Research

 

Published papers:

Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M. (2017). Asymmetry in spillover effects: Evidence for international stock index futures markets. International Review of Financial Analysis, Volume 53, October 2017, Pages 94-111.  https://doi.org/10.1016/j.irfa.2017.07.007

Aloui, C., Hammoudeh, S., Hkiri, B, Yarovaya, L. (2017). Are Islamic Indexes a Safe Haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes. Pacific-Basin Finance Journal, Volume 43, June 2017, Pages 124-15.  https://doi.org/10.1016/j.pacfin.2017.03.001

Lucey, B.M., O’Connor, F.A., Vigne, S.A., Yarovaya, L. (2017). The Financial Economics of White Precious Metals – A Survey. International Review of Financial Analysis, Volume 52, July 2017, Pages 292-308. https://doi.org/10.1016/j.irfa.2017.04.006

Lau, C.K.M., Vigne, S., Wang, S., Yarovaya, L. (2017). Return spillovers between White Metals ETFs: The Role of Oil, Gold, and Global Equity. International Review of Financial Analysis, Volume 52, July 2017, Pages 316-332. https://doi.org/10.1016/j.irfa.2017.04.001

Aloui, C., Yarovaya, L., Lau, C.K.M, Hkiri, B. (2017) Information transmission across stock indices and stock index futures: international evidence using wavelet framework. Research in International Business and Finance (In press, corrected proof, Available online 12 July 2017); https://doi.org/10.1016/j.ribaf.2017.07.112

Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M. (2016). Intra- and Interregional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures. International Review of Financial Analysis, 43, 96-114. https://doi.org/10.1016/j.irfa.2015.09.004

Apergis, N., Lau, C.K.M., Yarovaya, L.A. (2016). Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. International Review of Financial Analysis, 47, 50-59. https://doi.org/10.1016/j.irfa.2016.06.010

Yarovaya, L. & Lau, C.K.M.  (2016). Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. Research in International Business and Finance, 37, 605–619. https://doi.org/10.1016/j.ribaf.2016.01.023

Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M. (2016). Volatility Spillovers across Stock Index Futures in Asian Markets: Evidence from Range Volatility Estimators. Finance Research Letters, 17, 158-166. https://doi.org/10.1016/j.frl.2016.03.005

Aloui, C., Hkiri, B., Lau, C.K.M. & Yarovaya, L. (2016). Investors’ sentiment and US Islamic and conventional indexes nexus: a time-frequency analysis. Finance Research Letters. http://dx.doi.org/10.1016/j.frl.2016.06.002

 

Research Papers (under review):

Batten, J., Brzeszczynski, J., Ciner, C., Lau, C.K.M., Lucey, B., Yarovaya L. (2016). Evidence on Price and Volatility Spillovers across International Steam Coal Markets.  Energy Economics. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2943359

Cornwell, A., Yarovaya, L.A., Thomson, M. (2017). Advancing the Puzzle: Toward a Unified Model of MNE Decision-Making in Conflict-Settings. Journal of International Business Studies. (Revised and Resubmitted);

Apergis, N., Lau, C.K.M., Yarovaya (2017). Evidence on Price and Volatility Spillovers across Australian Electricity Markets. Energy Economics. (Currently under review).

Harrathi, N., Aloui, C., Yarovaya, L.A., Lau, C.K.M. (2017). The Euro-American-British financial CDS markets: who are the stress transmitters and receivers of volatility spillovers? Economic Modelling. (Currently under review).

Aloui, C., Hkiri, B., Qahtani, A., Yarovaya, L. (2017) Co-movements and spillover effects between GCC sharia compliant markets: a wavelet-based approach. Pacific-Basin Finance Journal. (Revised/Resubmitted)

Cornwell, A., Yarovaya, L., Thomson, M. (2016). The Role of Leapfrogging: Cross-Level Interactions and Multinational Enterprise Decision-Making in Conflict-Settings. British Journal of Management. (Revised/Resubmitted).

Yarovaya, L., Lucey, B., Brzeszczynski, J. &  Lau, C.K.M. (2016)  International return and volatility transmission: a review of academic literature.

Yarovaya, L., Brzeszczynski, J., Vigne, S. &  Lau, C.K.M. (2017).International Transmission of Index Futures Returns:  Does United States Play a Leading Role Also in the Futures Market

 

Proceedings:

Yarovaya, L. (2014). Can macroeconomic indicators predict stock market returns? Evidence from BRICS.  Topical areas of fundamental and applied research IV. Vol. 2: Proceedings of the Conference. North Charleston, USA, 04-05.08

Yarovaya, L.A., Ragulina, U.V., Veneduhina, M.A. & Daurova, A.M. (2012). Public-private partnership in the oil and gas sector of the Russian Federation. Pipeline transport: theory and practice, 3(31), 52-54. [Language: Russian]

Yarovaya, L.A. & Samilin, A.I. (2011). The financing of innovations in corporations. Russian modernization: social, financial, economic and legal aspects. Paper presented at II International Scientific Student Congress, 12-20 April, Moscow, Russia. Conference Proceedings, Vol. 2, p.32-34, Moscow: Finuniversitet. [Language: Russian]

Yarovaya, L.A. & Belgarokova, N.M. (2011). Social adaptation of disabled athletes. Russian modernization: social, financial, economic and legal aspects. Paper presented at II International Scientific Student Congress, 12-20 April, Moscow, Russia. Conference Proceedings, Vol. 2, p. 139-141, Moscow: Finuniversitet. [Language: Russian]

Yarovaya, L.A. & Belyaeva, I. U. (2011). Application of PR-technologies in election campaign of political parties. The system of state and municipal government: Problems and Prospects. Paper presented at VI Russian National Conference of Applied Research, Moscow, Russia. Conference Proceedings, Vol. 1, Moscow: Finuniversitet. [Language: Russian].

 

 

 

 

 

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