Hamilton
New Zealand
University of Waikato - Management School
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Market Activity; Liquidity; Volatility; Pump-and-Dump; Manipulation; Messaging Boards
COVID-19, Coronavirus, Contagion, Stock Market, Sentiment
Central Bank; CBDC; Cryptocurrency; Stablecoin; Sentiment; GARCH
Central Banks, CBDC, Cryptocurrency, Stablecoin, Sentiment
COVID-19; Coronavirus; China; Volatility Spillovers; Bitcoin; Flight-to-Safety
COVID-19; Pandemic; Sentiment; Cryptocurrency; Safe-haven; Financial Crisis
Bitcoin; Futures; Information Shares; Price Discovery; DCC-GARCH.
Bitcoin, Futures, Information Share, Price Discovery, DCC-GARCH.
COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry
Fintech, Banking, China, Liquidity, Diversification
TVP-VAR, Dynamic Connectedness, Energy Markets, Stock Markets, Green Bonds
Cryptocurrency, Tokens, Corporate Failure, Information Flow, Price Discovery
COVID-19; Coronavirus; Cryptocurrency; Price Volatility; Liquidity.
Risk Aversion; Periodicity; Cryptocurrencies; Granger Causality; Spillover Index.
Risk Aversion; Periodicity; Cryptocurrencies; Granger Causality; Spillover Index
Crude Oil; Shock Haven; Hedge; Price Shock; Uncertainty
Sanctions; Banking System; Ukraine; Information Flow; Price Discovery
Tail Risk, Dynamic Connectedness, Geopolitical Shocks, Russian-Ukraine conflict.
Bitcoin, Forks, Market Exposure, Risk, Diversification, Cryptocurrencies
Information Flows; Price Discovery; Oil; Crises; Negative Prices; Volatility.
Banks; Central Banks; Monetary Policy; COVID-19; Crisis; Government Guarantees; Ownership Structure.
Corporate Reputation; Sentiment; Investor Behaviour; Market Misconduct; Recession.
Oil; Futures Markets; Spillovers; Volatility; Information Asymmetry; China.
High frequency; Volatility Spillovers; WTI; Negative Prices; COVID-19.
Feedback trading, Risk aversion, State space model, Crude oil markets, spillovers
Feedback trading, Risk aversion, State space model, Crude oil markets, Spillovers
COVID-19; Hedge Ratios; China; Financial Markets; Diversification
COVID-19; Chinese Stock Market; Coronavirus; Pandemic; Contagion; Coskewness
Bitcoin; Cryptocurrency; Blockchain; Volatility; Spillovers; Contagion; Patents; Intellectual Property
TVP-VAR, Dynamic Connectedness, Oil Markets, EGARCH, Negative Valuation.
Aviation; Tourism; COVID-19; Abnormal Returns; GARCH; Government Assistance