User profiles for D. Y. Aharon

David Y. Aharon

Assistant Professor in Finance - Faculty of Business Administration, Ono Academic College
Verified email at ono.ac.il
Cited by 2309

[HTML][HTML] Infected markets: Novel coronavirus, government interventions, and stock return volatility around the globe

A Zaremba, R Kizys, DY Aharon, E Demir - Finance Research Letters, 2020 - Elsevier
Do government interventions aimed at curbing the spread of COVID-19 affect stock market
volatility? To answer this question, we explore the stringency of policy responses to the novel …

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

DY Aharon, E Demir - Finance Research Letters, 2022 - Elsevier
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs)
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the …

COVID-19, government policy responses, and stock market liquidity around the world: A note

A Zaremba, DY Aharon, E Demir, R Kizys… - Research in International …, 2021 - Elsevier
Unprecedented non-pharmaceutical interventions targeted to curb the spread of COVID-19
exerted a dramatic impact on the global economy and financial markets. This study is the first …

[HTML][HTML] Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

DY Aharon, Z Umar, XV Vo - Financial Innovation, 2021 - Springer
This study examines the connectedness between the US yield curve components (ie, level,
slope, and curvature), exchange rates, and the historical volatility of the exchange rates of …

[HTML][HTML] COVID-19, government measures and hospitality industry performance

DY Aharon, A Jacobi, E Cohen, J Tzur, M Qadan - PloS one, 2021 - journals.plos.org
This study explores the interplay between public measures adopted by the US government
to combat COVID-19 and the performance of the American hospitality industry. The recent …

The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets

A Zaremba, R Kizys, P Tzouvanas, DY Aharon… - Journal of International …, 2021 - Elsevier
What determines a country’s financial immunity to a global pandemic? To answer this question,
we investigate the behavior of 67 equity markets around the world during the COVID-19 …

Twitter-Based uncertainty and cryptocurrency returns

DY Aharon, E Demir, CKM Lau, A Zaremba - Research in International …, 2022 - Elsevier
We explore the relationship between two novel Twitter-based measures of economic and
market uncertainty and the performance of four major cryptocurrencies. Using a battery of …

COVID-19, government interventions and emerging capital markets performance

DY Aharon, S Siev - Research in International Business and Finance, 2021 - Elsevier
In this study, we explore the impact of government intervention to contain the spread of
COVID-19 in emerging countries on the performance of their leading stock indices. We retrieved …

Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets

A Zaremba, R Kizys, DY Aharon, Z Umar - Finance Research Letters, 2022 - Elsevier
We explore the impact of the COVID-19 pandemic on the term structure of interest rates. Using
data from developed and emerging countries, we demonstrate that the expansion of the …

Bitcoin and the day-of-the-week effect

DY Aharon, M Qadan - Finance Research Letters, 2019 - Elsevier
The day-of-the-week effect is a well-known phenomenon in financial markets, detected in
the price of equities, bonds, currencies and commodities. In this study, we extend the …