Daniel Cahill

University of Western Australia

35 Stirling Highway

Crawley, Western Australia 6009

Australia

  • University of Western Australia

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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16

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Scholarly Papers (7)

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1.

Bitcoin Time-of-Day, Day-of-Week and Month-of-Year Effects in Returns and Trading Volume

Number of pages: 21 Posted: 19 Dec 2017 Last Revised: 21 Dec 2017
Dirk G. Baur, Daniel Cahill, Keith Godfrey and Zhangxin Frank Liu
University of Western Australia - Business School, University of Western Australia, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia Business School
Downloads 919 (30,817)
Citation 11

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Bitcoin; blockchain; day-of-week effects; January effect; Halloween effect; arbitrage; market efficiency

2.

I Am a Blockchain Too...

Downloads 365 ( 99,649)
Citation 2

I Am a Blockchain Too...

Number of pages: 28 Posted: 06 Jun 2018 Last Revised: 19 Dec 2020
Daniel Cahill, Dirk G. Baur, Zhangxin Frank Liu and Joey (Wenling) Yang
University of Western Australia, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 264 (140,594)

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Blockchain; Bitcoin; announcement; event study; investor attention.

I Am a Blockchain Too: How Does the Market Respond to Companies’ Interest in Blockchain?

2019 Financial Markets & Corporate Governance Conference
Number of pages: 50 Posted: 22 Jan 2019 Last Revised: 24 Nov 2019
Daniel Cahill, Dirk G. Baur, Zhangxin Frank Liu and Joey (Wenling) Yang
University of Western Australia, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 101 (318,641)
Citation 2

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Blockchain; Bitcoin; announcement; event study; investor attention

3.

Media Sentiment and Trading Behaviour of Different Trader Types Around Earnings Announcements

Number of pages: 34 Posted: 03 Feb 2016 Last Revised: 27 Jan 2018
Daniel Cahill, Marvin Wee and Joey (Wenling) Yang
University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads 148 (238,922)

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Media sentiment; abnormal net purchase; unexpected earnings; analyst forecast error

4.

Mobility during the COVID-19 Pandemic and Retail Investor Attention

Number of pages: 14 Posted: 05 Feb 2021
Daniel Cahill, Chloe CY Ho and Joey (Wenling) Yang
University of Western Australia, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia
Downloads 138 (252,891)

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COVID-19, Investor attention, Mobility, Trading volume, Volatility

5.

The Asymmetric Effect of Implied Volatility on Liquidity Provision

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 18 Jan 2018
Daniel Cahill, Kingsley Y. L. Fong, Karl Sarich, Marvin Wee and Joey (Wenling) Yang
University of Western Australia, University of New South Wales - School of Banking and Finance, University of Western Australia - UWA Business School, Australian National University (ANU) and The University of Western Australia
Downloads 86 (350,262)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

6.

COVID-19 Pandemic: How Important is Face-to-Face Interaction for Information Dissemination?

Number of pages: 48 Posted: 13 Nov 2020 Last Revised: 22 Dec 2020
Daniel Cahill, Chloe CY Ho and Joey (Wenling) Yang
University of Western Australia, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia
Downloads 84 (355,256)
Citation 4

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Earnings Announcements, Abnormal Return, Information Dissemination, Mobility, Investor Attention

7.

Limitations of Imitation: Lessons from another Bitcoin Copycat

Journal of Corporate Finance, Forthcoming
Number of pages: 58 Posted: 09 Dec 2019 Last Revised: 25 May 2021
Daniel Cahill and Zhangxin Frank Liu
University of Western Australia and The University of Western Australia Business School
Downloads 64 (413,199)

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Copycats, Imitation, Isomorphism, Blockchain