Published Papers

12. Guo, W., Jahanshahloo, H., Spokeviciute, L., & Wang, Q. “The Dual Impact of On-chain and Off-chain Factors on Bitcoin Market Efficiency”, The British Accounting Review, 2025

11. Spokeviciute, L., Jahanshahloo, H., Keasey, K., & Vallascas, F. “Three decades of failed bank acquisitions”, Journal of Banking and Finance, 2025

10. Scharnowski, S. & Jahanshahloo, H. “The economics of liquid staking derivatives: Basis determinants and price discovery”, Journal of Futures Markets. 2025.

9. Guo, W. Intini, S. Jahanshahloo, H. “Bitcoin Arbitrage and Exchange Default Risk”, Finance Research Letters. 2025.

8. Menkveld A., et al., “Non-Standard Errors”, Journal of Finance. 2024.

7. Manuel, C.J., Jahanshahloo, H. & Carlos, P.A. “Análisis de fuentes de datos para seguir la evolución de Bitcoin”, Central Bank of Spain. 2024.

6. Jahanshahloo, H. Irresberger, F. & Urquhart, A. “Bitcoin Under the Microscope”, The British Accounting Review, 2023.  

5. Liu, A. Jahanshahloo, H. Chen, J. Eshraghi, A.” Trading patterns in the bitcoin market”, European Journal of Finance. 2023. 

4. Jahanshahloo, H. Corbet, S. & Oxley, L. “Seeking Sigma Time-of-the-Day Effects on the Bitcoin Network”, Finance Research Letters, 2022. 

3. Jahanshahloo, H., & Spokeviciute, L. “Time Weighted Price Contribution”, Finance Research Letters, 2021. 

2. Jahanshahloo, H., & Cai, C. “Monitoring the Foreign Exchange Rate Benchmark Fix”, European Journal of Finance, 2019. 

1. Jahanshahloo, H., & Spokeviciute, L. “A Modification to the WPC Model”, Economics Letters, 2018.