Daniel Cahill

University of Western Australia, Buiness School

Associate Lecturer

35 Stirling Highway

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 35,911

SSRN RANKINGS

Top 35,911

in Total Papers Downloads

2,525

SSRN CITATIONS
Rank 26,451

SSRN RANKINGS

Top 26,451

in Total Papers Citations

42

CROSSREF CITATIONS

0

Scholarly Papers (8)

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
University of Western Australia - Business School, University of Western Australia, Buiness School, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia Business School
Downloads 1,072 (37,281)
Citation 17

Abstract:

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

2.
Downloads 544 (91,816)
Citation 10

I Am a Blockchain Too...

Number of pages: 28 Posted: 06 Jun 2018 Last Revised: 19 Dec 2020
University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 321 (167,283)

Abstract:

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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
University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 223 (242,247)
Citation 10

Abstract:

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Blockchain; Bitcoin; announcement; event study; investor attention

3.

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, Buiness School, The University of Western Australia and The University of Western Australia
Downloads 303 (179,019)

Abstract:

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

4.

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
University of Western Australia, Buiness School, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 227 (239,017)

Abstract:

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

5.

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

Number of pages: 49 Posted: 13 Nov 2020 Last Revised: 18 Jun 2021
Daniel Cahill, Chloe CY Ho and Joey (Wenling) Yang
University of Western Australia, Buiness School, The University of Western Australia and The University of Western Australia
Downloads 139 (366,458)
Citation 8

Abstract:

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Earnings announcements; Information dissemination; Abnormal mobility; Face-to-face interaction; Investor attention

6.

The Asymmetric Effect of Implied Volatility on Liquidity Provision

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 18 Jan 2018
University of Western Australia, Buiness School, University of New South Wales - School of Banking and Finance, University of Western Australia - UWA Business School, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 125 (397,675)

Abstract:

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Liquidity provision; earnings announcement; implied volatility; historical volatility

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, Buiness School and The University of Western Australia Business School
Downloads 104 (454,961)

Abstract:

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Copycats, Imitation, Isomorphism, Blockchain

8.

Technical Talk in Bitcoin and Equity

Number of pages: 37 Posted: 13 Feb 2024
Daniel Cahill, Zhangxin (Frank) Liu and Lee A. Smales
University of Western Australia, Buiness School, The University of Western Australia Business School and University of Western Australia
Downloads 11 (1,000,469)

Abstract:

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Textual analysis,cryptocurrency,equity markets,social media,Reddit.com