Daniel Cahill

University of Western Australia, Buiness School

Associate Lecturer

35 Stirling Highway

Crawley, Western Australia 6009

Australia

  • University of Western Australia, Buiness School

SCHOLARLY PAPERS

8

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18

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Scholarly Papers (8)

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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, Buiness School, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia Business School
Downloads 994 (32,027)
Citation 10

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

2.

I Am a Blockchain Too...

Downloads 432 ( 94,210)
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, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 292 (144,401)

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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, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 140 (283,345)
Citation 2

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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 236 (179,328)

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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
Daniel Cahill, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
University of Western Australia, Buiness School, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 161 (252,419)

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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 114 (328,618)
Citation 7

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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
Daniel Cahill, Kingsley Y. L. Fong, Karl Sarich, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
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 92 (378,341)

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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 76 (423,554)

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Copycats, Imitation, Isomorphism, Blockchain

8.

Is investor attention on r/wallstreetbets different?

Number of pages: 49 Posted: 08 Apr 2022
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 55 (498,288)

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Investor attention, Reddit, social media, event study