Details about Shaen Corbet

Access statistics for papers by Shaen Corbet.

Last updated 2024-06-20. Update your information in the RePEc Author Service.

Short-id: pco725

Working Papers

2024

1. Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2. Understanding Reputational Risks: The Impact of ESG Events on European Banks
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2023

3. Greenwashing: Do Investors, Markets and Boards Really Care?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2020

4. Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic
   Working Papers in Economics, University of Waikato View citations (67)
   See also Journal Article Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic, Finance Research Letters, Elsevier (2021) View citations (43) (2021)
5. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning
   Working Papers, Copenhagen Business School, Department of Economics
   See also Journal Article Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, Springer (2023) (2023)

2019

6. An analysis of the intellectual structure of research on the financial economics of precious metals
   Post-Print, HAL View citations (20)
   See also Journal Article An analysis of the intellectual structure of research on the financial economics of precious metals, Resources Policy, Elsevier (2019) View citations (20) (2019)
7. Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market
   Working Papers, Department of Research, Ipag Business School
8. Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework
   Working Papers, Department of Research, Ipag Business School
   See also Journal Article Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework, International Review of Law and Economics, Elsevier (2020) View citations (1) (2020)

Journal Articles

2024

1. Benefits of Top Management Team Education for Corporate Digital Transformation: A Critical Mass Perspective from China
   Finance Research Letters, 2024, 61, (C)
2. Bitcoin forks: What drives the branches?
   Research in International Business and Finance, 2024, 69, (C)
3. Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX
   Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (1)
4. Does soft shareholder activism hold hard consequences?
   The Quarterly Review of Economics and Finance, 2024, 95, (C), 152-159
5. Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar
   Annals of Operations Research, 2024, 337, (1), 45-73
6. Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach
   Energy Economics, 2024, 131, (C)
7. Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework
   Energy Economics, 2024, 133, (C) View citations (1)
8. Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots
   Research in International Business and Finance, 2024, 70, (PA)
9. Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages
   Journal of Economic Behavior & Organization, 2024, 217, (C), 32-62 View citations (1)
10. Fintech, bank diversification and liquidity: Evidence from China
    Research in International Business and Finance, 2024, 67, (PA) View citations (1)
11. Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
    International Review of Financial Analysis, 2024, 93, (C) View citations (1)
12. Green bonds and traditional and emerging investments: Understanding connectedness during crises
    The North American Journal of Economics and Finance, 2024, 72, (C)
13. Is gold always a safe haven?
    Finance Research Letters, 2024, 64, (C)
14. Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures
    Journal of Financial Stability, 2024, 71, (C)
15. Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
    Journal of Commodity Markets, 2024, 33, (C)
16. Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation
    Research in International Business and Finance, 2024, 70, (PA)
17. Seeking a shock haven: Hedging extreme upward oil price changes
    International Review of Financial Analysis, 2024, 94, (C)
18. Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
    Journal of Behavioral and Experimental Finance, 2024, 41, (C)
19. The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges
    International Review of Financial Analysis, 2024, 91, (C) View citations (3)
20. The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
    Research in International Business and Finance, 2024, 68, (C)
21. The role of international currency spillovers in shaping exchange rate dynamics in Latin America
    The Quarterly Review of Economics and Finance, 2024, 94, (C), 1-10
22. Time varying risk aversion and its connectedness: evidence from cryptocurrencies
    Annals of Operations Research, 2024, 338, (2), 879-923

2023

23. Are DeFi tokens a separate asset class from conventional cryptocurrencies?
    Annals of Operations Research, 2023, 322, (2), 609-630 View citations (15)
24. Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?
    Research in International Business and Finance, 2023, 64, (C) View citations (4)
25. Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack
    Finance Research Letters, 2023, 51, (C) View citations (11)
26. Developing central bank digital currencies: a reality check during cryptocurrency euphoria
    Economics and Business Letters, 2023, 12, (2), 105-114 View citations (1)
27. Do financial innovations influence bank performance? Evidence from China
    Studies in Economics and Finance, 2023, 41, (2), 241-267
28. Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications
    Finance Research Letters, 2023, 58, (PB)
29. Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
    Energy Economics, 2023, 125, (C) View citations (5)
30. Forecasting mid-price movement of Bitcoin futures using machine learning
    Annals of Operations Research, 2023, 330, (1), 553-584
    See also Working Paper Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning, Working Papers (2020) (2020)
31. Geopolitical risk and M&A: The role of national governance institutions
    Economics Letters, 2023, 225, (C) View citations (1)
32. Introduction: Cryptocurrencies and Monetary Policy
    Review of Corporate Finance, 2023, 3, (4), 481-486
33. Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking
    Review of Corporate Finance, 2023, 3, (4), 487-528 View citations (3)
34. Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach
    Finance Research Letters, 2023, 58, (PD) View citations (1)
35. The Impact of Central Bank Digital Currency (CBDC) Development on Cryptocurrency: A Taxonomic Analysis
    Review of Corporate Finance, 2023, 3, (4), 597-626 View citations (3)
36. The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19
    The Quarterly Review of Economics and Finance, 2023, 89, (C), 307-317 View citations (6)
37. Understanding the FTX exchange collapse: A dynamic connectedness approach
    Finance Research Letters, 2023, 53, (C) View citations (13)
38. Understanding the transmission of crash risk between cryptocurrency and equity markets
    The Financial Review, 2023, 58, (3), 539-573 View citations (9)
39. Volatility connectedness between global COVOL and major international volatility indices
    Finance Research Letters, 2023, 56, (C) View citations (4)

2022

40. Are carbon futures prices stable? New evidence during negative oil
    Finance Research Letters, 2022, 47, (PB) View citations (13)
41. Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience
    Finance Research Letters, 2022, 47, (PB) View citations (9)
42. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
    Finance Research Letters, 2022, 45, (C) View citations (20)
43. Did COVID-19 tourism sector supports alleviate investor fear?
    Annals of Tourism Research, 2022, 95, (C) View citations (9)
44. Financial contagion among COVID-19 concept-related stocks in China
    Applied Economics, 2022, 54, (21), 2439-2452 View citations (9)
45. Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?
    Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (9)
46. Seeking sigma: Time-of-the-day effects on the Bitcoin network
    Finance Research Letters, 2022, 49, (C) View citations (1)
47. The effects of German economic and political progress on the Sparkassen savings bank system
    Research in International Business and Finance, 2022, 61, (C)
48. The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters
    International Review of Financial Analysis, 2022, 80, (C) View citations (3)
49. The growth of oil futures in China: Evidence of market maturity through global crises
    Energy Economics, 2022, 114, (C) View citations (5)
50. The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets
    Research in International Business and Finance, 2022, 59, (C) View citations (16)
51. The reputational contagion effects of ransomware attacks
    Finance Research Letters, 2022, 47, (PB) View citations (19)
52. Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin
    International Review of Financial Analysis, 2022, 84, (C) View citations (15)
53. We Reddit in a Forum: The Influence of Message Boards on Firm Stability
    Review of Corporate Finance, 2022, 2, (1), 151-190 View citations (9)
54. What drives DeFi prices? Investigating the effects of investor attention
    Finance Research Letters, 2022, 48, (C) View citations (30)

2021

55. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
    Energy Economics, 2021, 104, (C) View citations (21)
56. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
    Finance Research Letters, 2021, 38, (C) View citations (43)
    See also Working Paper Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic, Working Papers in Economics (2020) View citations (67) (2020)
57. Big data analytics, order imbalance and the predictability of stock returns
    Journal of Multinational Financial Management, 2021, 62, (C) View citations (2)
58. Bitcoin-energy markets interrelationships - New evidence
    Resources Policy, 2021, 70, (C) View citations (49)
59. Countering money laundering and terrorist financing: A case for bitcoin regulation
    Research in International Business and Finance, 2021, 56, (C) View citations (13)
60. Creating universal health care in Ireland: A legal context
    Health Policy, 2021, 125, (6), 777-785
61. Does blockchain patent-development influence Bitcoin risk?
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (10)
62. Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (9)
63. Guilt through association: Reputational contagion and the Boeing 737-MAX disasters
    Economics Letters, 2021, 198, (C) View citations (5)
64. Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (23)
65. High-frequency return and volatility spillovers among cryptocurrencies
    Applied Economics, 2021, 53, (37), 4310-4328 View citations (18)
66. Inflation and cryptocurrencies revisited: A time-scale analysis
    Economics Letters, 2021, 206, (C) View citations (27)
67. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
    International Review of Economics & Finance, 2021, 71, (C), 55-81 View citations (52)
68. The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation
    Journal of Corporate Finance, 2021, 66, (C) View citations (18)
69. The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks
    International Review of Financial Analysis, 2021, 74, (C) View citations (3)
70. Volatility spillovers during market supply shocks: The case of negative oil prices
    Resources Policy, 2021, 74, (C) View citations (18)
71. When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines
    Annals of Tourism Research, 2021, 87, (C) View citations (10)
72. Where was the global price of silver established? Evidence from London and New York (1878–1953)
    Finance Research Letters, 2021, 39, (C) View citations (3)

2020

73. A systematic review of the bubble dynamics of cryptocurrency prices
    Research in International Business and Finance, 2020, 54, (C) View citations (51)
74. An international analysis of the economic cost for countries located in crisis zones
    Research in International Business and Finance, 2020, 51, (C) View citations (3)
75. Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
    Economics Letters, 2020, 194, (C) View citations (111)
76. Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
    Research in International Business and Finance, 2020, 54, (C) View citations (222)
77. Asymmetric mean reversion of Bitcoin price returns
    International Review of Financial Analysis, 2020, 71, (C) View citations (16)
78. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
    Energy Economics, 2020, 92, (C) View citations (125)
79. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
    Journal of Financial Stability, 2020, 46, (C) View citations (66)
80. Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 310-324 View citations (29)
81. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
    Applied Economics Letters, 2020, 27, (7), 518-524 View citations (19)
82. Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
    International Review of Financial Analysis, 2020, 71, (C) View citations (21)
83. Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework
    International Review of Law and Economics, 2020, 63, (C) View citations (1)
    See also Working Paper Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework, Working Papers (2019) (2019)
84. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
    Technological Forecasting and Social Change, 2020, 159, (C) View citations (21)
85. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
    Finance Research Letters, 2020, 35, (C) View citations (345)
86. The destabilising effects of cryptocurrency cybercriminality
    Economics Letters, 2020, 191, (C) View citations (30)
87. The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives
    Finance Research Letters, 2020, 34, (C) View citations (34)
88. The financial market effects of international aviation disasters
    International Review of Financial Analysis, 2020, 69, (C) View citations (17)
89. The impact of blockchain related name changes on corporate performance
    Journal of Corporate Finance, 2020, 65, (C) View citations (45)
90. The impact of industrial incidents on stock market volatility
    Research in International Business and Finance, 2020, 52, (C) View citations (3)
91. The impact of macroeconomic news on Bitcoin returns
    The European Journal of Finance, 2020, 26, (14), 1396-1416 View citations (48)
92. The influence of Bitcoin on portfolio diversification and design
    Finance Research Letters, 2020, 37, (C) View citations (46)
93. The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry
    International Review of Financial Analysis, 2020, 72, (C) View citations (41)
94. The relationship between implied volatility and cryptocurrency returns
    Finance Research Letters, 2020, 33, (C) View citations (50)

2019

95. A way forward: The future of Irish and European union financial regulation
    Economic Analysis and Policy, 2019, 64, (C), 346-360 View citations (2)
96. An analysis of the intellectual structure of research on the financial economics of precious metals
    Resources Policy, 2019, 63, (C), - View citations (20)
    See also Working Paper An analysis of the intellectual structure of research on the financial economics of precious metals, Post-Print (2019) View citations (20) (2019)
97. An economic index for measuring firm’s circularity: The case of water industry
    Journal of Behavioral and Experimental Finance, 2019, 21, (C), 123-129 View citations (2)
98. Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
    Finance Research Letters, 2019, 31, (C), 155-164 View citations (9)
99. Cryptocurrencies as a financial asset: A systematic analysis
    International Review of Financial Analysis, 2019, 62, (C), 182-199 View citations (359)
100. High frequency volatility co-movements in cryptocurrency markets
     Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 35-52 View citations (95)
101. Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States
     Research in International Business and Finance, 2019, 48, (C), 321-334 View citations (11)
102. Sustainability, accountability and democracy: Ireland’s Troika experience
     Finance Research Letters, 2019, 28, (C), 53-60 View citations (3)
103. The effectiveness of technical trading rules in cryptocurrency markets
     Finance Research Letters, 2019, 31, (C), 32-37 View citations (49)
104. The impact of terrorism on European tourism
     Annals of Tourism Research, 2019, 75, (C), 1-17 View citations (28)
105. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
     Finance Research Letters, 2019, 29, (C), 68-74 View citations (93)
106. What the hack: Systematic risk contagion from cyber events
     International Review of Financial Analysis, 2019, 65, (C) View citations (9)

2018

107. Bitcoin Futures—What use are they?
     Economics Letters, 2018, 172, (C), 23-27 View citations (109)
108. Chemical industry disasters and the sectoral transmission of financial market contagion
     Research in International Business and Finance, 2018, 46, (C), 490-501 View citations (1)
109. Datestamping the Bitcoin and Ethereum bubbles
     Finance Research Letters, 2018, 26, (C), 81-88 View citations (302)
110. Exploring the dynamic relationships between cryptocurrencies and other financial assets
     Economics Letters, 2018, 165, (C), 28-34 View citations (566)
111. Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis
     Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 128-148 View citations (18)
112. Long-term stock market volatility and the influence of terrorist attacks in Europe
     The Quarterly Review of Economics and Finance, 2018, 68, (C), 118-131 View citations (25)
113. Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom
     Journal of Retailing and Consumer Services, 2018, 43, (C), 20-29 View citations (2)

2017

114. Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development?
     International Review of Financial Analysis, 2017, 53, (C), 48-65 View citations (10)

Chapters

2024

1. The evolving landscape of energy finance: challenges and opportunities during global uncertainty
   Chapter 7 in Handbook of Financial Integration, 2024, pp 172-191

2022

2. Contextual ambidexterity in the subsidiary: how exploration and exploitation interact to drive subsidiary strategic initiatives and innovation
   Chapter 7 in Research Handbook on Innovation in International Business, 2022, pp 135-156