

Erdinc Akyildirim, Shaen Corbet, Brian M. Lucey, Ahmet Sensoy and Larisa Yarovaya

ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School

Downloads 118 (388,065)

Citation 10

Abstract:

33.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021

Erdinc Akyildirim, Shaen Corbet, Ahmet Sensoy and Larisa Yarovaya

ETH Zürich - Department of Mathematics, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School

Downloads 107 (416,403)

Abstract:

34.

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 72 (533,224)

Citation 3

Abstract:

35.

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 52 (626,541)

Abstract:

36.

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

Number of pages: 26 Posted: 12 Jul 2022

Muhammad Abubakr Naeem, Brian M. Lucey, Larisa Yarovaya and Sitara Karim

United Arab Emirates University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Sunway Business School, Sunway University, Malaysia

Downloads 41 (690,832)

Abstract:

37.

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 23 (825,433)

Larisa Yarovaya

University of Southampton - Southampton Business School

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Scholarly Papers (37)

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