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All Outputs (2)

What drives Bitcoin's price crash risk? (2019)
Journal Article
Kalyvas, A., Papakyriakou, P., Sakkas, A., & Urquhart, A. (2020). What drives Bitcoin's price crash risk?. Economics Letters, 191, https://doi.org/10.1016/j.econlet.2019.108777

We examine the association of the Bitcoin price crash risk with economic uncertainty and behavioral factors. We show that economic uncertainty displays a negative and significant association with Bitcoin price crash risk, indicating that when economi... Read More about What drives Bitcoin's price crash risk?.

The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment (2019)
Journal Article
Papakyriakou, P., Sakkas, A., & Taoushianis, Z. (2019). The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment. Journal of International Financial Markets, Institutions and Money, 61, 143-160. https://doi.org/10.1016/j.intfin.2019.03.001

We consider terrorism acts in G7 countries over the period 1998–2017 and examine their impact on a sample of stock market indices from 66 countries. Using an event-study methodology we find that stock markets decline significantly on the event day an... Read More about The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment.