Richard McGee

Smurfit Business School

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 32,635

SSRN RANKINGS

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)

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

Abstract:

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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

Abstract:

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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

Abstract:

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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)

Abstract:

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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