Larisa Yarovaya

University of Southampton - Southampton Business School

Highfield

University Road

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 3,892

SSRN RANKINGS

Top 3,892

in Total Papers Downloads

11,934

SSRN CITATIONS
Rank 5,035

SSRN RANKINGS

Top 5,035

in Total Papers Citations

228

CROSSREF CITATIONS

33

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

Scholarly Papers (26)

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 1,664 (12,189)
Citation 33

Abstract:

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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 1,379 (16,478)
Citation 18

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

3.

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 1,187 (20,688)
Citation 16

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

4.

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 1,156 (21,395)
Citation 38

Abstract:

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Digital Assets, Bitcoin, Ethereum, Bubbles

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 1,149 (21,610)
Citation 71

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

6.

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 902 (30,715)
Citation 61

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

7.

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 649 (48,044)
Citation 8

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Cryptocurrencies; Macroeconomic News; Return volatility

8.

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 594 (53,897)
Citation 22

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

9.

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 525 (62,932)
Citation 6

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

10.

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 468 (73,172)

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

11.

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 364 (97,764)
Citation 2

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Silver, Platinum, Palladium, Review, Survey

12.

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 359 (99,319)
Citation 3

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

13.

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 311 (116,048)
Citation 2

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Cryptocurrency, mining, electricity, energy

14.

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 290 (125,403)
Citation 2

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

15.

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 150 (230,867)

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

16.

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 145 (237,295)
Citation 5

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

17.

"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: 09 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 136 (257,264)

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

18.

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 99 (315,757)
Citation 5

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

19.

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 84 (347,881)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

20.

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 83 (350,330)
Citation 1

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Integration; Information transmissions; Generalized VAR model; Steam coal

21.

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 60 (417,920)

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

22.

'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 59 (424,872)

Abstract:

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

23.

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 54 (439,166)
Citation 1

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

24.

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 34 (525,092)

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

25.

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 25 (575,883)
Citation 1

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26.

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 8 (694,081)

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