Larisa Yarovaya

University of Southampton - Southampton Business School

Highfield

University Road

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 2,423

SSRN RANKINGS

Top 2,423

in Total Papers Downloads

18,561

SSRN CITATIONS
Rank 4,655

SSRN RANKINGS

Top 4,655

in Total Papers Citations

252

CROSSREF CITATIONS

40

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

Scholarly Papers (32)

1.

'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: 37 Posted: 30 Apr 2021 Last Revised: 03 Dec 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 2,436 (7,327)

Abstract:

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

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 1,926 (10,701)
Citation 23

Abstract:

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

3.

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: 28 Aug 2021
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 1,905 (10,894)
Citation 45

Abstract:

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

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 1,616 (14,156)
Citation 33

Abstract:

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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 1,308 (19,595)
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 1,206 (22,066)
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 935 (31,875)
Citation 60

Abstract:

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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 794 (40,040)
Citation 8

Abstract:

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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 787 (40,508)

Abstract:

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

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 751 (43,176)
Citation 2

Abstract:

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Cryptocurrency, mining, electricity, energy

11.

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 645 (52,788)
Citation 22

Abstract:

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

12.

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 549 (64,705)
Citation 6

Abstract:

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

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 516 (69,990)
Citation 10

Abstract:

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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 394 (96,594)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

15.

An Index of Cryptocurrency Environmental Attention (ICEA)

Number of pages: 37 Posted: 16 Jun 2021 Last Revised: 13 Oct 2021
Yizhi Wang, Brian M. Lucey, Samuel Vigne and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 378 (101,995)

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Cryprocurrencies, environmental impact, energy consumption, climate change

16.

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 Drexel University - Lebow College of Business
Downloads 375 (101,995)
Citation 6

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

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, Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics, Institute of Business Administration (IBA) -Karachi and Lahore University of Management Sciences (LUMS)
Downloads 261 (150,396)
Citation 15

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

18.

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

Number of pages: 34 Posted: 11 Oct 2020
Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics, University of Southampton - Southampton Business School, La Rochelle Business School and Lahore University of Management Sciences (LUMS)
Downloads 234 (168,737)
Citation 19

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

19.

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 221 (176,760)

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

20.

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 168 (225,852)
Citation 5

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

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 157 (239,326)
Citation 1

Abstract:

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

22.

The Effect of Central Bank Digital Currencies News on Financial Markets

Number of pages: 63 Posted: 18 Nov 2021
Yizhi Wang, Brian M. Lucey, Samuel Vigne and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 150 (248,421)

Abstract:

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

23.

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 150 (249,696)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

24.

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 133 (273,269)

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

25.

Static and dynamic connectedness between NFTs, Defi and other assets: portfolio implication

Number of pages: 36
Imran Yousaf and Larisa Yarovaya
Air University, Islamabad and University of Southampton - Southampton Business School
Downloads 130

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NFTs, Defi assets, alternative assets, diversification, COVID-19, cryptocurrency bubble.

26.

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, Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics and Lahore University of Management Sciences (LUMS)
Downloads 118 (300,138)
Citation 15

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

27.

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

Number of pages: 45 Posted: 28 Nov 2020 Last Revised: 17 Nov 2021
Larisa Yarovaya and Damian Zięba
University of Southampton - Southampton Business School and University of Warsaw, Faculty of Economic Sciences
Downloads 107 (319,495)
Citation 1

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

28.

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 (370,238)
Citation 2

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Integration; Information transmissions; Generalized VAR model; Steam coal

29.

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 46 (503,267)
Citation 3

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30.

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 43 (516,720)

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Bitcoin; Ambiguity; Abnormal returns

31.

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 27 (602,516)

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32.

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 (726,194)

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