Richard McGee

Smurfit Business School

Blackrock, Co. Dublin

Ireland

  • Smurfit Business School

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 32,635

in Total Papers Downloads

2,128

SSRN CITATIONS
Rank 18,662

SSRN RANKINGS

Top 18,662

in Total Papers Citations

46

CROSSREF CITATIONS

10

Scholarly Papers (9)

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1.

Safe Haven or Risky Hazard? Bitcoin during the COVID-19 Bear Market

Number of pages: 14 Posted: 27 Mar 2020 Last Revised: 18 May 2020
Thomas Conlon and Richard McGee
University College Dublin and Smurfit Business School
Downloads 636 (58,580)
Citation 45

Abstract:

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Bitcoin; Safe Haven; Downside Risk; COVID-19

2.

Can Market Regimes Really be Timed with Historical Volatility?

Number of pages: 21 Posted: 23 Apr 2021 Last Revised: 25 Apr 2021
Richard McGee
Smurfit Business School
Downloads 567 (68,092)

Abstract:

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Volatility Timing

3.

Optimal Characteristic Portfolios

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-6
Number of pages: 56 Posted: 13 Jul 2020 Last Revised: 20 Jul 2020
Richard McGee and Jose Olmo
Smurfit Business School and Universidad de Zaragoza
Downloads 230 (183,645)

Abstract:

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anomalies, portfolio sorts, size effect, value effect, momentum

4.

The Size Premium As a Lottery

Number of pages: 38 Posted: 09 Nov 2018 Last Revised: 11 Jul 2019
Richard McGee and Jose Olmo
Smurfit Business School and Universidad de Zaragoza
Downloads 164 (248,327)
Citation 3

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size effect, lottery, asset pricing, industry momentum, monotonicity tests, risk factors, ranked sorted portfolios

5.

ICO Fraud and Regulation

Batten-Corbet-Lucey Handbooks in Alternative Investments, Forthcoming
Number of pages: 16 Posted: 18 Feb 2021 Last Revised: 07 Sep 2021
Thomas Conlon and Richard McGee
University College Dublin and Smurfit Business School
Downloads 153 (262,941)

Abstract:

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ICO, regulation, tokens, cryptocurrency

6.

Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic

Number of pages: 26 Posted: 19 May 2020 Last Revised: 18 Jun 2020
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and Smurfit Business School
Downloads 129 (300,435)
Citation 16

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Cryptocurrency, Bitcoin, Ethereum, Tether, Safe Haven, Downside Risk, COVID-19

7.

Enduring Relief or Fleeting Respite? Bitcoin as a Hedge and Safe Haven for the US Dollar

Number of pages: 33 Posted: 12 Jan 2021
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and Smurfit Business School
Downloads 106 (345,170)
Citation 1

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Bitcoin, Currency, Hedge, Safe Haven, Wavelet, Quantile Coherency

8.

Inflation and Cryptocurrencies Revisited: A Time-Scale Analysis

Economics Letters, Forthcoming
Number of pages: 10 Posted: 24 Jul 2021
Thomas Conlon, Richard McGee and Shaen Corbet
University College Dublin, Smurfit Business School and Dublin City University
Downloads 83 (402,360)

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Inflation Expectations, Bitcoin, Ethereum, Hedging, Wavelets, Cryptocurrencies.

9.

Betting on Bitcoin: Does Gambling Volume on the Blockchain Explain Bitcoin Price Changes?

Number of pages: 10 Posted: 05 Aug 2019 Last Revised: 21 May 2020
Thomas Conlon and Richard McGee
University College Dublin and Smurfit Business School
Downloads 60 (478,473)
Citation 2

Abstract:

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Blockchain, Bitcoin, Gambling, Lottery