Thomas Leirvik

Nord University

Universitetsalléen 11

8049 Bodo

Norway

Nord University

Bodø, 8049

Norway

SCHOLARLY PAPERS

5

DOWNLOADS

1,302

SSRN CITATIONS
Rank 33,830

SSRN RANKINGS

Top 33,830

in Total Papers Citations

32

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Climate-Change Risk and Stocks’ Return

Number of pages: 58 Posted: 28 Dec 2022 Last Revised: 24 May 2023
Gjensidige Pensjonsforsikring AS, Nord University, Independent and Independent
Downloads 738 (67,921)
Citation 12

Abstract:

Loading...

Climate Change, Physical Climate Risk, Stocks' Return, Sustainable Investment, Green Premium

2.

A Simple but Powerful Measure of Market Efficiency

Number of pages: 19 Posted: 19 Jul 2018 Last Revised: 02 Feb 2019
Vu Le Tran and Thomas Leirvik
Gjensidige Pensjonsforsikring AS and Nord University
Downloads 242 (244,442)
Citation 1

Abstract:

Loading...

Market Efficiency, Adaptive Market Hypothesis

3.

Mutual Coupling between Stock Market and Cryptocurrencies

Number of pages: 24 Posted: 15 Jul 2022
Nord University, Nord University and Nord University
Downloads 126 (430,909)
Citation 1

Abstract:

Loading...

Cryptocurrencies, Stock market, General-to-specific VAR, Granger Causality

4.

Efficiency in the Markets of Crypto-Currencies

Finance Research Letters, Forthcoming
Number of pages: 16 Posted: 30 Dec 2019
Vu Le Tran and Thomas Leirvik
Gjensidige Pensjonsforsikring AS and Nord University
Downloads 105 (493,402)
Citation 12

Abstract:

Loading...

Market Efficiency, Adaptive Market Hypothesis, Crypto-currencies.

5.

Regime Switching Stock Returns and Hybrid Tail Risk

Number of pages: 27 Posted: 07 Dec 2021 Last Revised: 24 Feb 2022
Muhammad Kashif and Thomas Leirvik
Nord University Business School and Nord University
Downloads 91 (542,810)

Abstract:

Loading...

Hybrid tail risk, risk premium, downside risk, market regimes, volatility persistence