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Have exchange traded funds influenced commodity market volatility?

Corbet, Shaen; Twomey, Cian - In: International journal of economics and financial issues … 4 (2014) 2, pp. 323-335

Persistent link: https://www.econbiz.de/10010520048

Quantifying the effects of the inclusion and segregation of contracts for difference in Australian equity markets

Corbet, Shaen; Twomey, Cian - In: International journal of economics and financial issues … 4 (2014) 2, pp. 411-426

Persistent link: https://www.econbiz.de/10010520465

We reddit in a forum : the influence of message boards on firm stability

Corbet, Shaen; Hou, Yang; Oxley, Les - In: Review of corporate finance 2 (2022) 1, pp. 151-190

Persistent link: https://www.econbiz.de/10013457446

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

Quantitative easing announcements and high-frequency stock market volatility : evidence from the United States

Corbet, Shaen; Dunne, John James; Larkin, Charles - In: Research in international business and finance 48 (2019), pp. 321-334

Persistent link: https://www.econbiz.de/10012135920

Bitcoin Futures : what use are they?

Corbet, Shaen; Lucey, Brian M.; Peat, Maurice; Vigne, Samuel - In: Economics letters 172 (2018), pp. 23-27

Persistent link: https://www.econbiz.de/10012021934

Long-term stock market volatility and the influence of terrorist attacks in Europe

Corbet, Shaen; Gurdgiev, Constantin; Meegan, Andrew - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 118-131

Persistent link: https://www.econbiz.de/10012034519

Analyst recommendations and volatility in a rising, falling, and crisis equity market

Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194

Persistent link: https://www.econbiz.de/10011553187

The influence of central bank monetary policy announcements on cryptocurrency return volatility

Corbet, Shaen; McHugh, Grace; Meegan, Andrew - In: Investment management and financial innovations 14 (2017) 4, pp. 60-72

Persistent link: https://www.econbiz.de/10011876256

Stock market reaction to irregular supermarket chain behaviour : an investigation in the retail sectors of Ireland and the United Kingdom

Corbet, Shaen; McMullan, Caroline - In: Journal of retailing and consumer services 43 (2018), pp. 20-29

Persistent link: https://www.econbiz.de/10011883131