Shaen Corbet

Dublin City University

Professor of Finance

Dublin 9

Ireland

University of Waikato - Management School

Professor of Finance

Hamilton

New Zealand

  • Dublin City University

  • University of Waikato - Management School

SCHOLARLY PAPERS

82

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15,659

SSRN CITATIONS
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SSRN RANKINGS

Top 3,301

in Total Papers Citations

371

CROSSREF CITATIONS

42

Scholarly Papers (82)

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1.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
Shaen Corbet, Brian M. Lucey, Andrew Urquhart and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 1,209 (20,933)
Citation 72

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Cryptocurrencies, Pricing Bubbles, Regulation, Cyber Criminality, Systematic Literature Review

2.

Datestamping the Bitcoin and Ethereum Bubbles

Number of pages: 17 Posted: 05 Dec 2017
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,172 (21,955)
Citation 38

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Digital Assets, Bitcoin, Ethereum, Bubbles

3.

The Contagion Effects of the COVID-19 Pandemic: Evidence from Gold and Cryptocurrencies

Number of pages: 12 Posted: 30 Mar 2020
Shaen Corbet, Charles James Larkin and Brian M. Lucey
Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 1,005 (27,460)
Citation 47

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COVID-19; Coronavirus; Contagion; Stock Market; Sentiment

4.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Shaen Corbet, Andrew Meegan, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 920 (31,140)
Citation 65

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cryptocurrencies, bitcoin, litecoin, time varying, GARCH, spillovers

5.

Financial Digital Disruptors and Cyber-Security Risks: Paired and Systemic

Forthcoming in Journal of Terrorism & Cyber Insurance, Volume 1 Issue 2, 2017
Number of pages: 20 Posted: 05 Jan 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Trinity College, Dublin
Downloads 770 (39,802)
Citation 1

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Cyber security, Cyber insurance, risk, financial risk, banking, monetary and financial institutions, FinTech, blockchain, digital security, cyber crime, systemic risk, contagion, financial markets

6.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 714 (44,069)
Citation 8

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Cryptocurrencies; Macroeconomic News; Return volatility

7.

Cryptocurrency Reaction to FOMC Announcements: Evidence of Heterogeneity Based on Blockchain Stack Position

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 620 (53,134)
Citation 22

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Cryptocurrencies; Digital Assets; Bitcoin; Litecoin; GARCH; Volatility Spillovers; Volatility Feedback; Monetary Policy

8.

Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic

Number of pages: 15 Posted: 27 Mar 2020 Last Revised: 09 Apr 2020
Shaen Corbet, Greg Hou, Yang Hu, Brian M. Lucey and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 575 (58,370)
Citation 13

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COVID-19, Coronavirus, Contagion, Stock Market, Sentiment

9.

Kodakcoin: A Blockchain Revolution or Exploiting a Potential Cryptocurrency Bubble?

Number of pages: 12 Posted: 14 Mar 2018
Shaen Corbet, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 542 (62,930)
Citation 6

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

10.

The Financial Market Effects of Cryptocurrency Energy Usage

Number of pages: 13 Posted: 30 Jun 2019
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 527 (65,115)
Citation 2

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Cryptocurrency, mining, electricity, energy

11.

Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre

Number of pages: 53 Posted: 04 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu, Les Oxley and Danyang Xu
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and University of Waikato
Downloads 409 (88,433)
Citation 7

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COVID-19; Coronavirus; China; Volatility Spillovers; Bitcoin; Flight-to-Safety

12.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Shaen Corbet, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 376 (97,432)
Citation 29

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Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

13.

Regulatory Cybercrime: A Hacking-Based Mechanism to Regulate and Supervise Corporate Cyber Governance?

Number of pages: 43 Posted: 25 Jan 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Trinity College, Dublin
Downloads 319 (117,018)
Citation 1

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Cyber security, risk, financial risk, banking, monetary and financial institutions, FinTech, digital security, cyber crime, systemic risk, contagion, financial markets, regulation, white knights, white hats, financial supervision, ESG risk

14.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Shaen Corbet, Douglas J. Cumming, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 300 (124,969)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

15.

Millennials’ Support for Liberal Democracy Is Failing: A Deep Uncertainty Perspective

Number of pages: 37 Posted: 11 Sep 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Trinity College, Dublin
Downloads 278 (135,319)

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Knightian Uncertainty; Geopolitical Risks; Liberal Democracy; Demographics; Millennials; Generation X; Baby Boomers

16.

The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis

International Journal of Economics and Financial Issues, 4(1), pp. 83-92, 2014.
Number of pages: 10 Posted: 14 Feb 2014
Shaen Corbet
Dublin City University
Downloads 247 (152,500)
Citation 2

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Sovereign ratings; VAR; contagion; financial crisis; stock markets

17.

Have Exchange Traded Funds Influenced Commodity Market Volatility?

International Journal of Economics and Financial Issues, vol. 4(2), 2014, pages 323-335
Number of pages: 13 Posted: 05 May 2014
Shaen Corbet and Cian Twomey
Dublin City University and National University of Ireland, Galway (NUIG)
Downloads 246 (153,100)
Citation 1

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Exchange Traded Funds (ETFs), commodity markets, volatility

18.

The European Financial Market Stress Index

International Journal of Economics and Financial Issues, 4(1), pp. 217-230, 2014.
Number of pages: 14 Posted: 14 Feb 2014 Last Revised: 05 May 2014
Shaen Corbet
Dublin City University
Downloads 242 (155,484)

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European financial crisis; financial market stress indicator; liquidity; stock markets.

19.

How Have Contracts for Difference Affected Irish Equity Market Volatility?

The Economic and Social Review, Vol.45, No.4, Winter 2014, pp.559-577.
Number of pages: 15 Posted: 14 Feb 2014 Last Revised: 14 Jan 2015
Shaen Corbet and Cian Twomey
Dublin City University and National University of Ireland, Galway (NUIG)
Downloads 230 (163,317)
Citation 3

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Contracts for Difference, EGARCH, Equity Markets, Volatility

20.

Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets

National University of Ireland, Galway (NUIG), Working Paper Series, Forthcoming.
Number of pages: 19 Posted: 14 Feb 2014
Shaen Corbet and Cian Twomey
Dublin City University and National University of Ireland, Galway (NUIG)
Downloads 209 (178,923)
Citation 1

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Contracts for Difference, EGARCH, equity markets, volatility

21.

Any Port in a Storm: Cryptocurrency Safe-Havens during the COVID-19 Pandemic

Number of pages: 13 Posted: 27 May 2020
Shaen Corbet, Greg Hou, Yang Hu, Charles James Larkin and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 208 (179,675)
Citation 7

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COVID-19; Pandemic; Sentiment; Cryptocurrency; Safe-haven; Financial Crisis

22.

Asymmetric Mean Reversion of Bitcoin Price Returns

Number of pages: 29 Posted: 24 Aug 2018
Shaen Corbet and Paraskevi Katsiampa
Dublin City University and Sheffield University Management School
Downloads 205 (182,091)
Citation 4

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23.

Cryptocurrency Regulation: Countering Money Laundering and Terrorist Financing

Number of pages: 34 Posted: 21 Nov 2020
Emily Fletcher, Charles James Larkin and Shaen Corbet
Johns Hopkins University, Institute for Policy Research (IPR), University of Bath and Dublin City University
Downloads 197 (188,891)

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Money Laundering; Terrorist Financing; Cryptocurrency; Regulation

24.

Bitcoin-Energy Markets Interrelationships - New Evidence

Number of pages: 22 Posted: 08 May 2020
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 197 (188,891)

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Bitcoin, Cryptocurrencies, Volatility, Speculative Assets, Currencies, Energy Usage

25.

We Reddit in a Forum: The Influence of Messaging Boards on Firm Stability

Number of pages: 50 Posted: 17 Mar 2021
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 194 (191,532)

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Market Activity; Liquidity; Volatility; Pump-and-Dump; Manipulation; Messaging Boards

26.

What the Hack: Systematic Risk Contagion from Cyber Events

Number of pages: 48 Posted: 11 Sep 2017
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Trinity College, Dublin
Downloads 189 (196,057)
Citation 4

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EGARCH, Financial Markets, Cybercrime, Regulation, Cybersecurity, Contagion, Systemic Risk

27.

The Influence of the COVID-19 Pandemic on Asset-Price Discovery: Testing the Case of Chinese Informational Asymmetry

Number of pages: 81 Posted: 09 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 188 (196,994)
Citation 1

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COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry

28.

A Way Forward: The Future of Irish and European Union Financial Regulation

Downloads 20 (207,675)

A Way Forward: The Future of Irish and European Union Financial Regulation

Number of pages: 28 Posted: 02 Feb 2021
Rishi Ahuja, Sean Barrett, Shaen Corbet and Charles James Larkin
Trinity College (Dublin), Trinity College (Dublin), Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 20 (648,239)

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29.

Fractal Dynamics and Wavelet Analysis: Deep Volatility Properties of Bitcoin, Ethereum and Ripple

Number of pages: 36 Posted: 26 Aug 2018
Valerio Celeste, Shaen Corbet and Constantin Gurdgiev
Trinity College (Dublin), Dublin City University and Trinity College, Dublin
Downloads 170 (214,984)
Citation 6

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Efficient Market Hypothesis; Fractal Market Hypothesis; Cryptocurrencies; Wavelet Coherence; Continuous Wavelet Transform; Hurst Exponent

30.

Ripples in the Crypto World: Systemic Risks in Crypto-Currency Markets

International Banker, June 2018
Number of pages: 6 Posted: 29 Jun 2018
Constantin Gurdgiev and Shaen Corbet
Trinity College, Dublin and Dublin City University
Downloads 168 (217,162)

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Bitcoin, Ethereum, Ripple, Crypto-currencies, Cryptocurrencies, Blockchain, Hurst Process, Fractal Markets Hypothesis, Efficient Markets Hypothesis

31.

European Equity Market Contagion: An Empirical Application to Ireland's Sovereign Debt Crisis

Number of pages: 10 Posted: 18 Jun 2014
Shaen Corbet and Cian Twomey
Dublin City University and National University of Ireland, Galway (NUIG)
Downloads 162 (223,908)

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Dynamic correlation, DCC-GARCH, contagion, financial crises, bailouts, equity markets

32.

An Index of Financial Market Stress for the United Kingdom

Number of pages: 3 Posted: 06 Jun 2014
Shaen Corbet and Cian Twomey
Dublin City University and National University of Ireland, Galway (NUIG)
Downloads 161 (225,068)

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Financial crises, financial markets, financial stress indicator, Bank of England policy action.

33.

Quantifying the Effects of New Derivative Introduction on Exchange Volatility, Efficiency and Liquidity

Number of pages: 132 Posted: 14 Feb 2014
Shaen Corbet
Dublin City University
Downloads 149 (240,052)

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Contracts for Difference, Exchange Traded Funds, European Stress Index

34.

Do Industrial Incidents in the Chemical Sector Create Equity Market Contagion?

Number of pages: 9 Posted: 10 Jun 2014
Gavin Brown, Shaen Corbet, Caroline McMullan (née Keown) and Ruchira Sharma
Dublin City University Business School, Dublin City University, Dublin City University Business School and Dublin City University Business School
Downloads 146 (244,185)
Citation 1

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Chemical incidents, Stock markets, Contagion effects, Risk management, Event study.

35.

Populism and Extremism: The Immediate Political Challenges to Europeanism

Number of pages: 10 Posted: 08 Apr 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 134 (261,282)
Citation 3

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Populism, Anti-Austerity, Europe Union, Crisis, Discourse, Financial Crisis

36.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019
Shaen Corbet, Veysel Eraslan, Brian M. Lucey and Ahmet Sensoy
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 121 (282,048)
Citation 5

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Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis.

37.

Are DeFi Tokens a Separate Asset Class from Conventional Cryptocurrencies?

Number of pages: 34 Posted: 20 Apr 2021
Shaen Corbet, John W. Goodell, Samet Gunay and Kerem Kaskaloglu
Dublin City University, University of Akron - Department of Finance, College of Business Administration, American University of the Middle East (AUM) and American University of the Middle East (AUM)
Downloads 119 (285,506)

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Cryptocurrency; Decentralized Finance Tokens; Bubbles; Volatility Spillovers

38.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 117 (288,878)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

39.

Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis

Number of pages: 12 Posted: 03 Sep 2018
Paraskevi Katsiampa, Shaen Corbet and Brian M. Lucey
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 115 (292,324)
Citation 10

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Bitcoin; Ether; Litecoin; Volatility Spillovers; BEKK-MGARCH

40.

Financing Higher Education in a Constrained Economic Environment: The Argument Against Income Contingent Loans in Ireland

Number of pages: 30 Posted: 08 Apr 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 114 (294,074)

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University Funding, Income Contingent Loans, Stress Test, Ireland

41.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
ETH Zürich - Department of Mathematics, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 113 (295,882)

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Cryptocurrencies; Energy Usage; Coal Mining; Volatility; Extreme Value Modelling

42.

Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic

Number of pages: 26 Posted: 19 May 2020 Last Revised: 18 Jun 2020
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and Smurfit Business School
Downloads 108 (305,402)
Citation 15

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Cryptocurrency, Bitcoin, Ethereum, Tether, Safe Haven, Downside Risk, COVID-19

43.

Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe

Number of pages: 42 Posted: 13 Sep 2017
Shaen Corbet, Constantin Gurdgiev and Andrew Meegan
Dublin City University, Trinity College, Dublin and Dublin City University Business School
Downloads 103 (315,413)
Citation 7

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Stock market volatility, Europe, Terrorist attacks, Systemic Risk, Contagion, Terrorism risk, Terrorism

44.

Public Education & Civic Responsibility in a Constrained Financial Environment. The Argument Against Income Contingent Loans in Ireland for Higher Education Financing

Number of pages: 30 Posted: 28 Mar 2017
Charles James Larkin and Shaen Corbet
Institute for Policy Research (IPR), University of Bath and Dublin City University
Downloads 95 (332,363)

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Income Contingent Loans, University Funding, Ireland, Europe

45.

How Do United States Equity Markets Respond to Industrial Injury and Fatality?

Number of pages: 22 Posted: 17 Sep 2014
Gavin Brown, Shaen Corbet, Caroline McMullan (née Keown) and Ruchira Sharma
Dublin City University Business School, Dublin City University, Dublin City University Business School and Dublin City University Business School
Downloads 95 (332,363)

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Chemical incidents, Stock markets, Crisis Management, Risk management, Event study.

46.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Samuel Vigne
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 94 (334,642)
Citation 1

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; GARCH

47.

Turning Tigers into PIIGS: The Role of Leverage in the Irish Economic Collapse

Lessons from the Great Recession: At the Crossroads of Sustainability and Recovery, Advances in Sustainability and Environmental Justice, 3(1), pp.21-55
Number of pages: 20 Posted: 29 Mar 2017
Shaen Corbet
Dublin City University
Downloads 82 (364,092)
Citation 6

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Financial crisis, banking crisis, housing markets, bubbles, contracts for difference, leverage

48.

A Systematic Review of the Bubble Dynamics of Cryptocurrency Prices

Number of pages: 26 Posted: 02 Feb 2021
ΝΙΚΟΛΑΟΣ ΚΥΡΙΑΖΗΣ, Shaen Corbet and Stephanos Papadamou
University of Thessaly - Department of Economics, Dublin City University and University of Thessaly
Downloads 79 (372,113)

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49.

Enduring Relief or Fleeting Respite? Bitcoin as a Hedge and Safe Haven for the US Dollar

Number of pages: 33 Posted: 12 Jan 2021
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and Smurfit Business School
Downloads 76 (380,349)
Citation 1

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Bitcoin, Currency, Hedge, Safe Haven, Wavelet, Quantile Coherency

50.

The Wild West of ICOs

Number of pages: 19 Posted: 24 Apr 2020
Shaen Corbet and Douglas J. Cumming
Dublin City University and Florida Atlantic University
Downloads 66 (410,747)

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Cryptocurrency; Initial Coin Offerings; Regulation; Illegality; Cyber-Criminality

51.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
Xiangyun Gao, Shupei Huang, Brian M. Lucey, Samuel Vigne and Shaen Corbet
China University of Geosciences, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 59 (434,561)
Citation 2

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Gold, Silver, Platinum, Palladium, Bibliometrics

52.

The Impact of Terrorism on European Tourism

Number of pages: 33 Posted: 24 Sep 2019
Shaen Corbet, John F. O'Connell, Marina Efthymiou, Cathal Guiomard and Brian M. Lucey
Dublin City University, affiliation not provided to SSRN, Dublin City University, DCU Business School, Dublin, Ireland and Trinity Business School, Trinity College Dublin
Downloads 58 (438,118)
Citation 2

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terrorism; European aviation industry; tourism flows; ARMA-GARCH

53.

Generating Stable University Funding Mechanisms: Income Contingent Loan Structure Choice within the Irish Higher Education System

Number of pages: 15 Posted: 28 Mar 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 56 (445,421)
Citation 1

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University Funding, Income Contingent Loans, Cluster Analysis, Ireland, Europe

54.

High Frequency Volatility Co-Movements in Cryptocurrency Markets

Number of pages: 31 Posted: 24 Sep 2019
Paraskevi Katsiampa, Shaen Corbet and Brian M. Lucey
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 48 (476,352)
Citation 8

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Cryptocurrencies; High-frequency data; Asymmetric Diagonal BEKK; MGARCH; Volatility

55.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
Erdinc Akyildirim, Shaen Corbet, Brian M. Lucey, Ahmet Sensoy and Larisa Yarovaya
ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 38 (521,095)
Citation 2

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56.

The influence of Bitcoin on Portfolio Diversification and Design

Number of pages: 14 Posted: 03 Mar 2021
Md Akhtaruzzaman, Ahmet Sensoy and Shaen Corbet
Australian Catholic University, Borsa Istanbul and Dublin City University
Downloads 38 (521,095)

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57.

Quantitative Easing Announcements and High-Frequency Stock Market Volatility: Evidence From the United States

Number of pages: 31 Posted: 24 Aug 2018
Shaen Corbet, John James Dunne and Charles James Larkin
Dublin City University, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 34 (541,260)
Citation 2

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58.

Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements

Number of pages: 59 Posted: 02 Feb 2021
Erdinc Akyildirim, Shaen Corbet, Douglas J. Cumming, Brian M. Lucey and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 33 (546,559)
Citation 1

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59.

Guilt through Association: Reputational Contagion and the Boeing 737-MAX Disasters

Economics Letters, Forthcoming
Number of pages: 12 Posted: 02 Feb 2021
Iulia Cioroianu, Shaen Corbet and Charles James Larkin
University of Bath, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 31 (557,263)

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60.

The Influence of the COVID-19 Pandemic on Asset-Price Discovery: Testing the Case of Chinese Informational Asymmetry (Online Appendices)

Number of pages: 12 Posted: 11 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 31 (557,263)
Citation 1

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COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry

61.

Has the Uniformity of Banking Regulation within the European Union Restricted Rather than Encouraged Sectoral Development?

International Review of Financial Analysis, Forthcoming
Number of pages: 38 Posted: 25 Aug 2017
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 30 (562,932)
Citation 4

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Banking; regulation; financial markets; cultural distance; European Union

62.

The Effects of German Economic and Political Progress on the Sparkassen Savings Bank System

Number of pages: 28 Posted: 02 Apr 2020
Shaen Corbet and Charles James Larkin
Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 24 (600,251)

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Banking; Savings Banks; Sparkassen; Economic Development; Political Development; Germany

63.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices

Number of pages: 47 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 22 (613,731)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

64.

Where was the Global Price of Silver Established? Evidence from London and New York (1878-1953)

Number of pages: 13 Posted: 02 Apr 2020
Shaen Corbet and Fergal A. O'Connor
Dublin City University and University College Cork
Downloads 22 (613,731)

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Silver; Price Discovery; Information Flows; Historical Data

65.

The Differential Impact of Corporate Blockchain-Development as Conditioned by Sentiment and Financial Desperation

Journal of Corporate Finance, Forthcoming
Number of pages: 69 Posted: 02 Feb 2021
Iulia Cioroianu, Shaen Corbet and Charles James Larkin
University of Bath, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 20 (627,412)

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Investor Sentiment; Blockchain; Leverage; Idiosyncratic Volatility; Behavioural Finance

66.

Do Investors Still Acknowledge Excessive Corporate Leverage? Understanding Divergence of Valuation During the Age of ZIRP and QE

Number of pages: 28 Posted: 02 Jun 2021
David Galvin, Shaen Corbet and Charles James Larkin
Dublin City University, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 19 (634,376)

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Leverage; Monetary Policy; Quantitative Easing; Central Banks; ZIRP.

67.

Measuring Quantile Dependence and Testing Directional Predictability between Bitcoin, Altcoins and Traditional Financial Assets

Number of pages: 53 Posted: 02 Feb 2021
Shaen Corbet, Paraskevi Katsiampa and Chi Keung Marco Lau
Dublin City University, Sheffield University Management School and affiliation not provided to SSRN
Downloads 19 (634,376)
Citation 1

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68.

Does Blockchain Patent-Development Influence Bitcoin Risk?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 31 Posted: 02 Feb 2021
Yang Hu, Greg Hou, Les Oxley and Shaen Corbet
University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and Dublin City University
Downloads 19 (634,376)

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69.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 1/3)

Number of pages: 21 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 19 (634,376)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

70.

The Financial Market Effects of International Aviation Disasters

Number of pages: 33 Posted: 02 Apr 2020
Erdinc Akyildirim, Shaen Corbet, Marina Efthymiou, Cathal Guiomard, John F. O'Connell and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, Dublin City University, DCU Business School, Dublin, Ireland, affiliation not provided to SSRN and Borsa Istanbul
Downloads 19 (634,376)
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Airline Disaster; Contagion; Volatility; Reputation Risk; Financial Markets

71.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021
Erdinc Akyildirim, Shaen Corbet, Ahmet Sensoy and Larisa Yarovaya
ETH Zürich - Department of Mathematics, Dublin City University, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 18 (641,462)

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72.

Analysing the Dynamic Influence of US Macroeconomic News Releases on Turkish Stock Markets

Number of pages: 15 Posted: 24 Sep 2019
Cumhur Ekinci, Erdinc Akyildirim and Shaen Corbet
Istanbul Technical University, ETH Zürich - Department of Mathematics and Dublin City University
Downloads 17 (648,473)
Citation 2

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US Macroeconomic Announcements; Stocks; Liquidity; High-Frequency Data; Trading; Borsa Istanbul

73.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 3/3)

Number of pages: 11 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 14 (670,336)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

74.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 2/3)

Number of pages: 11 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 13 (677,899)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

75.

An Incentives-Based Mechanism for Corporate Cyber Governance Enforcement and Regulation

Corbet S., Gurdgiev C. (2020) An Incentives-Based Mechanism for Corporate Cyber Governance Enforcement and Regulation In: Walker T., Gramlich D., Bitar M., Fardnia P. (eds) Ecological, Societal, and Technological Risks and the Financial Sector. Palgrave Studies in Sustainable Business In Association
Number of pages: 16 Posted: 26 Apr 2021
Shaen Corbet and Constantin Gurdgiev
Dublin City University and Trinity College, Dublin
Downloads 11 (693,253)

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Governance, Cybersecurity, Risk

76.

Sustainability, Accountability and Democracy: Ireland's Troika Experience

Number of pages: 15 Posted: 24 Aug 2018
Sean Barrett, Shaen Corbet and Charles James Larkin
Trinity College (Dublin), Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 11 (693,253)

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77.

The Influence of Aviation Disasters on Engine Manufacturers: An Analysis of Financial and Reputational Contagion Risks

Number of pages: 40 Posted: 08 Jan 2021
Erdinc Akyildirim, Shaen Corbet, John F. O'Connell and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, affiliation not provided to SSRN and Borsa Istanbul
Downloads 10 (700,923)

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Aviation Disasters; Contagion; Engine Manufacturers; Financial Markets; Reputational Risks; Tourism; Transport

78.

An International Analysis of the Economic Cost for Countries Located in Crisis Zones

Number of pages: 32 Posted: 02 Feb 2021
Diana Abughunmi, Shaen Corbet and Charles James Larkin
University of Jordan, Dublin City University and Institute for Policy Research (IPR), University of Bath
Downloads 9 (708,774)

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79.

Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework

Number of pages: 33 Posted: 28 Feb 2021
Erdinc Akyildirim, Shaen Corbet, Duc Khuong Nguyen and Ahmet Sensoy
ETH Zürich - Department of Mathematics, Dublin City University, IPAG Business School and Borsa Istanbul
Downloads 8 (716,376)

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80.

Public Accountability and Parliamentary Scrutiny in Finance

Number of pages: 17 Posted: 04 Mar 2021
Sean Barrett, Shaen Corbet, Charles James Larkin and Ursula Ni Choill
Trinity College (Dublin), Dublin City University, Institute for Policy Research (IPR), University of Bath and affiliation not provided to SSRN
Downloads 7 (724,235)

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81.

Chemical Industry Disasters and the Sectoral Transmission of Financial Market Contagion

Number of pages: 29 Posted: 24 Aug 2018
Shaen Corbet, Charles James Larkin and Caroline McMullan (née Keown)
Dublin City University, Institute for Policy Research (IPR), University of Bath and Dublin City University Business School
Downloads 6 (732,113)

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82.

Inflation and Cryptocurrencies Revisited: A Time-Scale Analysis

Economics Letters, Forthcoming
Number of pages: 10 Posted: 24 Jul 2021
Thomas Conlon, Richard McGee and Shaen Corbet
University College Dublin, Smurfit Business School and Dublin City University
Downloads 1

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Inflation Expectations, Bitcoin, Ethereum, Hedging, Wavelets, Cryptocurrencies.