Larisa Yarovaya

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Affiliations

• University of Southampton / Southampton Business School
  • EDIRC entry
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Research profile

author of:

• “I just like the stock”: The role of Reddit sentiment in the GameStop share rally (RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37)
  by Suwan (Cheng) Long & Brian Lucey & Ying Xie & Larisa Yarovaya
• Trade credit and corporate digital transformation: The role of managerial ability (RePEc:bla:finrev:v:59:y:2024:i:3:p:779-806)
  by Liukai Wang & Caiting Wang & Larisa Yarovaya & Heshu Huang
• Higher moment connectedness in cryptocurrency market (RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064)
  by Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa
• The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000570)
  by Yousaf, Imran & Patel, Ritesh & Yarovaya, Larisa
• The impact of blockchain related name changes on corporate performance (RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030)
  by Akyildirim, Erdinc & Corbet, Shaen & Sensoy, Ahmet & Yarovaya, Larisa
• Exploring the dynamic relationships between cryptocurrencies and other financial assets (RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34)
  by Corbet, Shaen & Meegan, Andrew & Larkin, Charles & Lucey, Brian & Yarovaya, Larisa
• The role of uncertainty measures on the returns of gold (RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398)
  by Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin & Yarovaya, Larisa
• Tail-event driven NETwork dependence in emerging markets (RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887)
  by Naeem, Muhammad Abubakr & Yousaf, Imran & Karim, Sitara & Yarovaya, Larisa & Ali, Shoaib
• Corporate digital transformation and idiosyncratic risk: Based on corporate governance perspective (RePEc:eee:ememar:v:56:y:2023:i:c:s156601412300050x)
  by Huang, Heshu & Wang, Caiting & Wang, Liukai & Yarovaya, Larisa
• COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs (RePEc:eee:eneeco:v:122:y:2023:i:c:s0140988323001755)
  by Naeem, Muhammad Abubakr & Karim, Sitara & Yarovaya, Larisa & Lucey, Brian M.
• Price and volatility spillovers across the international steam coal market (RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138)
  by Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa
• Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (RePEc:eee:finana:v:43:y:2016:i:c:p:96-114)
  by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
• Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries (RePEc:eee:finana:v:47:y:2016:i:c:p:50-59)
  by Apergis, Nicholas & Lau, Marco Chi Keung & Yarovaya, Larisa
• The financial economics of white precious metals — A survey (RePEc:eee:finana:v:52:y:2017:i:c:p:292-308)
  by Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa
• Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity (RePEc:eee:finana:v:52:y:2017:i:c:p:316-332)
  by Lau, Marco Chi Keung & Vigne, Samuel A. & Wang, Shixuan & Yarovaya, Larisa
• Asymmetry in spillover effects: Evidence for international stock index futures markets (RePEc:eee:finana:v:53:y:2017:i:c:p:94-111)
  by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
• Future directions in international financial integration research - A crowdsourced perspective (RePEc:eee:finana:v:55:y:2018:i:c:p:35-49)
  by Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana
• Cryptocurrencies as a financial asset: A systematic analysis (RePEc:eee:finana:v:62:y:2019:i:c:p:182-199)
  by Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa
• COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x)
  by Sharif, Arshian & Aloui, Chaker & Yarovaya, Larisa
• Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms (RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302027)
  by Nasir, Muhammad Ali & Huynh, Toan Luu Duc & Yarovaya, Larisa
• “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002787)
  by Jalan, Akanksha & Matkovskyy, Roman & Yarovaya, Larisa
• A bibliometric review of financial market integration literature (RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151)
  by Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa
• Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855)
  by Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad
• Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach (RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106)
  by Karim, Muhammad Mahmudul & Ali, Md Hakim & Yarovaya, Larisa & Uddin, Md Hamid & Hammoudeh, Shawkat
• Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators (RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166)
  by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
• Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis (RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59)
  by Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa
• Datestamping the Bitcoin and Ethereum bubbles (RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88)
  by Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa
• The relationship between implied volatility and cryptocurrency returns (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381)
  by Akyildirim, Erdinc & Corbet, Shaen & Lucey, Brian & Sensoy, Ahmet & Yarovaya, Larisa
• Are Islamic gold-backed cryptocurrencies different? (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302907)
  by Aloui, Chaker & Hamida, Hela ben & Yarovaya, Larisa
• Determinants of industry herding in the US stock market (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000349)
  by Ukpong, Idibekeabasi & Tan, Handy & Yarovaya, Larisa
• Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic (RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100060x)
  by Yarovaya, Larisa & Elsayed, Ahmed H. & Hammoudeh, Shawkat
• The cryptocurrency uncertainty index (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002282)
  by Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa & Wang, Yizhi
• Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002300)
  by Banna, Hasanul & Mia, Md Aslam & Nourani, Mohammad & Yarovaya, Larisa
• Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices (RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000551)
  by Elsayed, Ahmed H. & Gozgor, Giray & Yarovaya, Larisa
• Determinants of cryptocurrency returns: A LASSO quantile regression approach (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002380)
  by Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa
• The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003889)
  by Yousaf, Imran & Yarovaya, Larisa
• Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004822)
  by Yousaf, Imran & Yarovaya, Larisa
• Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642)
  by Gozgor, Giray & Khalfaoui, Rabeh & Yarovaya, Larisa
• Unravelling systemic risk commonality across cryptocurrency groups (RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006639)
  by Rahman, Molla Ramizur & Naeem, Muhammad Abubakr & Yarovaya, Larisa & Mohapatra, Sabyasachi
• Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576)
  by Corbet, Shaen & Larkin, Charles & Lucey, Brian & Meegan, Andrew & Yarovaya, Larisa
• Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication (RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000217)
  by Yousaf, Imran & Yarovaya, Larisa
• Financial stress dynamics in the MENA region: Evidence from the Arab Spring (RePEc:eee:intfin:v:62:y:2019:i:c:p:20-34)
  by Elsayed, Ahmed H. & Yarovaya, Larisa
• Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies (RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000810)
  by Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang
• The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408)
  by Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha
• High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis (RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000610)
  by Katsiampa, Paraskevi & Yarovaya, Larisa & Zięba, Damian
• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725)
  by Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco
• The role of interpersonal trust in cryptocurrency adoption (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871)
  by Jalan, Akanksha & Matkovskyy, Roman & Urquhart, Andrew & Yarovaya, Larisa
• Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk? (RePEc:eee:intfin:v:89:y:2023:i:c:s104244312300149x)
  by Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa
• Spillovers, integration and causality in LME non-ferrous metal markets (RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x)
  by Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa
• Bitcoin-energy markets interrelationships - New evidence (RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309478)
  by Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa
• 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 (RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150)
  by Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa
• Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis (RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002122)
  by Yousaf, Imran & Yarovaya, Larisa
• Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic (RePEc:eee:reveco:v:71:y:2021:i:c:p:584-591)
  by Yarovaya, Larisa & Mirza, Nawazish & Abaidi, Jamila & Hasnaoui, Amir
• The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing (RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295)
  by Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa
• Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets (RePEc:eee:riibaf:v:37:y:2016:i:c:p:605-619)
  by Yarovaya, Larisa & Lau, Marco Chi Keung
• Information transmission across stock indices and stock index futures: International evidence using wavelet framework (RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421)
  by Aloui, Chaker & Hkiri, Besma & Lau, Marco Chi Keung & Yarovaya, Larisa
• Did COVID-19 change spillover patterns between Fintech and other asset classes? (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000623)
  by Le, Lan-TN & Yarovaya, Larisa & Nasir, Muhammad Ali
• The COVID-19 black swan crisis: Reaction and recovery of various financial markets (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001422)
  by Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha
• Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification (RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002130)
  by Yarovaya, Larisa & Zięba, Damian
• The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis (RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x)
  by Aloui, Donia & Zouaoui, Riadh & Rachdi, Houssem & Guesmi, Khaled & Yarovaya, Larisa
• The Effects of Central Bank Digital Currencies News on Financial Markets (RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002414)
  by Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa
• What abates environmental efficiency in African economies? Exploring the influence of infrastructure, industrialization, and innovation (RePEc:eee:tefoso:v:186:y:2023:i:pb:s004016252200693x)
  by Naeem, Muhammad Abubakr & Appiah, Michael & Karim, Sitara & Yarovaya, Larisa
• Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil (RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000162)
  by Colombo, Jéfferson Augusto & Yarovaya, Larisa
• An index of cryptocurrency environmental attention (ICEA) (RePEc:eme:cfripp:cfri-09-2021-0191)
  by Yizhi Wang & Brian Lucey & Samuel Alexandre Vigne & Larisa Yarovaya
• Google Trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis (RePEc:eme:ijoemp:ijoem-10-2021-1522)
  by Syed Ali Raza & Larisa Yarovaya & Khaled Guesmi & Nida Shah
• The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict (RePEc:eme:jrfpps:jrf-07-2022-0174)
  by Larisa Yarovaya & Nawazish Mirza
• Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil (RePEc:fgv:eesptd:568)
  by Colombo, Jéfferson Augusto & Yarovaya, Larisa
• The COVID-19 black swan crisis: Reaction and recovery of various financial markets (RePEc:hal:journl:hal-03417247)
  by Larisa Yarovaya & Roman Matkovskyy & Akanksha Jalan
• “Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic (RePEc:hal:journl:hal-03512893)
  by Akanksha Jalan & Roman Matkovskyy & Larisa Yarovaya
• The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (RePEc:hal:journl:hal-03512931)
  by Larisa Yarovaya & Roman Matkovskyy & Akanksha Jalan
• The role of interpersonal trust in cryptocurrency adoption (RePEc:hal:journl:hal-03946536)
  by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart & Larisa Yarovaya
• Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses (RePEc:hal:journl:hal-04144035)
  by Rabeh KHALFAOUI & Giray Gozgor & Larisa Yarovaya
• Does Green Financing help to improve the Environmental & Social Responsibility? Designing SDG framework through Advanced Quantile modelling (RePEc:pra:mprapa:108150)
  by Sinha, Avik & Mishra, Shekhar & Sharif, Arshian & Yarovaya, Larisa
• The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis (RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y)
  by Muhammad Anas & Syed Jawad Hussain Shahzad & Larisa Yarovaya
• KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble? (RePEc:taf:apeclt:v:27:y:2020:i:7:p:518-524)
  by Shaen Corbet & Charles Larkin & Brian Lucey & Larisa Yarovaya
• The impact of macroeconomic news on Bitcoin returns (RePEc:taf:eurjfi:v:26:y:2020:i:14:p:1396-1416)
  by Shaen Corbet & Charles Larkin & Brian M. Lucey & Andrew Meegan & Larisa Yarovaya