Dr Larisa Yarovaya

Lecturer and Course Leader for BSc (Hons) Finance and Business Analytics

Faculty:Lord Ashcroft International Business School

Department:Accounting, Finance and Operations Management

Location: Chelmsford

Areas of Expertise: Business, management and leadership , Accounting and Finance , International Business

Dr Larisa Yarovaya is principally interested in the research fields of International Finance, Financial Integration, International Portfolio Diversification, Information Transmission and International Business.

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Website: larisayarovaya.wordpress.com

Twitter: /larisayarovaya

Research Gate: Larisa Yarovaya

Background

Larisa is researcher in finance and economics and recently joined the Lord Ashcroft International Business School as a Lecturer in Accounting and Finance. Larisa regularly acts as a reviewer for refereed academic journals and finance conferences. She published her research in peer-reviewed academic journals, and is currently working on several collaborative research projects.

Research interests

  • Return and volatility transmission
  • Contagion and financial crises
  • Economic determinants of volatility spillovers
  • Media sentiments
  • White metals
  • Gold and oil volatility
  • Commodities
  • Middle East economies
  • Islamic finance
  • Emerging financial markets

Areas of research supervision

Larisa has three PhD students in the field of International Finance enrolled in January and September 2017. She is looking forward to working with students in many areas including, economic and financial integration, volatility transmission, commodities and contagion.

Qualifications

  • PhD in Accounting and Finance, Northumbria University, UK
  • MS in Management, University under the Government of the Russia Federation, Moscow
  • BA (Hons) Finance and Investment Management, Northumbria University, UK

Memberships, editorial boards

  • Member of the Royal Economic Society
  • Member of the British Accounting and Finance Association (BAFA)

Selected recent publications

Published papers:

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, pp. 96-114.
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, pp. 50-59.
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.
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.
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):

Cornwell, A., Yarovaya, L.A., Thompson, M. (2016). Advancing the Puzzle: Toward a Unified Model of MNE Decision-Making in Conflict-Settings. Journal of International Business Studies. (Revise and Resubmit/currently under review);
Apergis, N., Lau, C.K.M., Yarovaya (2016). 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. (2016). The Euro-American-British financial CDS markets: who are the stress transmitters and receivers of volatility spillovers? Economic Modelling. (Currently under review).
Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M. (2016). Asymmetry in spillover effects: Evidence for international stock index futures markets. International Review of Financial Analysis (under review in Infiniti 2016 Special Issue).
Lau, C.K.M., Vigne, S., Wang, S., Yarovaya (2016). Return spillovers between White Metals ETFs: The Role of Oil, Gold, and Global Equity. International Review of Financial Analysis (Under Review in White Metals Special Issue).

Working papers:

Yarovaya, L., Lucey, B., Brzeszczynski, J., Lau, C.K.M. (2016). International return and volatility transmission: a review of academic literature.
Aloui, C., Lau, C.K.M.,Yarovaya, L. (2016). Information transmission across stock indices and stock index futures: international evidence using wavelet framework.
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.
Bohl, M, Brzeszczynski, J., Wilfling, B., Yarovaya (2016). Institutional investors and stock returns volatility: Empirical evidence from a Chinese public pension funds.
Yarovaya, L., Lucey, B. (2016) Economic determinants of financial markets spillovers.

Recent presentations and conferences

The Best Paper Award. Harrathi, N., Aloui, C., Yarovaya, L.A., Lau, C.K.M. The Euro-American-British financial CDS markets: who are the stress transmitters and receivers of volatility spillovers? Economic Modelling presented at the Infiniti Conference on International Finance Asia-Pacific, 7-8 December 2016, Ho Chi Minh City, Vietnam. 
The Best Paper Award. Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M., “Intra- and Inter-regional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures” presented at the British Accounting and Finance Association (BAFA) NAG conference, 3-4 September 2015, Hull, UK.
Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M. “Asymmetry in spillover effects: Evidence for international stock index futures markets”  presented at the 14th INFINITI Conference on International Finance, 3-14 June 2016, Dublin, Ireland.
Yarovaya, L., Brzeszczynski, J. & Lau, C.K.M. “International transmission mechanism: implications for forecasting”  presented at the 14th INFINITI Conference on International Finance, 3-14 June 2016, Dublin, Ireland.
Paper “Global stock price linkages around world financial crisis: UK evidence” presented on the 12th INFINITI Conference on International Finance, 9-10 June 2014, Prato, Italy.
Paper “Intra- and Interregional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures” presented at Newcastle Business School Research Conference, 29-30 June, 2015, Newcastle upon Tyne, UK.
Poster presentation “Intra- and Interregional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures” at the second Young Finance Scholar Conference, 25 June 2015, Sussex University, UK
Poster presentation “Application of ANN for assessing IPD in emerging markets” on the Young Finance Scholar Conference’, 8-9 May 2014, Sussex, UK.
Poster presentation “An empirical framework to assess IPD benefits in emerging markets” Newcastle Business School Research conference ,23-24 June 2014, Newcastle upon Tyne, UK.