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Government Interventions and Sovereign Bond Market Volatility during COVID-19 : A Quantile Analysis

Albulescu, Claudiu; Grecu, Eugenia; Zaremba, Adam; … - 2021

We test the interaction between COVID-19 governments' interventions, COVID-19- induced uncertainty, and the volatility … that containment and closure policies tend to amplify volatility. Furthermore, the price variability is augmented by the …

Persistent link: https://www.econbiz.de/10013233700

Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices

Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - 2021

volatility connectedness among the GameStop stock, the U.S. stock market, and the novel market-wide and sectoral short … of return and volatility spillovers from other companies shorted in the market. This result agrees with a view that short …

Persistent link: https://www.econbiz.de/10013239066

Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Demir, … - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012439082

Volatility in International Sovereign Bond Markets : the role of government policy responses to the COVID-19 pandemic

Zaremba, Adam; Kizys, Renatas; Aharon, David Y. - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633401

The impact of government interventions on cross-listed securities : evidence from the COVID-19 pandemic

Aharon, David Y.; Baig, Ahmed S.; DeLisle, R. Jared - In: Finance research letters 46 (2022) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013341327

Sentiment, confidence and uncertainty : the case of tourism and leisure stocks

Aharon, David Y. - In: The Cornell hospitality quarterly 63 (2022) 3, pp. 385-398

Persistent link: https://www.econbiz.de/10013387205

The impact of Robinhood traders on the volatility of cross-listed securities

Aharon, David Y.; Baig, Ahmed S.; DeLisle, R. Jared - In: Research in international business and finance 60 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013412504

Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks

Aharon, David Y.; Butt, Hassan Anjum; Jaffri, Ali; … - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460602

Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices

Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - In: Research in international business and finance 64 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014266177

Greenhouse gas emissions and the stability of equity markets

Aharon, David Y.; Baig, Ahmed S.; Jacoby, Gady; Wu, Zhenyu - In: Journal of international financial markets, … 92 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014535711