Renatas Kizys

University of Southampton, Southampton Business School, Department of Banking and Finance

Associate Professor in Finance

Room 1013, Building 4

Highfield Campus

Southampton, SO17 1BJ

United Kingdom

http://https://www.southampton.ac.uk/business-school/about/staff/rk1y18.page

  • University of Southampton, Southampton Business School, Department of Banking and Finance

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    • Tel: +442380598612
SCHOLARLY PAPERS

16

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Top 22,916

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4,759

TOTAL CITATIONS
Rank 11,731

SSRN RANKINGS

Top 11,731

in Total Papers Citations

127

Scholarly Papers (16)

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1.

Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices

Number of pages: 18 Posted: 18 Mar 2021
⸹ David Y. Aharon, Renatas Kizys, Zaghum Umar and Adam Zaremba
Ono Academic College, University of Southampton, Southampton Business School, Department of Banking and Finance, Zayed University - College of Business and MBS School of Business
Downloads 1,057 (45,584)

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Static and Dynamic Connectedness, GameStop, Short-Interest Index, Stock Returns, Return Volatility, Spillovers, WallStreetBets

2.

Transmission Channels of Systemic Risk and Contagion in the European Financial Network

Journal of Banking and Finance, Vol. 61, pp. S36-S52, December 2015
Number of pages: 48 Posted: 03 Sep 2014 Last Revised: 15 Jan 2017
Nikos Paltalidis, Dimitrios Gounopoulos, Renatas Kizys and Yiannis Koutelidakis
Durham Business School, University of Bath - School of Management, University of Southampton, Southampton Business School, Department of Banking and Finance and affiliation not provided to SSRN
Downloads 481 (127,624)
Citation 16

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Systemic Risk, Maximum Entropy, Interbank Market, Financial Network, Sovereign Credit Risk, European Banks

3.

From COVID-19 Herd Immunity to Investor Herding in International Stock Markets: The Role of Government and Regulatory Restrictions

Number of pages: 28 Posted: 11 May 2020
Renatas Kizys, Panagiotis Tzouvanas and Michael Donadelli
University of Southampton, Southampton Business School, Department of Banking and Finance, University of Portsmouth - Department of Accounting and Finance and University of Brescia
Downloads 464 (133,361)
Citation 25

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COVID-19, International stock markets, Investor herding, Short selling restrictions, Stringency Index

4.

The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets

Number of pages: 61 Posted: 22 Jun 2020
Adam Zaremba, Renatas Kizys, Panagiotis Tzouvanas, ⸹ David Y. Aharon and Ender Demir
MBS School of Business, University of Southampton, Southampton Business School, Department of Banking and Finance, University of Portsmouth - Department of Accounting and Finance, Ono Academic College and Istanbul Medeniyet University
Downloads 421 (149,525)
Citation 4

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COVID-19, Economy, Financial Immunity, Fundamentals, Government Interventions, Policy Responses, Healthcare, International Stock Markets, Institutions, National Culture, Governance, Novel Coronavirus

5.

The Long-Run Reversal in the Long Run: Insights from Two Centuries of International Equity Returns

Number of pages: 59 Posted: 29 Aug 2019 Last Revised: 09 Sep 2020
Adam Zaremba, Renatas Kizys and Muhammad Wajid Raza
MBS School of Business, University of Southampton, Southampton Business School, Department of Banking and Finance and Shadeed Benazir Bhutto University, Dir, Pakistan
Downloads 311 (208,777)
Citation 11

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long-term reversal, long-run reversal, country equity indices, early security data, equity anomalies, asset pricing, return predictability

6.

The Quest for Banking Stability in the Euro Area: The Role of Government Interventions

Journal of International Financial Markets, Institutions and Money, Vol. 40, pp. 111-133, January 2016
Number of pages: 46 Posted: 27 Jul 2014 Last Revised: 15 Jan 2017
Renatas Kizys, Nikos Paltalidis and Konstantinos P. Vergos
University of Southampton, Southampton Business School, Department of Banking and Finance, Durham Business School and University of Portsmouth - Portsmouth Business School
Downloads 294 (221,634)

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Banking Stability, Credit Default Swaps, Government Interventions, Markov Switching Bayesian Vector Autoregression, Sovereign Debt, Stock Market

7.

COVID-19, Government Policy Responses, and Stock Market Liquidity around the World: A Note

Number of pages: 18 Posted: 24 Jun 2020 Last Revised: 03 Aug 2020
Adam Zaremba, ⸹ David Y. Aharon, Ender Demir, Renatas Kizys and Dariusz Zawadka
MBS School of Business, Ono Academic College, Istanbul Medeniyet University, University of Southampton, Southampton Business School, Department of Banking and Finance and Poznan University of Economics - Department of Investment and Capital Markets
Downloads 283 (230,703)
Citation 1

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novel coronavirus, COVID-19, stock market liquidity, turnover ratio, non-pharmaceutical interventions, government policy responses, international financial markets

8.

Genetic Diversity and Corporate Environmental Performance

Number of pages: 46 Posted: 08 Jul 2021 Last Revised: 30 Aug 2021
Renatas Kizys, E. C. Mamatzakis and Panagiotis Tzouvanas
University of Southampton, Southampton Business School, Department of Banking and Finance, University of London and University of Portsmouth - Department of Accounting and Finance
Downloads 271 (241,229)

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Genetic Diversity, Corporate Environmental Performance, Risk, Financial Performance

9.

Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?

SAFE Working Paper No. 158
Number of pages: 41 Posted: 06 Dec 2016
Michael Donadelli, Renatas Kizys and Max Riedel
University of Brescia, University of Southampton, Southampton Business School, Department of Banking and Finance and Leibniz Institute for Financial Research SAFE
Downloads 197 (328,859)
Citation 8

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WHO alerts, investor sentiment, pharmaceutical industry, trading strategies

10.

Global Temperature, R&D Expenditure, and Growth

SAFE Working Paper No. 188
Number of pages: 41 Posted: 25 Nov 2017
Michael Donadelli, Patrick Grüning, Marcus Jüppner and Renatas Kizys
University of Brescia, Latvijas Banka, Leibniz Institute for Financial Research SAFE and University of Southampton, Southampton Business School, Department of Banking and Finance
Downloads 186 (346,863)
Citation 2

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Global Temperature, R&D, Welfare Costs

11.

The Temperature Effect and Sovereign Bond Returns

Number of pages: 41 Posted: 28 Dec 2021
Renatas Kizys, Wael Rouatbi, Zaghum Umar and Adam Zaremba
University of Southampton, Southampton Business School, Department of Banking and Finance, Montpellier Business School, Zayed University - College of Business and MBS School of Business
Downloads 173 (369,904)

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air temperature, sovereign bond returns, international government bond markets, mac-roeconomic channels, behavioral paradigm, energy demand-based view, asset pricing anomalies, risk aversion, seasonal affective disorder

12.

Term Spreads and the COVID-19 Pandemic: Evidence from International Sovereign Bond Markets

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 11 Nov 2020 Last Revised: 31 Mar 2021
Adam Zaremba, Renatas Kizys, ⸹ David Y. Aharon and Zaghum Umar
MBS School of Business, University of Southampton, Southampton Business School, Department of Banking and Finance, Ono Academic College and Zayed University - College of Business
Downloads 157 (402,348)
Citation 9

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COVID-19 pandemic, coronavirus, policy responses, government bonds, sovereign bond, term spread, term structure, interest rates

13.

Immunizing Markets against the Pandemic: COVID–19 Vaccinations and Stock Volatility around the World

Number of pages: 29 Posted: 30 Mar 2021 Last Revised: 01 Apr 2021
Wael Rouatbi, Ender Demir, Renatas Kizys and Adam Zaremba
Montpellier Business School, Istanbul Medeniyet University, University of Southampton, Southampton Business School, Department of Banking and Finance and MBS School of Business
Downloads 150 (417,910)
Citation 16

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COVID-19 pandemic, novel coronavirus, vaccinations, stock market volatility, international equity markets

14.

Volatility in International Sovereign Bond Markets: The Role of Government Policy Responses to the COVID-19 Pandemic

Number of pages: 21 Posted: 28 Oct 2020 Last Revised: 30 Nov 2020
Adam Zaremba, Renatas Kizys and ⸹ David Y. Aharon
MBS School of Business, University of Southampton, Southampton Business School, Department of Banking and Finance and Ono Academic College
Downloads 129 (471,746)
Citation 2

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COVID-19 pandemic, coronavirus outbreak, government policy responses, containment and closure, economic support, sovereign bonds, government bond market volatility

15.

Do Shining Precious Metals Overshadow Other Assets? Dynamic Spillovers Between Commodity and Currency Markets

Number of pages: 38 Posted: 06 Dec 2014
Nikolaos Antonakakis and Renatas Kizys
Vienna University of Economics and Business and University of Southampton, Southampton Business School, Department of Banking and Finance
Downloads 119 (502,344)
Citation 17

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Precious metals, Oil prices, Exchange rate, Static and dynamic spillover

16.

Oil Price Shocks and Stock Market Volatility: Evidence from European Data

Bank of Greece Working Paper No. 161
Number of pages: 41 Posted: 11 Aug 2022
Stavros Degiannakis, George Filis and Renatas Kizys
Bank of Greece - Economic Research Department, Bournemouth University and University of Southampton, Southampton Business School, Department of Banking and Finance
Downloads 66 (729,465)
Citation 16

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Conditional Volatility, Realised Volatility, Implied Volatility, Oil Price Shocks, SVAR