Access Statistics for Imran Yousaf

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Co-opted Boards and Corporate Cash Holdings 0 0 0 5 0 0 9 11
Effect of Family Control on Corporate Financing Decisions: A Case of Pakistan 0 0 1 85 0 3 6 262
Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 0 0 0 17 1 3 15 37
Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition 0 0 0 19 0 0 0 9
Total Working Papers 0 0 1 126 1 6 30 319


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of company fundamentals vs sentiment driven pricing: The case of GameStop 0 4 23 191 1 14 65 387
An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management 0 1 1 5 0 2 3 24
Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities 0 0 3 6 0 2 12 27
Asymmetric efficiency in petroleum markets before and during COVID-19 0 0 0 1 0 0 1 3
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets 1 1 5 21 1 2 11 71
Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector 0 1 2 9 2 5 11 55
Board competence and green innovation—Does external governance matter? 0 1 5 7 0 6 19 22
Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy 0 0 1 7 2 4 10 53
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19 0 0 0 1 0 0 4 12
Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach 0 0 3 9 1 5 30 41
Connectedness between Defi assets and equity markets during COVID-19: A sector analysis 0 0 3 5 0 4 9 18
Connectedness between travel & tourism tokens, tourism equity, and other assets 1 1 2 10 2 2 6 26
Connectedness of non-fungible tokens and conventional cryptocurrencies with metals 0 0 0 1 0 2 8 14
DOES PREMIUM EXIST IN THE STOCK MARKET FOR LABOR INCOME GROWTH RATE? A SIX-FACTOR-ASSET-PRICING MODEL: EVIDENCE FROM PAKISTAN 0 3 5 15 2 6 11 40
Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk? 0 0 0 0 2 6 14 16
Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic 0 1 1 8 0 2 3 49
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis 0 0 1 5 1 3 10 31
Dynamic spillovers and connectedness between crude oil and green bond markets 0 0 2 3 2 3 13 15
Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19 0 0 0 4 2 3 5 18
Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach 0 0 1 3 0 2 8 12
Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks 0 0 1 8 1 11 22 102
Economic sanctions sentiment and global stock markets 1 2 5 13 4 11 37 55
Effect of family control on corporate dividend policy of firms in Pakistan 0 1 1 4 0 1 5 48
Energy cryptocurrencies: Assessing connectedness with other asset classes 0 0 1 7 1 5 16 28
Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks 2 4 7 9 6 9 17 27
Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis 1 1 8 9 1 1 13 23
Extreme connectedness between renewable energy tokens and fossil fuel markets 0 1 2 14 0 2 8 38
Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach 0 0 0 1 0 1 6 9
FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies 0 1 3 5 0 2 9 15
From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets 0 0 4 4 0 1 8 13
Gold against Asian Stock Markets during the COVID-19 Outbreak 1 2 3 8 1 3 4 52
Green investments: A luxury good or a financial necessity? 0 0 3 25 0 1 20 114
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 0 0 2 12
Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market 0 0 0 15 0 1 4 116
Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets 0 1 1 2 1 8 14 29
Herding behaviour in the Islamic bank market: evidence from the Gulf region 0 0 1 5 0 1 9 21
Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market 1 1 2 2 2 3 5 14
How commercial banks adjust capital ratios: Empirical evidence from the USA?‎ 0 0 0 1 0 1 1 5
IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL 1 3 11 58 2 5 25 153
Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach 0 0 8 98 1 5 41 232
Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors 0 0 5 6 1 3 18 19
Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets 0 1 1 4 0 1 3 11
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak 0 2 2 3 0 3 3 6
Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling 0 0 0 1 0 0 2 7
Integration between real estate and stock markets: new evidence from Pakistan 0 1 1 29 0 3 5 115
Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach 0 0 0 2 0 2 2 13
Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks 1 2 5 13 2 3 15 33
Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic 0 0 4 11 0 1 6 35
Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash 0 0 0 19 0 0 2 56
Linkages between gold and Latin American equity markets: portfolio implications 0 0 0 3 0 0 0 4
Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19 0 1 1 2 0 3 7 12
MES vs ∆CoVaR: Empirical evidence from Pakistan 0 0 0 3 1 1 4 9
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict 0 0 3 3 1 1 7 14
Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic 0 0 1 6 1 1 5 11
Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index 0 0 5 22 0 2 24 77
Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach 0 1 1 1 0 5 17 18
Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT 1 1 4 19 1 2 7 36
Responses of US equity market sectors to the Silicon Valley Bank implosion 0 1 6 17 1 2 8 30
Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications 0 0 1 5 1 2 7 32
Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach 0 0 0 2 0 0 3 10
Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases 0 0 0 3 0 1 7 17
Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model 0 0 2 2 0 2 8 9
Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications 0 0 1 1 0 2 4 7
Risk transmission from the COVID-19 to metals and energy markets 1 1 1 5 1 1 6 24
Role of bank competition in determining liquidity creation: evidence from GCC countries 0 0 0 3 0 1 2 15
Spillover and risk transmission between the term structure of the US interest rates and Islamic equities 1 1 1 10 1 2 6 30
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses 1 4 9 9 1 4 15 15
Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak 0 0 2 3 2 7 11 12
Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases 0 0 1 1 1 1 3 3
Spillovers and portfolio risk management of gold and stock markets: evidence from emerging Latin American markets 0 0 0 2 0 0 2 8
Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management 0 0 0 0 0 2 5 7
Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis 0 0 1 26 1 2 11 86
Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication 1 3 7 18 2 7 18 54
Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR 0 0 2 3 0 0 9 19
Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition 0 1 1 3 1 5 8 11
THE ROLE OF FAMILY CONTROL IN DETERMINING THE CAPITAL STRUCTURE: EVIDENCE FROM NONFINANCIAL LISTED FIRMS 0 0 0 0 0 0 2 2
Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes 1 1 3 12 2 4 18 34
Tail connectedness between lending/borrowing tokens and commercial bank stocks 0 0 2 9 0 2 8 23
Tail-event driven NETwork dependence in emerging markets 0 1 2 4 0 1 4 12
The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach 0 2 4 15 1 5 14 52
The impact of the SVB collapse on global financial markets: Substantial but narrow 0 1 10 59 1 6 40 169
The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach 1 2 5 17 3 6 20 79
The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach 0 1 1 4 1 4 7 13
The relationship between yield curve components and equity sectorial indices: Evidence from China 0 2 5 16 1 5 12 44
Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict 0 0 2 5 0 2 8 12
What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence 1 1 8 22 2 2 27 58
Total Journal Articles 18 61 229 1,024 68 254 939 3,403
2 registered items for which data could not be found


Statistics updated 2025-10-06