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

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 25,402

SSRN RANKINGS

Top 25,402

in Total Papers Downloads

2,320

SSRN CITATIONS
Rank 25,052

SSRN RANKINGS

Top 25,052

in Total Papers Citations

29

CROSSREF CITATIONS

8

Scholarly Papers (14)

1.

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
Durham University Business School, University of Bath, University of Southampton, Southampton Business School, Department of Banking and Finance and affiliation not provided to SSRN
Downloads 379 (94,035)
Citation 9

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

2.

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
University of Southampton, Southampton Business School, Department of Banking and Finance, University of Sussex and University of Brescia
Downloads 337 (107,346)
Citation 7

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

3.

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

Number of pages: 61 Posted: 22 Jun 2020
Montpellier Business School, University of Southampton, Southampton Business School, Department of Banking and Finance, University of Sussex, Ono Academic College and Istanbul Medeniyet University
Downloads 336 (107,697)
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

4.

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
Ono Academic College, University of Southampton, Southampton Business School, Department of Banking and Finance, Zayed University - College of Business and Montpellier Business School
Downloads 267 (139,200)

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

5.

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
University of Southampton, Southampton Business School, Department of Banking and Finance, Durham University Business School and University of Portsmouth - Portsmouth Business School
Downloads 208 (175,250)

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

6.

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
Montpellier Business School, 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 184 (195,864)
Citation 1

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

7.

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 132 (258,060)
Citation 8

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WHO alerts, investor sentiment, pharmaceutical industry, trading strategies

8.

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
Montpellier Business School, University of Southampton, Southampton Business School, Department of Banking and Finance and Shadeed Benazir Bhutto University, Dir, Pakistan
Downloads 111 (292,694)
Citation 6

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

9.

Global Temperature, R&D Expenditure, and Growth

SAFE Working Paper No. 188
Number of pages: 41 Posted: 25 Nov 2017
University of Brescia, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER), Leibniz Institute for Financial Research SAFE and University of Southampton, Southampton Business School, Department of Banking and Finance
Downloads 111 (292,694)
Citation 2

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Global Temperature, R&D, Welfare Costs

10.

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 87 (343,358)
Citation 3

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

11.

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 Montpellier Business School
Downloads 56 (435,408)

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

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
Montpellier Business School, University of Southampton, Southampton Business School, Department of Banking and Finance, Ono Academic College and Zayed University - College of Business
Downloads 47 (478,270)
Citation 1

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

13.

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
Montpellier Business School, University of Southampton, Southampton Business School, Department of Banking and Finance and Ono Academic College
Downloads 42 (491,334)
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

14.

Sail Away to the Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies

Number of pages: 22 Posted: 20 Apr 2021 Last Revised: 26 Apr 2021
Ender Demir, Renatas Kizys, Wael Rouatbi and Adam Zaremba
Istanbul Medeniyet University, University of Southampton, Southampton Business School, Department of Banking and Finance, Montpellier Business School and Montpellier Business School
Downloads 23 (593,194)

Abstract:

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COVID-19, pandemic, stock market volatility, travel and leisure, vaccinations