Publications
Selected publications
Manahov, V. & Li, M. (2024). Stablecoins: New perspectives for travel and tourism. Annals of Tourism Research (4*), 107: 103789.
Manahov, V. & Li, M. (2024). The implications of virtual money on travel and tourism. Annals of Tourism Research (4*), 105: 103686.
Li,M.,Manahov,V.,Ashton,J. (2024). The impact of cryptocurrency heists on Bitcoin’s market efficiency. International Journal of Finance and Economics (3*). DOI: 10.1002/ijfe.3049.
Manahov,V.(2023). The Great Crypto Crash in September 2018. Why did the cryptocurrency market collapse? Annals of Operations Research (3*). DOI 10.1007/s10479-023-05575-0
Manahov,V.(2023). The rapid growth of cryptocurrencies: How profitable is trading in digital money? International Journal of Finance and Economics (3*). https://doi.org/10.1002/ijfe.2778
Yalaman,A., Manahov,V.(2021). Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009. The European Journal of Finance (3*), DOI: 10.1080/1351847X.2021.1957698
Manahov,V.(2021). Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money? Quantitative Finance (3*), 21(2): 341-360.
Manahov,V.,Urquhart,A.(2021). The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets. International Review of Financial Analysis (3*), 73: 101629.
Manahov,V.(2020). High‐frequency trading order cancellations and market quality: Is stricter regulation the answer? International Journal of Finance and Economics (3*), Accepted, available online: https://doi.org/10.1002/ijfe.2071
Ergün.H.O,Yalaman,A,Manahov.V.,Zhang,H.(2020). Stock market manipulation in an emerging market of Turkey: how do market participants select stocks for manipulation? Applied Economics Letters (1*). Accepted, available online: https://doi.org/10.1080/13504851.2020.1753874
Manahov, V., Zhang,H. (2019). Forecasting Financial Markets Using High-Frequency Trading Data: Examination with Strongly Typed Genetic Programming. International Journal of Electronic Commerce 23 (1), 12-32 (3* ABS).
Manahov, Hudson,R., Urquhart, A. (2018). High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems. International Journal of Finance and Economics 24 (2), 943-962 (3* ABS).
Manahov, V. (2016). Scalping strategies and market manipulation. Why does high-frequency trading need stricter regulation? The Financial Review (3* ABS), 51:363-402.
Won the best paper award by the Eastern Finance Association USA
Manahov,V. (2016). Can high-frequency strategies constantly beat the market? International Journal of Finance & Economics (3* ABS), 21(2): 167-191.
Manahov,V.(2016). A note on the relationship between high-frequency trading and latency arbitrage. International Review of Financial Analysis (3* ABS),47:281-296.
Manahov,V.(2016). The rise of the machines in commodities markets: New evidence obtained using Strongly Typed Genetic Programming. Annals of Operations Research (3* ABS), 1-32.
Hoque,H.,Kabir,S.H.,Abdelbari,E.L.,Manahov,V.(2016). Islamic and conventional equity market movements during and after the financial crisis: Evidence from newly launched MSCI indices. Financial Markets, Institutions and Instruments (3* ABS),25(4):217-252.
Manahov,V.,Hudson,R.,Hoque,H.(2015). Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis. Journal of International financial Markets, Institutions and Money (3* ABS),37: 85-98.
Manahov, V., Hudson, R.,Gebka,B. (2014). Does high frequency trading affect technical analysis and market efficiency? And if so, how? Journal of International Financial Markets, Institutions and Money (3* ABS), 28: 131-157.
Manahov,V.,Hudson,R.,Linsley,P.(2014). New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming. Journal of International Financial Markets, Institutions and Money (3* ABS), 33: 299-316.
Manahov,V.,Hudson,R.(2014). A note on the relationship between market efficiency and adaptability- New evidence from artificial stock markets. Expert Systems with Applications (3* ABS), 41: 7436-7454.
Manahov, V., Hudson, R. (2013). Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylized facts of financial returns. Physica A: Statistical Mechanics and its Applications (2* ABS), 392: 4352-4372.
Prasetyo,D.,Manahov,V.,Obiosa,N.(2014). Does capital market reaction to non-economic factors generate abnormal returns? Investment Management and Financial Innovations (2* ABS), 11(4): 66-76.
Zhang,H.,Manahov,V.,Hudson,R.,Metkalf,H.(2015). Do house prices overreact to relevant information? New evidence from UK housing market. Investment Management and Financial Innovations (2* ABS), 12(3): 26-39.
Prasetyo,D.,Manahov,V.,Obiosa,N. (2016). Investigating the determinants of dividend policy in emerging markets using a combination of explanatory variables. Investment Management and Financial Innovations (2* ABS), 2(2): 14-28.
Zhang,H.,Manahov,V.,Hudson,R.,Metkalf,H.(2015).Identification of house price bubbles using user cost in a state space model. Applied Economics (2* ABS), 47(56): 6088-6101.
Zhang,H.,Manahov,V.,Hudson,R.,Metcalf,H. (2016). Investigation of institutional changes in the UK housing market using structural break tests and time varying parameter models. Empirical Economics (2* ABS). 1-24.
Manahov, V., Hudson, R., Soufian, M. (2013). The implications of trader cognitive abilities on stock market properties. Intelligent Systems in Accounting, Finance and Management (1* ABS), 21(1): 1-18.
Manahov, V., Hudson, R. (2014). The implications of high frequency trading on market efficiency and price discovery. Applied Economics Letters (1* ABS), 21(16):1148-1151.
Manahov,V., Hudson, R. (2013). New evidence of technical trading profitability. Economics Bulletin, 33(4): 2493-2503.
