Richard McGee

University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students

Blackrock

Ireland

Smurfit Business School

Blackrock, Co. Dublin

Ireland

  • University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students

  • Smurfit Business School

SCHOLARLY PAPERS

10

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2,809

SSRN CITATIONS
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Top 12,052

in Total Papers Citations

103

CROSSREF CITATIONS

8

Scholarly Papers (10)

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1.

Can Market Regimes Really be Timed with Historical Volatility?

Number of pages: 21 Posted: 23 Apr 2021 Last Revised: 25 Apr 2021
Richard McGee
University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 934 (40,357)

Abstract:

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Volatility Timing

2.

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 University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 694 (60,324)
Citation 75

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Bitcoin; Safe Haven; Downside Risk; COVID-19

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
University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students and Universidad de Zaragoza
Downloads 297 (164,179)

Abstract:

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

4.

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 University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 185 (259,021)

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ICO, regulation, tokens, cryptocurrency

5.

The Size Premium As a Lottery

Number of pages: 38 Posted: 09 Nov 2018 Last Revised: 11 Jul 2019
Richard McGee and Jose Olmo
University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students and Universidad de Zaragoza
Downloads 180 (265,355)
Citation 3

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

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 University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 153 (304,656)
Citation 38

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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 University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 126 (354,615)

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

8.

Inflation and Cryptocurrencies Revisited: A Time-Scale Analysis

Economics Letters
Number of pages: 10 Posted: 24 Jul 2021 Last Revised: 05 Dec 2022
Thomas Conlon, Richard McGee and Shaen Corbet
University College Dublin, University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students and Dublin City University
Downloads 116 (379,007)
Citation 7

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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 University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students
Downloads 89 (450,875)
Citation 3

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Blockchain, Bitcoin, Gambling, Lottery

10.

Does Anything Beat a GARCH(1,1)? Evidence from Crypto Markets

Number of pages: 14 Posted: 22 Mar 2023
Rhenan Gomes dos Santos Queiroz, Richard McGee and Sergio David
University of Sao Paulo, University College Dublin (UCD), College of Business and Law, UCD School of Business, Michael Smurfit Graduate School of Business, Students and University of Sao Paulo
Downloads 35 (697,738)

Abstract:

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Cryptocurrencies, Volatility, GARCH modeling