⸹ David Y. Aharon

Ono Academic College

Lecturer, Coordinator, Business Administration Research Institute

Kiryat Ono

Israel

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 43,543

SSRN RANKINGS

Top 43,543

in Total Papers Downloads

2,498

TOTAL CITATIONS
Rank 25,228

SSRN RANKINGS

Top 25,228

in Total Papers Citations

16

Scholarly Papers (7)

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 1,061 (45,885)

Abstract:

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

2.

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

Number of pages: 61 Posted: 22 Jun 2020
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 423 (150,617)
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

3.

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, Teesside University and MBS School of Business
Downloads 397 (161,810)

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

4.

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
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 (233,887)
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

5.

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 (408,284)
Citation 9

Abstract:

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

6.

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 (478,991)
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

7.

The Effects of Country-Level Governance Quality on the Stability of Equity Markets: Evidence from Cross-Listed Securities

Number of pages: 42 Posted: 14 Nov 2022
⸹ David Y. Aharon, Ahmed S. Baig and Jared DeLisle
Ono Academic College, Boise State University - College of Business and Economics and Utah State University - Huntsman School of Business
Downloads 48 (868,838)

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American depository receipts, volatility, governance, rule of law, control of corruption, political risk, voice and accountability