Larisa Yarovaya

University of Southampton - Southampton Business School

Highfield

University Road

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 2,891

SSRN RANKINGS

Top 2,891

in Total Papers Downloads

15,474

SSRN CITATIONS
Rank 4,646

SSRN RANKINGS

Top 4,646

in Total Papers Citations

251

CROSSREF CITATIONS

44

Ideas:
“  Cryptocurrencies; Financial Contagion; COVID-19 crisis.  ”

Scholarly Papers (30)

1.

COVID-19 Pandemic, Oil Prices, Stock Market, Geopolitical Risk and Policy Uncertainty Nexus in the US Economy: Fresh Evidence from the Wavelet-Based Approach

Number of pages: 24 Posted: 15 Apr 2020 Last Revised: 30 Apr 2020
Arshian Sharif, Chaker Aloui and Larisa Yarovaya
University Utara Malaysia, Prince Sultan University - College of Business Administration and University of Southampton - Southampton Business School
Downloads 1,861 (10,681)
Citation 40

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COVID-19, economic policy uncertainty, stock market, oil prices, wavelets

2.

The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets

Number of pages: 57 Posted: 29 Apr 2020
Larisa Yarovaya, Roman Matkovskyy and Akanksha Jalan
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 1,705 (12,298)
Citation 23

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COVID-19, black swan effect, herding, cryptocurrency, Bitcoin

3.

'I Just Like the Stock' versus 'Fear and Loathing on Main Street' : The Role of Reddit Sentiment in the GameStop Short Squeeze

Number of pages: 31 Posted: 30 Apr 2021
Cheng Long, Brian M. Lucey and Larisa Yarovaya
Trinity Business School, Trinity College Dublin, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,534 (14,628)
Citation 2

Abstract:

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Gamestop, Reddit, Robinhood, media sentiments, short squeeze, Herding, textual analysis

4.

Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

Number of pages: 46 Posted: 17 May 2020 Last Revised: 01 Jun 2020
University of Southampton - Southampton Business School, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Akron - Department of Finance, College of Business Administration, Trinity Business School, Trinity College Dublin and University of Huddersfield
Downloads 1,408 (16,663)
Citation 25

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Contagion, COVID-19, Return and Volatility Transmission, Spillovers Effect, Coronavirus, Black Swan

5.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
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

6.

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

Abstract:

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Digital Assets, Bitcoin, Ethereum, Bubbles

7.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
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

8.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
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

9.

The Cryptocurrency Uncertainty Index

Number of pages: 24 Posted: 18 Mar 2021
Brian M. Lucey, Samuel Vigne, Larisa Yarovaya and Yizhi Wang
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Southampton - Southampton Business School and Trinity College (Dublin) - Trinity Business School
Downloads 696 (45,699)

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Cryprocurrencies, policy and price uncertainty,uncertainty index, Cryptocurrency Uncertainty Index,

10.

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
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

11.

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

Number of pages: 12 Posted: 14 Mar 2018
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

12.

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

13.

The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

Number of pages: 54 Posted: 27 May 2020
Larisa Yarovaya, Roman Matkovskyy and Akanksha Jalan
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads 472 (74,852)
Citation 7

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COVID-19 reaction and recovery, quantile unit root test, cryptocurrencies, precious metals

14.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 381 (96,004)
Citation 2

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Silver, Platinum, Palladium, Review, Survey

15.

Searching for Safe Havens during the COVID-19 Pandemic: Determinants of Spillovers between Islamic and Conventional Financial Markets

Number of pages: 15 Posted: 24 Jun 2020
Larisa Yarovaya, Ahmed H. Elsayed and Shawkat M. Hammoudeh
University of Southampton - Southampton Business School, Durham University Business School and Montpellier Business School
Downloads 337 (110,247)
Citation 5

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COVID-19, spillover effect, Islamic markets, gold, oil, Bitcoin

16.

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

17.

The Resilience of Islamic Equity Funds during COVID-19: Evidence from Risk Adjusted Performance, Investment Styles and Volatility Timing

Number of pages: 28 Posted: 30 Nov 2020
University of Southampton - Southampton Business School, La Rochelle Business School, Lahore School of Economics, Institute of Business Administration (IBA) -Karachi and Lahore University of Management Sciences (LUMS)
Downloads 179 (208,681)
Citation 11

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COVID-19, Islamic equity funds, Style Analysis, Volatility Timing, Resilience

18.

Human Capital Efficiency and Equity Funds’ Performance during the COVID-19 Pandemic

Number of pages: 17 Posted: 15 Jun 2020
University of Southampton - Southampton Business School, La Rochelle Business School, La Rochelle Business School and La Rochelle Business School
Downloads 158 (228,743)
Citation 5

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COVID-19, mutual funds, human capital efficiency, risk-adjusted performance

19.

An Index of Cryptocurrency Environmental Attention (ICEA)

Number of pages: 41 Posted: 16 Jun 2021
Brian M. Lucey, Samuel Vigne, Yizhi Wang and Larisa Yarovaya
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 156 (231,172)

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Cryprocurrencies, environmental impact, energy consumption, climate change

20.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
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

21.

'Shiny' Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic

Number of pages: 41 Posted: 03 Mar 2021
Akanksha Jalan, Roman Matkovskyy and Larisa Yarovaya
ESC Rennes School of Business, Rennes School of Business and University of Southampton - Southampton Business School
Downloads 110 (301,547)
Citation 1

Abstract:

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stablecoins, cryptocurrencies, gold-backed cryptocurrencies, COVID-19; gold

22.

The impact of COVID-19 on valuations of non-financial European firms

Number of pages: 34 Posted: 11 Oct 2020
Lahore School of Economics, University of Southampton - Southampton Business School, La Rochelle Business School and Lahore University of Management Sciences (LUMS)
Downloads 110 (301,547)
Citation 11

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COVID-19, Valuation, Non-Financial-European-Firms, Stress-testing-scenarios

23.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
RMIT University, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, University of Huddersfield, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 85 (356,286)
Citation 2

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Integration; Information transmissions; Generalized VAR model; Steam coal

24.

Intraday Volume-Return Nexus in Cryptocurrency Markets: A Novel Evidence From Cryptocurrency Classification

Number of pages: 40 Posted: 28 Nov 2020
Larisa Yarovaya and Damian Zięba
University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 73 (392,020)
Citation 1

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cryptocurrency classification, Bitcoin, volume-return relationships, Granger causality.

25.

COVID-19 Pandemic and Stress Testing the Eurozone Credit Portfolios

Number of pages: 22 Posted: 11 Oct 2020
University of Southampton - Southampton Business School, La Rochelle Business School, Lahore School of Economics and Lahore University of Management Sciences (LUMS)
Downloads 55 (449,130)
Citation 11

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COVID-19, Stress Tests, Credit Portfolios, Banking System

26.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
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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27.

High-Frequency Connectedness between Bitcoin and Other Top-Traded Crypto Assets during the COVID-19 Crisis

Number of pages: 51 Posted: 28 Jun 2021 Last Revised: 14 Jul 2021
Paraskevi Katsiampa, Larisa Yarovaya and Damian Zięba
University of Sheffield, University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 35 (541,260)

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COVID-19, High-frequency co-movements, Bitcoin, Protocols, Cryptocurrencies

28.

Investing during a Fintech Revolution: Ambiguity and Return Risk in Cryptocurrencies

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 40 Posted: 28 May 2021
Di Luo, Tapas Mishra, Larisa Yarovaya and Zhuang Zhang
University of Southampton, Southampton Business School, University of Southampton, University of Southampton - Southampton Business School and University of Southampton - Southampton Business School
Downloads 35 (536,018)

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Bitcoin; Ambiguity; Abnormal returns

29.

The Impact of Blockchain Related Name Changes on Corporate Performance

Number of pages: 61 Posted: 02 Feb 2021
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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30.

Financial Stress Dynamics in MENA Region: Evidence from the Arab Spring

Number of pages: 32 Posted: 19 Apr 2021
Ahmed H. Elsayed and Larisa Yarovaya
Durham University Business School and University of Southampton - Southampton Business School
Downloads 10 (700,923)

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financial stress indexes; dynamic frequency connectedness; spillover effect; MENA economies; Arab Spring