⸹ David Y. Aharon

Ono Academic College

Lecturer, Coordinator, Business Administration Research Institute

Kyriat Ono

Israel

SCHOLARLY PAPERS

7

DOWNLOADS

958

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

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 338 (107,214)
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

2.

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 Montpellier Business School
Downloads 280 (131,198)

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

3.

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 186 (194,412)
Citation 1

Abstract:

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

4.

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
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 (470,794)
Citation 1

Abstract:

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

5.

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 45 (479,159)
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

6.

Twitter-Based Uncertainty and Cryptocurrency Returns

Number of pages: 26 Posted: 22 Mar 2021
⸹ David Y. Aharon, Ender Demir, Chi Keung Marco Lau and Adam Zaremba
Ono Academic College, Istanbul Medeniyet University, affiliation not provided to SSRN and Montpellier Business School
Downloads 42 (492,205)

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Uncertainty, Twitter, Cryptocurrency, Bitcoin, Quantile-in-Quantile, Directional test, Granger-causality, Copula

7.

Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis

Number of pages: 14 Posted: 12 Apr 2021
Management Department, Politehnica University of Timisoara, Management Department, Politehnica University of Timisoara, Montpellier Business School and Ono Academic College
Downloads 20 (614,226)

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COVID-19, government bond price volatility, government policy responses, international financial markets, containment and closure, economic support, panel quantile regression.