← All authors Matthew Brigida SUNY Polytechnic Institute (from arXiv:2601.07664, 2026) · ORCID · OpenAlex
17 papers in scope · 17 published · 1 on the econ.EM arXiv · 224 citations · h-index 4 (over the papers listed here)
Papers (1 of 17)
published 2026 · Finance research letters
The surprising irrelevance of total-value-locked on cryptocurrency returns
published 2025 · Economics Letters · 1 citations
Time-variation in bank income and expense betas
published 2024 · Managerial Finance
with Kathleen Brigida
THE MARKET VALUE OF DECENTRALISATION
published 2023 · Applied Finance Letters
CREDIT DEFAULT SWAPS AND BANK SAFETY
published 2022 · Applied Finance Letters · 1 citations
Real-Time Detection of Volatility in Liquidity Provision
published 2020 · Applied Finance Letters
The Effect of Bank Regulatory Capital Levels on Loan Types
published 2020 · Banking and finance review
no link
High-frequency trading and the weekly natural gas storage report
published 2019 · Studies in Economics and Finance
with William R. Pratt
Parameter variation and the components of natural gas price volatility
published 2018 · The Journal of Energy Markets · 5 citations · first circulated 2015
Trade Intensity and Liquidity
published 2018 · Market Microstructure and Liquidity
with William R. Pratt
New results on the predictive value of crude oil for US stock returns
published 2018 · Studies in Economics and Finance · 4 citations
Fake news
published 2017 · The North American Journal of Economics and Finance · 27 citations
with William R. Pratt
The determinants of regime switching in the natural gas and crude oil cointegrating relationship
published 2016 · The Journal of Energy Markets
The Components of Natural Gas Price Volatility
published 2015 · The Dynamic Energy Landscape,33rd USAEE/IAEE North American Conference,Oct 25-28, 2015
no link
The switching relationship between natural gas and crude oil prices
published 2014 · Energy Economics · 146 citations · first circulated 2012
An information-based model of target stock price runup in the market for corporate control
published 2013 · Quantitative Finance · 3 citations
with Jeff Madura, Ariel M. Viale
Sources of target stock price run-up prior to acquisitions
published 2011 · Journal of Economics and Business · 37 citations
with Jeff Madura
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