Details about Imran Yousaf

Access statistics for papers by Imran Yousaf.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pyo185

Working Papers

2024

1. Co-opted Boards and Corporate Cash Holdings
   CAFE Working Papers, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University

2023

2. Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (1)
   See also Journal Article Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition, Financial Innovation, Springer (2023) (2023)

2022

3. Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500
   Working Papers, University of Pretoria, Department of Economics

2016

4. Effect of Family Control on Corporate Financing Decisions: A Case of Pakistan
   PIDE-Working Papers, Pakistan Institute of Development Economics View citations (3)

Journal Articles

2024

1. Board competence and green innovation—Does external governance matter?
   Business Strategy and the Environment, 2024, 33, (4), 3078-3102
2. Dynamic spillovers and connectedness between crude oil and green bond markets
   Resources Policy, 2024, 89, (C) View citations (8)
3. Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach
   International Review of Financial Analysis, 2024, 94, (C) View citations (2)
4. Economic sanctions sentiment and global stock markets
   Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (3)
5. Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks
   Finance Research Letters, 2024, 59, (C) View citations (4)
6. Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis
   Energy Economics, 2024, 133, (C) View citations (2)
7. FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies
   Resources Policy, 2024, 89, (C) View citations (5)
8. From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
   Finance Research Letters, 2024, 60, (C) View citations (5)
9. Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors
   Finance Research Letters, 2024, 62, (PB) View citations (4)
10. Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach
    Research in International Business and Finance, 2024, 69, (C) View citations (5)
11. Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model
    Financial Innovation, 2024, 10, (1), 1-22
12. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak
    International Review of Economics & Finance, 2024, 92, (C), 1126-1151 View citations (7)
13. Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases
    Research in International Business and Finance, 2024, 69, (C) View citations (3)
14. Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes
    Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (3)
15. Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict
    Pacific-Basin Finance Journal, 2024, 85, (C) View citations (1)

2023

16. Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities
    International Review of Financial Analysis, 2023, 89, (C) View citations (13)
17. Asymmetric efficiency in petroleum markets before and during COVID-19
    Resources Policy, 2023, 86, (PA) View citations (17)
18. Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
    Economic Modelling, 2023, 118, (C) View citations (31)
19. Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach
    Energy Economics, 2023, 127, (PA) View citations (16)
20. Connectedness between Defi assets and equity markets during COVID-19: A sector analysis
    Technological Forecasting and Social Change, 2023, 187, (C) View citations (19)
21. Connectedness between travel & tourism tokens, tourism equity, and other assets
    Finance Research Letters, 2023, 53, (C) View citations (16)
22. Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
    The North American Journal of Economics and Finance, 2023, 68, (C) View citations (14)
23. Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?
    Journal of International Financial Markets, Institutions and Money, 2023, 89, (C) View citations (1)
24. Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19
    Resources Policy, 2023, 83, (C) View citations (18)
25. Energy cryptocurrencies: Assessing connectedness with other asset classes
    Finance Research Letters, 2023, 52, (C) View citations (14)
26. Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach
    Journal of Behavioral and Experimental Finance, 2023, 39, (C) View citations (10)
27. Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
    The North American Journal of Economics and Finance, 2023, 64, (C) View citations (5)
28. Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling
    Finance Research Letters, 2023, 57, (C) View citations (10)
29. Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach
    International Review of Economics & Finance, 2023, 86, (C), 271-283 View citations (14)
30. Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks
    Finance Research Letters, 2023, 54, (C) View citations (9)
31. Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19
    Research in International Business and Finance, 2023, 64, (C) View citations (3)
32. Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
    Pacific-Basin Finance Journal, 2023, 82, (C) View citations (6)
33. Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT
    Finance Research Letters, 2023, 54, (C) View citations (19)
34. Responses of US equity market sectors to the Silicon Valley Bank implosion
    Finance Research Letters, 2023, 55, (PB) View citations (28)
35. Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases
    Economic Analysis and Policy, 2023, 77, (C), 617-634 View citations (10)
36. Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
    International Journal of Emerging Markets, 2023, 19, (10), 2661-2690
37. Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management
    Pacific-Basin Finance Journal, 2023, 79, (C) View citations (5)
38. Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR
    Resources Policy, 2023, 80, (C) View citations (12)
39. Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition
    Financial Innovation, 2023, 9, (1), 1-31
    See also Working Paper Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition, Textos para discussão (2023) View citations (1) (2023)
40. Tail-event driven NETwork dependence in emerging markets
    Emerging Markets Review, 2023, 55, (C) View citations (10)
41. The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach
    Journal of International Financial Markets, Institutions and Money, 2023, 82, (C) View citations (34)
42. The impact of the SVB collapse on global financial markets: Substantial but narrow
    Finance Research Letters, 2023, 55, (PB) View citations (17)
43. What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence
    Finance Research Letters, 2023, 53, (C) View citations (20)

2022

44. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
    Journal of International Financial Markets, Institutions and Money, 2022, 76, (C) View citations (64)
45. DOES PREMIUM EXIST IN THE STOCK MARKET FOR LABOR INCOME GROWTH RATE? A SIX-FACTOR-ASSET-PRICING MODEL: EVIDENCE FROM PAKISTAN
    Annals of Financial Economics (AFE), 2022, 17, (03), 1-24
46. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis
    Pacific-Basin Finance Journal, 2022, 73, (C) View citations (6)
47. Extreme connectedness between renewable energy tokens and fossil fuel markets
    Energy Economics, 2022, 114, (C) View citations (45)
48. Green investments: A luxury good or a financial necessity?
    Energy Economics, 2022, 105, (C) View citations (57)
49. Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets
    Finance Research Letters, 2022, 50, (C) View citations (31)
50. Herding behaviour in the Islamic bank market: evidence from the Gulf region
    Review of Behavioral Finance, 2022, 15, (5), 617-633 View citations (1)
51. IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL
    Annals of Financial Economics (AFE), 2022, 17, (01), 1-25 View citations (44)
52. Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach
    Resources Policy, 2022, 79, (C) View citations (88)
53. Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets
    Review of Behavioral Finance, 2022, 15, (4), 477-487 View citations (10)
54. Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
    Economic Research-Ekonomska Istraživanja, 2022, 35, (1), 1913-1934 View citations (10)
55. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
    International Review of Financial Analysis, 2022, 81, (C) View citations (50)
56. Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic
    International Journal of Emerging Markets, 2022, 18, (10), 4408-4435 View citations (7)
57. Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index
    International Review of Financial Analysis, 2022, 83, (C) View citations (22)
58. Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach
    Asia-Pacific Journal of Operational Research (APJOR), 2022, 39, (04), 1-25 View citations (6)
59. Role of bank competition in determining liquidity creation: evidence from GCC countries
    Journal of Applied Economics, 2022, 25, (1), 242-259 View citations (9)
60. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
    Pacific-Basin Finance Journal, 2022, 72, (C) View citations (15)
61. Spillovers and portfolio risk management of gold and stock markets: evidence from emerging Latin American markets
    Macroeconomics and Finance in Emerging Market Economies, 2022, 15, (2), 160-176
62. 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 (26)
63. Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication
    Global Finance Journal, 2022, 53, (C) View citations (93)
64. THE ROLE OF FAMILY CONTROL IN DETERMINING THE CAPITAL STRUCTURE: EVIDENCE FROM NONFINANCIAL LISTED FIRMS
    Ekonomski pregled, 2022, 73, (3), 459-481
65. Tail connectedness between lending/borrowing tokens and commercial bank stocks
    International Review of Financial Analysis, 2022, 84, (C) View citations (27)
66. 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 (60)
67. 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 (12)

2021

68. A tale of company fundamentals vs sentiment driven pricing: The case of GameStop
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (47)
69. Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector
    JRFM, 2021, 14, (4), 1-13 View citations (4)
70. Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy
    Research in International Business and Finance, 2021, 58, (C) View citations (18)
71. Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks
    JRFM, 2021, 14, (6), 1-16 View citations (1)
72. Gold against Asian Stock Markets during the COVID-19 Outbreak
    JRFM, 2021, 14, (4), 1-23 View citations (19)
73. Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market
    SAGE Open, 2021, 11, (3), 21582440211029911 View citations (6)
74. Linkages between gold and Latin American equity markets: portfolio implications
    Journal of Economics, Finance and Administrative Science, 2021, 26, (52), 237-251 View citations (1)
75. MES vs ∆CoVaR: Empirical evidence from Pakistan
    Cogent Business & Management, 2021, 8, (1), 1938927
76. Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications
    SAGE Open, 2021, 11, (2), 21582440211013800 View citations (1)
77. Risk transmission from the COVID-19 to metals and energy markets
    Resources Policy, 2021, 73, (C) View citations (30)
78. The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries
    International Journal of Islamic and Middle Eastern Finance and Management, 2021, 15, (4), 717-738 View citations (1)
79. The relationship between yield curve components and equity sectorial indices: Evidence from China
    Pacific-Basin Finance Journal, 2021, 68, (C) View citations (20)

2020

80. An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management
    JRFM, 2020, 13, (10), 1-28 View citations (5)
81. Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic
    Financial Innovation, 2020, 6, (1), 1-18 View citations (67)
82. How commercial banks adjust capital ratios: Empirical evidence from the USA?‎
    Cogent Business & Management, 2020, 7, (1), 1859848 View citations (7)
83. Integration between real estate and stock markets: new evidence from Pakistan
    International Journal of Housing Markets and Analysis, 2020, 13, (5), 887-900 View citations (7)
84. Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications
    JRFM, 2020, 13, (7), 1-19 View citations (8)

2019

85. Effect of family control on corporate dividend policy of firms in Pakistan
    Financial Innovation, 2019, 5, (1), 1-13 View citations (9)
86. Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash
    Finance Research Letters, 2019, 31, (C) View citations (35)

2018

87. Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market
    Financial Innovation, 2018, 4, (1), 1-14 View citations (27)