Details about Larisa Yarovaya

Access statistics for papers by Larisa Yarovaya.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pya634

Working Papers

2023

1. The role of interpersonal trust in cryptocurrency adoption
   Post-Print, HAL

2022

2. The COVID-19 black swan crisis: Reaction and recovery of various financial markets
   Post-Print, HAL View citations (11)
   See also Journal Article in Research in International Business and Finance (2022)

2021

3. Does Green Financing help to improve the Environmental & Social Responsibility? Designing SDG framework through Advanced Quantile modelling
   MPRA Paper, University Library of Munich, Germany View citations (43)
4. The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
   Post-Print, HAL View citations (13)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2021)
5. “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic
   Post-Print, HAL View citations (8)
   See also Journal Article in International Review of Financial Analysis (2021)

Journal Articles

2023

1. What abates environmental efficiency in African economies? Exploring the influence of infrastructure, industrialization, and innovation
   Technological Forecasting and Social Change, 2023, 186, (PB) View citations (5)
2. “I just like the stock”: The role of Reddit sentiment in the GameStop share rally
   The Financial Review, 2023, 58, (1), 19-37 View citations (1)

2022

3. A bibliometric review of financial market integration literature
   International Review of Financial Analysis, 2022, 80, (C) View citations (15)
4. Determinants of cryptocurrency returns: A LASSO quantile regression approach
   Finance Research Letters, 2022, 49, (C) View citations (1)
5. Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa
   Finance Research Letters, 2022, 45, (C) View citations (8)
6. Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets
   Finance Research Letters, 2022, 50, (C) View citations (4)
7. High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis
   Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (8)
8. Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification
   Research in International Business and Finance, 2022, 60, (C) View citations (7)
9. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
   Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (20)
10. Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis
    Pacific-Basin Finance Journal, 2022, 71, (C) View citations (10)
11. Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication
    Global Finance Journal, 2022, 53, (C) View citations (28)
12. The COVID-19 black swan crisis: Reaction and recovery of various financial markets
    Research in International Business and Finance, 2022, 59, (C) View citations (9)
    See also Working Paper (2022)
13. The Effects of Central Bank Digital Currencies News on Financial Markets
    Technological Forecasting and Social Change, 2022, 180, (C) View citations (18)
14. The cryptocurrency uncertainty index
    Finance Research Letters, 2022, 45, (C) View citations (28)
15. The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict
    Journal of Risk Finance, 2022, 23, (5), 669-676 View citations (2)
16. The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach
    Journal of Behavioral and Experimental Finance, 2022, 35, (C) View citations (5)
17. The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach
    Finance Research Letters, 2022, 50, (C) View citations (5)
18. The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing
    International Review of Economics & Finance, 2022, 77, (C), 276-295 View citations (15)
19. Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices
    Finance Research Letters, 2022, 47, (PB) View citations (11)

2021

20. Are Islamic gold-backed cryptocurrencies different?
    Finance Research Letters, 2021, 39, (C) View citations (10)
21. Bitcoin-energy markets interrelationships - New evidence
    Resources Policy, 2021, 70, (C) View citations (30)
22. Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic
    Finance Research Letters, 2021, 43, (C) View citations (27)
23. Determinants of industry herding in the US stock market
    Finance Research Letters, 2021, 43, (C) View citations (7)
24. Did COVID-19 change spillover patterns between Fintech and other asset classes?
    Research in International Business and Finance, 2021, 58, (C) View citations (27)
25. Higher moment connectedness in cryptocurrency market
    Journal of Behavioral and Experimental Finance, 2021, 32, (C) View citations (9)
26. Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic
    International Review of Economics & Finance, 2021, 71, (C), 584-591 View citations (14)
27. Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies
    Journal of International Financial Markets, Institutions and Money, 2021, 73, (C) View citations (6)
28. The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (20)
    See also Working Paper (2021)
29. “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic
    International Review of Financial Analysis, 2021, 78, (C) View citations (8)
    See also Working Paper (2021)

2020

30. COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
    International Review of Financial Analysis, 2020, 70, (C) View citations (409)
31. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
    Journal of Financial Stability, 2020, 46, (C) View citations (57)
32. Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms
    International Review of Financial Analysis, 2020, 72, (C) View citations (18)
33. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
    Applied Economics Letters, 2020, 27, (7), 518-524 View citations (13)
34. Spillovers, integration and causality in LME non-ferrous metal markets
    Journal of Commodity Markets, 2020, 17, (C) View citations (15)
35. The impact of blockchain related name changes on corporate performance
    Journal of Corporate Finance, 2020, 65, (C) View citations (28)
36. The impact of macroeconomic news on Bitcoin returns
    The European Journal of Finance, 2020, 26, (14), 1396-1416 View citations (31)
37. The relationship between implied volatility and cryptocurrency returns
    Finance Research Letters, 2020, 33, (C) View citations (32)

2019

38. Cryptocurrencies as a financial asset: A systematic analysis
    International Review of Financial Analysis, 2019, 62, (C), 182-199 View citations (307)
39. Financial stress dynamics in the MENA region: Evidence from the Arab Spring
    Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 20-34 View citations (21)
40. Price and volatility spillovers across the international steam coal market
    Energy Economics, 2019, 77, (C), 119-138 View citations (23)
41. The role of uncertainty measures on the returns of gold
    Economics Letters, 2019, 185, (C) View citations (37)

2018

42. Datestamping the Bitcoin and Ethereum bubbles
    Finance Research Letters, 2018, 26, (C), 81-88 View citations (266)
43. Exploring the dynamic relationships between cryptocurrencies and other financial assets
    Economics Letters, 2018, 165, (C), 28-34 View citations (473)
44. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (19)
45. Information transmission across stock indices and stock index futures: International evidence using wavelet framework
    Research in International Business and Finance, 2018, 44, (C), 411-421 View citations (8)

2017

46. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
    Pacific-Basin Finance Journal, 2017, 43, (C), 124-150 View citations (44)
47. Asymmetry in spillover effects: Evidence for international stock index futures markets
    International Review of Financial Analysis, 2017, 53, (C), 94-111 View citations (10)
48. Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
    International Review of Financial Analysis, 2017, 52, (C), 316-332 View citations (73)
49. The financial economics of white precious metals — A survey
    International Review of Financial Analysis, 2017, 52, (C), 292-308 View citations (45)

2016

50. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
    International Review of Financial Analysis, 2016, 43, (C), 96-114 View citations (107)
51. Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
    Finance Research Letters, 2016, 19, (C), 54-59 View citations (26)
52. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries
    International Review of Financial Analysis, 2016, 47, (C), 50-59 View citations (14)
53. Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
    Research in International Business and Finance, 2016, 37, (C), 605-619 View citations (22)
54. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
    Finance Research Letters, 2016, 17, (C), 158-166 View citations (89)