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Economics and Finance

D-Index
56
Citations
12857
World Ranking
1011
National Ranking
109

Overview

Larisa Yarovaya is affiliated with the University of Southampton in the United Kingdom and has contributed extensively to research in the fields of Economics, Econometrics, and Finance, as well as Computer Science. Their work spans a range of topics, with significant focus on market dynamics, blockchain technology, financial markets, and environmental and economic issues.

The main fields of study covered by Larisa Yarovaya include:

  • Economics, Econometrics and Finance
  • Computer Science

Their subfields of study further refine this focus into:

  • Economics and Econometrics
  • Information Systems
  • Finance
  • Accounting
  • Management Information Systems

Key research topics in their work involve:

  • Market Dynamics and Volatility
  • Blockchain Technology Applications and Security
  • Financial Markets and Investment Strategies
  • Energy, Environment, Economic Growth
  • COVID-19 Pandemic Impacts
  • Complex Systems and Time Series Analysis
  • FinTech, Crowdfunding, Digital Finance

Among recent scholarly publications authored or co-authored by Yarovaya are:

  • COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020, International Review of Financial Analysis)
  • Does green financing help to improve environmental & social responsibility? Designing SDG framework through advanced quantile modelling (2021, Journal of Environmental Management)
  • The reaction of G20+ stock markets to the Russia-Ukraine conflict "black-swan" event: Evidence from event study approach (2022, Journal of Behavioral and Experimental Finance)
  • Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication (2022, Global Finance Journal)
  • The cryptocurrency uncertainty index (2021, Finance research letters)

Frequent publication venues for Yarovaya's research include:

  • SSRN Electronic Journal
  • Finance research letters
  • International Review of Financial Analysis
  • Journal of International Financial Markets Institutions and Money
  • Research in International Business and Finance

Collaborations form a significant aspect of Yarovaya's scholarly activity. Notable frequent co-authors include:

  • Brian M. Lucey
  • Muhammad Abubakr Naeem
  • Sitara Karim
  • Imran Yousaf
  • Roman Matkovskyy

Best Publications

  • COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach

    Arshian Sharif;Chaker Aloui;Larisa Yarovaya

  • Exploring the dynamic relationships between cryptocurrencies and other financial assets

    Shaen Corbet;Andrew Meegan;Charles Larkin;Brian Lucey

  • Cryptocurrencies as a financial asset: A systematic analysis

    Shaen Corbet;Brian M. Lucey;Andrew Urquhart;Larisa Yarovaya

  • Datestamping the Bitcoin and Ethereum bubbles

    Shaen Corbet;Brian Lucey;Larisa Yarovaya

  • Does green financing help to improve environmental & social responsibility? Designing SDG framework through advanced quantile modelling.

    Avik Sinha;Shekhar Mishra;Arshian Sharif;Larisa Yarovaya

  • Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures

    Larisa Yarovaya;Janusz Brzeszczyński;Chi Keung Marco Lau

  • The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach

    Unknown

  • Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication

    Unknown

  • The cryptocurrency uncertainty index

    Brian M. Lucey;Samuel A. Vigne;Larisa Yarovaya;Yizhi Wang

  • Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position

    Shaen Corbet;Charles James Larkin;Charles James Larkin;Brian M Lucey;Brian M Lucey;Brian M Lucey;Andrew Meegan

  • The Reaction of G20+ Stock Markets to the Russia-Ukraine Conflict ‘Black-Swan’ Event: Evidence From Event Study Approach

    Unknown

  • The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

    Larisa Yarovaya;Roman Matkovskyy;Akanksha Jalan

  • Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic

    Larisa Yarovaya;Nawazish Mirza;Jamila Abaidi;Amir Hasnaoui

  • Bitcoin-energy markets interrelationships - New evidence

    Shaen Corbet;Shaen Corbet;Brian Lucey;Larisa Yarovaya

  • An index of cryptocurrency environmental attention (ICEA)

    Unknown

  • Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic

    Unknown

  • Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic

    Larisa Yarovaya;Ahmed H. Elsayed;Shawkat Hammoudeh

  • The Effects of Central Bank Digital Currencies News on Financial Markets

    Unknown

  • Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.

    Unknown

  • The impact of macroeconomic news on Bitcoin returns

    Shaen Corbet;Charles Larkin;Brian M. Lucey;Andrew Meegan

  • The relationship between implied volatility and cryptocurrency returns

    Erdinc Akyildirim;Erdinc Akyildirim;Erdinc Akyildirim;Shaen Corbet;Brian Lucey;Brian Lucey;Brian Lucey;Ahmet Sensoy

  • 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

    Besma Hkiri;Shawkat Hammoudeh;Chaker Aloui;Larisa Yarovaya

  • Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

    Larisa Yarovaya;Janusz Brzeszczynski;John W. Goodell;Brian M. Lucey;Brian M. Lucey;Brian M. Lucey

  • Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity

    Marco Chi Keung Lau;Samuel A. Vigne;Shixuan Wang;Larisa Yarovaya

  • The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets

    Larisa Yarovaya;Roman Matkovskyy;Akanksha Jalan

  • The Resilience of Islamic Equity Funds during COVID-19: Evidence from Risk Adjusted Performance, Investment Styles and Volatility Timing

    Larisa Yarovaya;Nawazish Mirza;Syed Kumail Abbas Rizvi;Syed Kumail Abbas Rizvi;Irum Saba

  • An Index of Cryptocurrency Environmental Attention (ICEA)

    Yizhi Wang;Brian M. Lucey;Brian M. Lucey;Brian M. Lucey;Samuel Vigne;Larisa Yarovaya

Frequent Co-Authors

Brian M. Lucey
Brian M. Lucey Trinity College Dublin
Shaen Corbet
Shaen Corbet Dublin City University
Nawazish Mirza
Nawazish Mirza Excelia Business School
Chi Keung Marco Lau
Chi Keung Marco Lau Teesside University
Chaker Aloui
Chaker Aloui Prince Sultan University
Arshian Sharif
Arshian Sharif Sunway University
Bushra Naqvi
Bushra Naqvi Lahore University of Management Sciences
Ahmet Sensoy
Ahmet Sensoy Bilkent University
John W. Goodell
John W. Goodell University of Akron
Syed Kumail Abbas Rizvi
Syed Kumail Abbas Rizvi Lahore University of Management Sciences

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