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The impact of blockchain related name changes on corporate performance
(Elsevier, 2020)
This paper examines the impact of blockchain and crypto-related name changes on corporate and financial performance of the corporations. We document several pieces of evidence suggesting that companies who partake in such ...
The financial market effects of international aviation disasters
(Elsevier, 2020)
The spread of misinformation with regards to aviation disasters continues to be a point of concern for aviation companies. Much of this information usually surrounds speculation based on the cause and responsibility ...
The relationship between implied volatility and cryptocurrency returns
(Elsevier, 2020)
We analyse the relationship between the price volatility of a broad range of cryptocurrencies and that of implied volatility of both United States and European financial markets as measured by the VIX and VSTOXX respectively. ...
Riding the wave of crypto-exuberance: the potential misusage of corporate blockchain announcements
(Elsevier, 2020)
Cryptocurrencies have been broadly scrutinised in recent times for a host of concerning regulatory and cybercriminality issues. Although steps have been taken to promote regulatory sufficiency in the near future, we examine ...
The influence of Bitcoin on portfolio diversification and design
(Elsevier, 2020)
We employ a VARMA DCC-GARCH model to search for portfolio diversification with Bitcoin in global industry portfolios and bond index. We find lower dynamic conditional correlations between Bitcoin and industry portfolios ...
The development of Bitcoin futures: exploring the interactions between cryptocurrency derivatives
(Elsevier, 2020)
We utilise a high-frequency analysis to investigate the period surrounding the establishment of
two new futures contracts based on the performance of Bitcoin. Our analysis shows that there
have been significant pricing ...
Regulatory changes and long-run relationships of the EMU sovereign debt markets: implications for future policy framework
(Elsevier, 2020)
We estimate the time-varying long-run correlations of European sovereign bond markets to identify specific effects that are attributed to changing European regulatory and political dynamics over the last twenty years. Our ...