Richard McGee

Smurfit Business School

Blackrock, Co. Dublin

Ireland

  • Smurfit Business School

SCHOLARLY PAPERS

8

DOWNLOADS
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1,146

SSRN CITATIONS
Rank 19,244

SSRN RANKINGS

Top 19,244

in Total Papers Citations

45

CROSSREF CITATIONS

9

Scholarly Papers (8)

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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 516 (66,199)
Citation 37

Abstract:

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Bitcoin; Safe Haven; Downside Risk; COVID-19

2.

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 154 (231,658)
Citation 3

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

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 149 (237,983)

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

4.

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 105 (308,728)
Citation 15

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

5.

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 70 (394,766)
Citation 1

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

6.

ICO Fraud and Regulation

Batten-Corbet-Lucey Handbooks in Alternative Investments, Forthcoming
Number of pages: 16 Posted: 18 Feb 2021
Richard McGee and Thomas Conlon
Smurfit Business School and University College Dublin
Downloads 64 (413,811)

Abstract:

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ICO, regulation, tokens, cryptocurrency

7.

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 45 (485,129)

Abstract:

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Volatility Timing

8.

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 43 (493,890)
Citation 3

Abstract:

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Blockchain, Bitcoin, Gambling, Lottery