Brian M. Lucey

Trinity Business School, Trinity College Dublin

Professor

The Sutherland Centre, Level 6, Arts Building

Dublin 2

Ireland

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, Jiangxi 330013

China

Abu Dhabi University - College of Business Administration

PO Box 59911

Abu Dhabi, Abu Dhabi 59911

United Arab Emirates

Ho Chi Minh City University of Economics and Finance

59C Nguyen Dình Chieu

6th Ward, District 3

Ho Chi Minh City, Ho Chi Minh 70000

Vietnam

SCHOLARLY PAPERS

226

DOWNLOADS
Rank 216

SSRN RANKINGS

Top 216

in Total Papers Downloads

102,602

SSRN CITATIONS
Rank 936

SSRN RANKINGS

Top 936

in Total Papers Citations

1,453

CROSSREF CITATIONS

214

Scholarly Papers (226)

1.

Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

Number of pages: 29 Posted: 19 Dec 2006 Last Revised: 01 Sep 2015
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 6,416 (2,258)
Citation 190

Abstract:

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safe haven, hedge, hedging, gold, portfolio, stock market, bond market, stock-bond relationship

2.

"I Just Like the Stock": The Role of Reddit Sentiment in the GameStop Share Rally

Number of pages: 25 Posted: 30 Apr 2021 Last Revised: 22 Sep 2022
Judge Business School, University of Cambridge, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Cranfield University
Downloads 4,808 (3,729)
Citation 33

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Gamestop, Reddit, Robinhood, media sentiments, meme stocks, herding, textual analysis, sentiment analysis

3.

ChatGPT for (Finance) Research: The Bananarama Conjecture

Number of pages: 35 Posted: 12 Jan 2023
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 2,847 (8,789)

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ChatGPT, artificial intelligence, finance research, ethics

4.

The Role of Feelings in Investor Decision-Making

Number of pages: 37 Posted: 23 Jan 2003
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 2,470 (11,024)
Citation 7

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emotions, decision-making, investment, misattribution, image

5.

Hedges and Safe Havens: An Examination of Stocks, Bonds, Gold, Oil and Exchange Rates

Number of pages: 28 Posted: 19 Sep 2010 Last Revised: 27 Jan 2013
Cetin Ciner, Constantin Gurdgiev and Brian M. Lucey
University of North Carolina at Wilmington, Monfort College of Business, University of Northern Colorado and Trinity Business School, Trinity College Dublin
Downloads 2,429 (11,332)
Citation 56

Abstract:

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DCC Garch, Gold

6.

Capital Structure and the Financing of Smes: Empirical Evidence From an Irish Survey

Number of pages: 29 Posted: 02 Jun 2006 Last Revised: 14 Jul 2009
Brian M. Lucey and Ciaran Mac an Bhaird
Trinity Business School, Trinity College Dublin and Dublin City University
Downloads 2,361 (11,883)
Citation 20

Abstract:

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Capital Structure, SME, Ireland

7.

The 7 Deadly Sins of Investors

Institute for International Integration Studies (IIIS) Paper
Number of pages: 6 Posted: 18 Oct 2006
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 2,264 (12,709)

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investing

8.

Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

Number of pages: 63 Posted: 17 May 2020 Last Revised: 15 Feb 2022
University of Southampton - Southampton Business School, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Akron - Department of Finance, College of Business Administration, Trinity Business School, Trinity College Dublin and University of Huddersfield
Downloads 2,034 (15,014)
Citation 67

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Contagion, COVID-19, Return and Volatility Transmission, Spillovers Effect, Coronavirus, Black Swan

9.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
Dublin City University, Trinity Business School, Trinity College Dublin, University of Reading - ICMA Centre and University of Southampton - Southampton Business School
Downloads 1,949 (16,050)
Citation 72

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Cryptocurrencies, Pricing Bubbles, Regulation, Cyber Criminality, Systematic Literature Review

10.

The Financial Economics of Gold – A Survey

FIRN Research Paper No. 2628018
Number of pages: 60 Posted: 09 Jul 2015
University College Cork, Trinity Business School, Trinity College Dublin, RMIT University and University of Western Australia - Business School
Downloads 1,854 (17,434)
Citation 4

Abstract:

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Gold, survey, review

11.

The Irish Economy: Three Strikes and You’re Out?

Number of pages: 23 Posted: 06 Mar 2011 Last Revised: 28 Aug 2012
Monfort College of Business, University of Northern Colorado, Trinity Business School, Trinity College Dublin, Dublin City University and affiliation not provided to SSRN
Downloads 1,726 (19,470)
Citation 5

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debt, banking, bond yields, fiscal, Ireland, IMF, bailout

12.

Determinants of the Capital Structure of SMEs: A Seemingly Unrelated Regression Approach

Number of pages: 21 Posted: 04 Oct 2007 Last Revised: 14 Jul 2009
Ciaran Mac an Bhaird and Brian M. Lucey
Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 1,671 (20,464)
Citation 2

Abstract:

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Capital structure, SME, Zellner's SUR Model

International Portfolio Formation, Skewness and the Role of Gold

Number of pages: 25 Posted: 04 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 1,275 (30,204)
Citation 2

Abstract:

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Portfolio Allocation, Skewness, Gold

International Portfolio Formation, Skewness and the Role of Gold

IIIS Discussion Paper No. 30
Number of pages: 23 Posted: 05 Jul 2005
Brian M. Lucey, Edel Tully and Valerio Potì
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and University College Dublin
Downloads 391 (141,713)
Citation 19

Abstract:

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Portfolio allocation, skewness, gold

14.

Ten Tips from an Editor on Undertaking Academic Peer Review for Journals

Number of pages: 4 Posted: 28 Sep 2013
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 1,489 (24,400)
Citation 1

Abstract:

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Peer review , professionalism, academic life, journals

15.

The Financial Market Effects of Cryptocurrency Energy Usage

Number of pages: 13 Posted: 30 Jun 2019
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,455 (25,239)
Citation 2

Abstract:

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Cryptocurrency, mining, electricity, energy

16.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 1,422 (26,145)
Citation 8

Abstract:

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Cryptocurrencies; Macroeconomic News; Return volatility

17.

Datestamping the Bitcoin and Ethereum Bubbles

Number of pages: 17 Posted: 05 Dec 2017
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,415 (26,331)
Citation 38

Abstract:

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Digital Assets, Bitcoin, Ethereum, Bubbles

18.

Volatility in the Gold Futures Market

Number of pages: 14 Posted: 25 Jun 2007
Jonathan A. Batten and Brian M. Lucey
RMIT University and Trinity Business School, Trinity College Dublin
Downloads 1,389 (27,053)
Citation 4

Abstract:

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Gold, volatility, intraday, GARCH

19.

An Apgarch Investigation of the Main Influences on the Gold Price

Number of pages: 26 Posted: 29 Aug 2005
Edel Tully and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 1,347 (28,280)
Citation 3

Abstract:

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Gold, APGARCH

20.

What Precious Metals Act as Safe Havens, and When? Some US Evidence

Applied Economics Letters, Forthcoming
Number of pages: 17 Posted: 04 Oct 2013 Last Revised: 08 Feb 2017
Brian M. Lucey and Sile Li
Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin
Downloads 1,212 (33,036)
Citation 4

Abstract:

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Safe Haven, gold, silver, platinum, palladium

21.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Dublin City University, Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,185 (34,114)
Citation 150

Abstract:

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cryptocurrencies, bitcoin, litecoin, time varying, GARCH, spillovers

22.

The Contagion Effects of the COVID-19 Pandemic: Evidence from Gold and Cryptocurrencies

Number of pages: 12 Posted: 30 Mar 2020
Shaen Corbet, Charles James Larkin and Brian M. Lucey
Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 1,131 (36,403)
Citation 101

Abstract:

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COVID-19; Coronavirus; Contagion; Stock Market; Sentiment

23.

The Macroeconomic Determinants of Volatility in Precious Metals Markets

Number of pages: 23 Posted: 20 Jun 2008
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 1,034 (41,447)
Citation 22

Abstract:

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Commodities, Gold, Macroeconomic factors, Silver, Volatility, conditional

24.

Reassessing the Role of Precious Metals as Safe Havens - What Colour is Your Haven and Why?

Number of pages: 88 Posted: 27 Jan 2017 Last Revised: 09 Feb 2017
Sile Li and Brian M. Lucey
Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin
Downloads 1,013 (42,708)
Citation 4

Abstract:

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precious metals, gold, silver, platinum, palladium, market stress, zero-inflated Poisson, extreme bound analysis

25.

Does Technical Analysis Beat the Market? – Evidence from High Frequency Trading in Gold and Silver

Number of pages: 23 Posted: 29 Aug 2015
University of Reading - ICMA Centre, RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and The University of Sydney
Downloads 1,011 (42,833)

Abstract:

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Gold, Silver, Technical analysis, Trading, High frequency

26.

Towards a Research Agenda on the Financial Economics of NFT’s

Number of pages: 14 Posted: 08 Apr 2022 Last Revised: 15 Sep 2022
University of Twente, Trinity Business School, Trinity College Dublin, Luiss Guido Carli University - Luiss Business School and Judge Business School, University of Cambridge
Downloads 1,009 (42,952)

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Non-Fungible Token; Cryptocurrencies; Herding; Cultural Economics

27.

Structure in Gold and Silver Spread Fluctuations

HKUST Business School Research Paper No. 07-28
Number of pages: 13 Posted: 19 Sep 2007
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 960 (46,002)

Abstract:

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Long term dependence, volatility, gold silver spread, futures

28.

Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?

Economic Modelling, Forthcoming
Number of pages: 60 Posted: 08 Jun 2020 Last Revised: 09 Jul 2021
Australian Catholic University, Ecole de Management de Normandie, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 922 (48,663)
Citation 50

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COVID–19; gold; safe haven; hedge ratio; hedging effectiveness; The CARES Act; spillover index

29.

The Financial Growth Life Cycle: An Empirical Examination of Irish SMEs

Number of pages: 16 Posted: 05 Jun 2007 Last Revised: 14 Jul 2009
Ciaran Mac an Bhaird and Brian M. Lucey
Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 897 (50,521)
Citation 4

Abstract:

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Life cycle growth model, SME financing

30.

Psychological Barriers in Gold Prices?

Institute for International Integration Studies Discussion Paper No. 53
Number of pages: 19 Posted: 21 Feb 2005
Raj Aggarwal, Raj Aggarwal and Brian M. Lucey
Kent State University Foundation and Trinity Business School, Trinity College Dublin
Downloads 853 (54,172)
Citation 9

Abstract:

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gold, psychological barrier, behavioural finance

31.

Cryptocurrency Reaction to FOMC Announcements: Evidence of Heterogeneity Based on Blockchain Stack Position

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 799 (59,148)
Citation 39

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Cryptocurrencies; Digital Assets; Bitcoin; Litecoin; GARCH; Volatility Spillovers; Volatility Feedback; Monetary Policy

32.

Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies

Number of pages: 21 Posted: 14 Jan 2008
Brian M. Lucey, Ali Nejadmalayeri and Manohar Singh
Trinity Business School, Trinity College Dublin, University of Wyoming - College of Business and Willamette University - Atkinson Graduate School of Management
Downloads 787 (60,412)
Citation 5

Abstract:

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Macroeconomic Announcements, forecasts, surprises, USA, Europe

33.

Flights and Contagion - an Empirical Analysis of Stock-Bond Correlations

IIIS Discussion Paper No. 122
Number of pages: 27 Posted: 02 Mar 2006 Last Revised: 14 Jul 2009
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 761 (63,176)
Citation 20

Abstract:

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flight-to-quality, flight-from-quality, cross-asset contagion, cross-country contagion, multivariate GARCH, panel regression

34.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 749 (64,545)
Citation 2

Abstract:

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

35.

What Do Academics (Think) They Know About Gold?

The Alchemist, May 2011
Number of pages: 5 Posted: 12 Aug 2011
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 735 (66,154)

Abstract:

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Gold

36.

Gold and Silver Manipulation: What Can Be Empirically Verified?

Number of pages: 25 Posted: 25 Jan 2016
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 704 (69,848)

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Manipulation, Gold, silver, price suppression

37.

The Evolving Relationship between Gold and Silver 1978-2003: Evidence from Dynamic Cointegration Analysis

Number of pages: 15 Posted: 20 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 695 (71,005)
Citation 2

Abstract:

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Gold, Cointegration

38.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 682 (72,786)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

39.

Seasonality, Risk and Return in Daily Comex Gold and Silver Data 1982-2002

IIIS Discussion Paper No. 57
Number of pages: 39 Posted: 01 Jun 2005
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 671 (74,292)
Citation 2

Abstract:

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Gold, Silver, GARCH, Seasonality, Day-of-the-week

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

Number of pages: 33 Posted: 07 Jan 2003
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School
Downloads 663 (74,464)
Citation 12

Abstract:

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weather effect, market efficiency, mood, anomaly

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

International Review of Financial Analysis, Vol. 14-03, 2005
Posted: 13 Nov 2004
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School

Abstract:

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Weather effect, market efficiency, mood, anomaly

41.

Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic

Number of pages: 15 Posted: 27 Mar 2020 Last Revised: 09 Apr 2020
Shaen Corbet, Greg Hou, Yang Hu, Brian M. Lucey and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 648 (77,695)
Citation 13

Abstract:

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COVID-19, Coronavirus, Contagion, Stock Market, Sentiment

42.

Kodakcoin: A Blockchain Revolution or Exploiting a Potential Cryptocurrency Bubble?

Number of pages: 12 Posted: 14 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 609 (83,876)
Citation 13

Abstract:

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

43.

Gold’s Currency Characteristics and its Negative Relationship with the US Dollar

Alchemist, Issue 66, Page 16
Number of pages: 2 Posted: 27 Apr 2012 Last Revised: 27 Jan 2013
Fergal A. O'Connor and Brian M. Lucey
University College Cork and Trinity Business School, Trinity College Dublin
Downloads 600 (85,497)

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Gold, US Dollar, Exchange Rates, Trade Weighted Exchange Rates

44.

Fuel Hedging, Operational Hedging and Risk Exposure – Evidence from the Global Airline Industry

Number of pages: 30 Posted: 13 Aug 2013
Britta Berghöfer and Brian M. Lucey
Trinity College (Dublin) - Faculty of Arts, Humanities and Social Sciences and Trinity Business School, Trinity College Dublin
Downloads 597 (86,042)
Citation 6

Abstract:

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airline, hedging, operational hedging, financial hedging

45.

Are Weather Induced Moods Priced in Global Equity Markets?

Journal of Multinational Financial Management, Vol. 18, No. 2, 2008
Number of pages: 33 Posted: 23 Sep 2005 Last Revised: 30 Nov 2013
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 593 (86,787)
Citation 3

Abstract:

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Weather, GARCH, Behavioural Finance

46.

Lunar Seasonality in Precious Metal Returns?

Number of pages: 8 Posted: 19 Sep 2008
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 581 (89,031)
Citation 7

Abstract:

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lunar cycle, behavioral, gold, silver, asset pricing

47.

Do Soccer Referees Display Home Bias?

Number of pages: 20 Posted: 14 Jul 2009
Brian M. Lucey and David Power
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 579 (89,418)
Citation 4

Abstract:

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Soccer, Agency Theory

48.

On the Economic Determinants of the Gold-Inflation Relation

Number of pages: 22 Posted: 06 Sep 2013 Last Revised: 20 Mar 2014
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 562 (92,846)
Citation 11

Abstract:

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Gold, Inflation, monetary policy

49.

Why Do Investors Not Sell Underwater Buy-to-Let Property? Irish Evidence

Number of pages: 13 Posted: 09 Oct 2013
Karl Deeter, Marie Hunt and Brian M. Lucey
Irish Mortgage Brokers, Fellowship of the Society of Chartered Surveyors (FSCSI) and Trinity Business School, Trinity College Dublin
Downloads 553 (94,747)

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investment mortgages, underwater properties, overconfidence, anchoring, buy-to-let, prospect theory, Ireland

50.

What do the Irish Know about Economics?

Number of pages: 30 Posted: 11 Aug 2013
Michael Daly and Brian M. Lucey
Trinity College (Dublin) - Faculty of Arts, Humanities and Social Sciences and Trinity Business School, Trinity College Dublin
Downloads 551 (95,183)

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economic literacy, economic indicators, surveys, Ireland, economics

51.

The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 19 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
The University of Edinburgh, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 537 (98,318)
Citation 2

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Initial Public Offering; Europe; Withdrawal; Probit

52.

Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis

IIIS Working Paper No. 92
Number of pages: 37 Posted: 19 Oct 2005
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 535 (98,792)
Citation 1

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Middle eastern stock markets, random-walk hypothesis, variance ratio test

53.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Shaen Corbet, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 509 (104,986)
Citation 29

Abstract:

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Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

54.

What is the Real Price of Gold and How Would We Know?

The Alchemist, September 2011
Number of pages: 3 Posted: 02 Sep 2011
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 506 (105,738)

Abstract:

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gold, bubbles

55.

Capital Market Integration in the Middle East and North Africa and its Implications for International Portfolio Allocation

Number of pages: 29 Posted: 21 Oct 2005
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 501 (107,048)
Citation 2

Abstract:

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Stock Market Integration, Portfolio Diversification, MENA markets, Time-varying methods

56.

Halloween or January? Yet Another Puzzle

IIIS Discussion Paper Series
Number of pages: 23 Posted: 07 Mar 2006
Brian M. Lucey and Xinlei Shelly Zhao
Trinity Business School, Trinity College Dublin and Government of the United States of America - Office of the Comptroller of the Currency (OCC) - Risk Analysis Division
Downloads 497 (108,126)
Citation 4

Abstract:

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January Effect, Halloween Effect, USA, Market Efficiency, Seasonality

57.

Distributional Aspects of Irish Financial Accounting Ratios

Number of pages: 20 Posted: 02 Apr 2003
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 487 (110,703)
Citation 1

Abstract:

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Ireland, Ratio Analysis, Distribution, Normality, Interpretation

58.

The Economic Impact of Higher Education Institutions in Ireland: Evidence from Disaggregated Input Output Tables.

Number of pages: 33 Posted: 15 Oct 2014 Last Revised: 17 Oct 2014
Qiantao Zhang, Charles James Larkin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 485 (111,298)
Citation 1

Abstract:

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input output table, Ireland, universities, institutes of education, multipliers, economic impact analysis

59.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 482 (112,131)
Citation 6

Abstract:

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Silver, Platinum, Palladium, Review, Survey

60.

Who Sets the Price of Gold? London or New York?

Journal of Futures Markets (Forthcoming)
Number of pages: 38 Posted: 16 May 2015 Last Revised: 03 Feb 2016
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Trinity Business School, Trinity College Dublin
Downloads 460 (118,472)
Citation 9

Abstract:

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Price Discovery, Gold, Gold Futures, Market Microstructure

61.

The Validity of Islamic Art as an Investment

Number of pages: 26 Posted: 26 Feb 2020
William McQuillian and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 457 (119,430)

Abstract:

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art, hedonic regression, islamic finance

62.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 450 (121,642)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

63.

Are Gold Bugs Coherent?

Number of pages: 13 Posted: 23 Jan 2016
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 448 (122,257)

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gold mining, gold miners, substitution, wavelets

Why Investors Should Not Be Cautious About the Academic Approach to Testing for Stock Market Anomalies

Number of pages: 15 Posted: 24 Nov 2003
Ángel Pardo Tornero and Brian M. Lucey
University of Valencia - Department of Financial Economics and Trinity Business School, Trinity College Dublin
Downloads 435 (125,263)
Citation 1

Abstract:

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conventional approach, pre-holiday effect, academic, investor

Why Investors Should not be Cautious About the Academic Approach to Testing for Stock Market Anomalies

Applied Financial Economics, Vol. 15, No. 3, pp. 165-171, 2005
Posted: 13 Apr 2007
Ángel Pardo Tornero and Brian M. Lucey
University of Valencia - Department of Financial Economics and Trinity Business School, Trinity College Dublin

Abstract:

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conventional approach, pre-holiday effect, academic, investor

65.

Real Estate and the Stock Market: A Meta‐Regression Analysis

Number of pages: 20 Posted: 19 Sep 2010
Constantin Gurdgiev, Brian M. Lucey and Deirdre Reilly
Monfort College of Business, University of Northern Colorado, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 434 (126,895)
Citation 2

Abstract:

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Real Estate, Stock Markets, House Prices, Meta-Regression Analysis

66.
Downloads 430 (128,608)
Citation 3

Psychological Barriers in Oil Futures Markets

Energy Economics, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 30 Posted: 28 Aug 2012 Last Revised: 18 Oct 2014
Michael M. Dowling, Mark Cummins and Brian M. Lucey
Dublin City University Business School, University of Strathclyde and Trinity Business School, Trinity College Dublin
Downloads 229 (249,443)
Citation 1

Abstract:

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Brent, WTI, psychological barriers, clustering, WTI-Brent spread, multiple hypothesis testing

Psychological Barriers in Oil Futures Markets

Energy Economics, Forthcoming
Number of pages: 30 Posted: 06 Dec 2012 Last Revised: 18 Oct 2014
Michael M. Dowling, Mark Cummins and Brian M. Lucey
Dublin City University Business School, University of Strathclyde and Trinity Business School, Trinity College Dublin
Downloads 201 (280,718)
Citation 3

Abstract:

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psychological barriers, WTI, Brent, WTI-Brent spread Multiple hypothesis testing, clustering, generalised Bonferroni, futures

67.

Daily Seasonality in Lme Base Metal Returns 1989-2002: A Robust Analysis

Number of pages: 28 Posted: 13 Feb 2003
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 430 (128,271)
Citation 1

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Metals, Robust Regression, Resampling, Seasonality

68.

What Is the Optimal Weight for Gold in a Portfolio?

Number of pages: 16 Posted: 18 Dec 2018
Brian M. Lucey, Maurice Peat and Samuel Vigne
Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 424 (130,354)
Citation 1

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Gold, portfolio formation, asset allocation

69.

Gold and Inflation(s) – A Time-Varying Relationship

Number of pages: 23 Posted: 19 Nov 2015
Samuel Vigne and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 410 (135,438)
Citation 6

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Gold, Inflation, Money Supply, Cointegration, Time-Varying Cointegration

Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa

Number of pages: 27 Posted: 02 Nov 2005
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 267 (213,366)

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Emerging Markets, Contagion, Middle East and North Africa

Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa

IIIS Discussion Paper No. 114
Number of pages: 30 Posted: 08 Aug 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 139 (386,414)
Citation 3

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Contagion, Emerging Markets, Middle East and North Africa

71.

Monthly and Semi-Annual Seasonality in the Irish Equity Market 1934-2000

Number of pages: 53 Posted: 08 Feb 2002
Brian M. Lucey and Shane Whelan
Trinity Business School, Trinity College Dublin and University College Dublin (UCD)
Downloads 405 (137,409)
Citation 1

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Ireland, Bayesian Analysis, Efficiency, Trading Rule

72.

A Blending Ensemble Learning Model for Crude Oil Price Prediction

Number of pages: 30 Posted: 10 Jul 2022
Hajee Mohammad Danesh Science and Technology University, Teesside University, University of Pardubice, Hajee Mohammad Danesh Science and Technology University and Trinity Business School, Trinity College Dublin
Downloads 393 (142,190)

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crude oil price, prediction, blending, ensemble learning, stacking regression

73.

Is Wine a Premier CRU Investment?

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 26 Aug 2011 Last Revised: 01 Sep 2011
Brian M. Lucey and Liam Devine
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 383 (146,834)

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wine, alternative investments, portfolios, assets, collectibles, inveting, diversification

74.

Culture and Capital Structure in Small and Medium Sized Firms

Number of pages: 34 Posted: 06 Dec 2012 Last Revised: 11 Jul 2015
Colm Kearney, Ciaran Mac an Bhaird and Brian M. Lucey
Monash University - Monash Business School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 379 (148,043)

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capital structure, SME, Hofstede’s cultural values, Europe, pecking order

75.

Bitcoin-Energy Markets Interrelationships - New Evidence

Number of pages: 22 Posted: 08 May 2020
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 374 (150,273)

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Bitcoin, Cryptocurrencies, Volatility, Speculative Assets, Currencies, Energy Usage

76.
Downloads 374 (150,273)
Citation 1

The Microstructure of the Irish Stock Market

Number of pages: 38 Posted: 12 Apr 2005
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 316 (178,970)
Citation 1

Abstract:

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ICSS, Ireland, microstructure, trading system

The Microstructure of the Irish Stock Market

Multinational Finance Journal, Vol. 12, No. 3/4, p. 279-311, 2008
Number of pages: 33 Posted: 26 Jun 2015
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 58 (684,739)

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trading systems; adjustment speed; cross listing; microstructure

77.

The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note

IIIS Discussion Paper No. 55
Number of pages: 21 Posted: 09 Jun 2005
Edel Tully and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 363 (155,329)
Citation 2

Abstract:

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Cointegration, gold

78.

MetaMoney: Exploring the Intersection of Virtual Worlds and Financial Systems

Number of pages: 26 Posted: 10 Apr 2023
Indian Institute of Management Nagpur, JK Lakshmipat University, Trinity Business School, Trinity College Dublin, Dublin City University Business School, Luiss Guido Carli University - Luiss Business School and Sunway Business School, Sunway University
Downloads 359 (157,269)

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digital finance; metaverse; literature review; research trends

79.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 356 (158,684)
Citation 5

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Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis.

80.

Examining the Interrelatedness of NFT’s, DeFi Tokens and Cryptocurrencies

Number of pages: 12 Posted: 23 Nov 2021
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin, United Arab Emirates University and Linkoping University - Department of Management and Engineering Division
Downloads 354 (159,686)
Citation 24

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Block-chain markets,diversification, NFTs, extreme risk spillovers, quantile connectedness

81.

Dynamics of Bond Market Integration between Existing and Accession EU Countries

Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 1, pp. 41-46, 2005
Number of pages: 27 Posted: 31 May 2004 Last Revised: 21 May 2015
Suk-Joong Kim, Brian M. Lucey and Eliza Wu
The University of Sydney Business School, Trinity Business School, Trinity College Dublin and The University of Sydney - Business School
Downloads 344 (164,702)
Citation 6

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EGARCH, bond markets, EMU

82.

The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets

Number of pages: 41 Posted: 10 May 2022
Xin Xu, Shupei Huang, Brian M. Lucey and An Haizhong
China University of Geosciences (CUG) - School of Economics and Management, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin and China University of Geosciences, Beijing
Downloads 336 (168,840)

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Climate policy uncertainty; Stock market volatility; Distribution lag nonlinear model; Upper tail dependence; Nonlinear and lag effects

83.

The Wealth Effect of Adopting Anti-Takeover Defences: Evidence from a Meta Analysis

Number of pages: 27 Posted: 06 Feb 2017
Thomas Gehlen and Brian M. Lucey
Trinity College (Dublin) and Trinity Business School, Trinity College Dublin
Downloads 333 (170,489)

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meta analysis, takeovers

84.

Innovative Culture in Ireland's Higher Education Institutions: An Assessment

Number of pages: 28 Posted: 10 May 2015
Qiantao Zhang, Charles James Larkin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 331 (171,617)

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Innovation,Corporate cultures,economic impact, Ireland, universities,institutes of technology

85.

How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?

Number of pages: 58 Posted: 20 May 2022
ICN Business School, ESSCA School of Management, affiliation not provided to SSRN, Institute of Sustainable Business and Organizations, Sciences and Humanities Confluence Research Center - UCLY, ESDES,, Teesside University and Trinity Business School, Trinity College Dublin
Downloads 316 (180,212)

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Climate uncertainty, Clean energy, Network analysis, Carbon market, US stock market, Risk spillover

86.

Bayesian Model Averaging, Ordinary Least Squares and the Price of Gold

Number of pages: 28 Posted: 09 Feb 2017
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 316 (180,212)

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Gold, bayesian model averaging, model uncertainty

87.

Climate finance: What we know and what we should know?

Number of pages: 35 Posted: 10 Nov 2022
Judge Business School, University of Cambridge, Trinity Business School, Trinity College Dublin, Indian Institute of Management Nagpur, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 311 (183,231)

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Climate Finance; Green Financing; Green Bonds; Bibliometric AnalysiClimate Finance; Green Financing; Green Bonds; Bibliometric Analysis

88.

Mood and UK Equity Pricing

Published as: Dowling, M. and Lucey, B. (2008). Mood and UK Equity Pricing. Applied Financial Economics Letters, vol. 4(4), pp 233-240
Number of pages: 16 Posted: 26 Feb 2007 Last Revised: 23 Sep 2013
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 311 (183,231)

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mood, market efficiency, anomaly, weather effect, Seasonal Affective Disorder

89.

Friday the 13th: International Evidence

TCD School of Business Working Paper
Number of pages: 12 Posted: 17 Aug 2000
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 305 (187,047)
Citation 2

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International, Friday the 13th, stock markets, efficiency

A Bibliometric and Systemic Literature Review of Biodiversity Finance

Number of pages: 12 Posted: 19 Feb 2024
Mark C. Hutchinson and Brian M. Lucey
University College Cork and Trinity Business School, Trinity College Dublin
Downloads 265 (214,967)

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biodiversity; finance; climate change; scientometrics

A Bibliometric and Systemic Literature Review of Biodiversity Finance

Number of pages: 13 Posted: 13 Mar 2024
Brian M. Lucey and Mark C. Hutchinson
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 39 (815,128)

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Biodiversity, Finance, Climate Change, scientometrics

91.

Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence

Number of pages: 28 Posted: 07 Dec 2011 Last Revised: 13 Sep 2012
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and Institute for Policy Research (IPR), University of Bath
Downloads 302 (189,067)
Citation 1

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Risk, survey, financial risk, Ireland

92.

Determinants of Negative First-Day IPO Returns

Number of pages: 47 Posted: 15 Sep 2022
Jacqueline Rossovski, Brian M. Lucey and Pia Helbing
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and The University of Edinburgh
Downloads 301 (189,766)

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Initial Public Offering, Negative First-Day IPO Returns, Probit

93.

From Hubris to Nemesis: Irish Banks, Behavioral Biases, and the Crisis

Published as: Dowling, M. and B. Lucey. (2014). “From Hubris to Nemesis: Irish Banks, Behavioral Biases, and the Crisis”, Journal of Risk Management in Financial Institutions, vol 7(2)
Number of pages: 16 Posted: 27 Sep 2013 Last Revised: 10 Feb 2014
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 299 (191,131)
Citation 2

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hubris, CEO, behavioral, overconfidence, banks, crisis, Ireland

94.

Skewness and Asymmetry in Futures Returns and Volumes

IIIS Discussion Paper Series
Number of pages: 36 Posted: 23 Jan 2006
Brian M. Lucey and Alex Eastman
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Institute for International Integration Studies (IIIS)
Downloads 298 (191,810)
Citation 1

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Futures Markets, Skewness, Nonparametric, Asymmetric Returns

95.

The Effect of Gender on Stock Price Reaction to the Appointment of Directors: The Case of the FTSE 100

Number of pages: 13 Posted: 04 Mar 2011
Brian M. Lucey and Brenda L. Carron
Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 297 (192,514)

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FTSE 100, Gender, Directors, Event Study

96.

A Random Matrix Theory Based Analysis of Stocks of Markets from Different Countries

Number of pages: 6 Posted: 02 Oct 2007
Trinity College Dublin - School of Business, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Physics and Trinity College (Dublin) - Department of Physics
Downloads 293 (195,179)

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Random Matrix, correlations, geographical, country

97.

Do Gold Prices Cause Production Costs? Evidence from Country and Company Data

FIRN Research Paper No. 2507733
Number of pages: 27 Posted: 09 Oct 2014 Last Revised: 04 Feb 2015
Fergal A. O'Connor, Dirk G. Baur and Brian M. Lucey
University College Cork, University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 284 (201,563)
Citation 1

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gold price, gold production costs, mining, causality, real optionality, Ricardo

98.

The Dynamics of Central European Equity Market Integration

Number of pages: 21 Posted: 11 Apr 2005
King's College (Wilkes-Barre, PA) - McGowan School of Business, Trinity Business School, Trinity College Dublin and Saint Joseph's University - Haub School of Business
Downloads 279 (205,174)
Citation 12

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Vysegrad Countries, integration, equity markets, recursive cointegration

99.

A Dozen or More Ways to Avoid Getting Your Paper Rejected

Number of pages: 9 Posted: 30 Sep 2015
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 278 (205,941)

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Writing, peer review, rejection

100.

Do Bubbles Occur in the Gold Price? An Investigation of Gold Lease Rates and Markov Switching Models

Number of pages: 21 Posted: 02 Dec 2012 Last Revised: 11 Jul 2015
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 278 (205,941)
Citation 4

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Gold,  Markov, Switching, Bubbles, Lease, Rates

101.

Financial integration and Emerging Markets Capital Structure

Number of pages: 24 Posted: 12 Nov 2009 Last Revised: 28 Aug 2012
Qiyu Zhang and Brian M. Lucey
Lancaster University Management School and Trinity Business School, Trinity College Dublin
Downloads 274 (208,992)
Citation 2

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Financial integration, Emerging market firms, Capital structure, Debt maturity

102.

Linkages and Relationships between Emerging European and Developed Stock Markets Before and after the Russian Crisis of 1997-1998

Number of pages: 35 Posted: 02 Dec 2004
Brian M. Lucey and Svitlana Voronkova
Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 274 (208,992)
Citation 3

Abstract:

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Stock Market Integration, CEE Stock markets, Russian Stock Market, Cointegration, DCC GARCH

103.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
affiliation not provided to SSRN, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 272 (210,591)
Citation 1

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Cryptocurrencies; Energy Usage; Coal Mining; Volatility; Extreme Value Modelling

104.

Situating Middle East and North Africa (MENA) Capital Markets within the Emerging Market's Universe

IIIS Discussion Paper No. 172
Number of pages: 37 Posted: 14 Jul 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 268 (213,720)

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Emerging Markets, Middle East and North Africa, Meta analysis,Common Agricultural Policy, World Trade Organizations, Trade Negotiations

105.

Does Volume Provide Information? Evidence from the Irish Stock Market

Number of pages: 11 Posted: 12 Apr 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 268 (213,720)
Citation 1

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Volume, Ireland

106.

The Irish Housing Market

IIIS Discussion Paper Series
Number of pages: 20 Posted: 17 May 2006
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 267 (214,573)

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real estate, bubbles, Ireland

107.

Is Executive Hubris Manifested in CEO Letters to Shareholders?

Number of pages: 30 Posted: 05 Sep 2016
Michael Devlin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 263 (217,736)
Citation 1

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Hubris, Overconfidence, Narcissism, CEO, Bank

108.

London or New York: Where and When Does the Gold Price Originate?

Number of pages: 11 Posted: 16 Oct 2012
Trinity Business School, Trinity College Dublin, Institute for Policy Research (IPR), University of Bath and University College Cork
Downloads 262 (218,594)
Citation 1

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gold, information share, COMEX, LBMA

109.

Commodity Exposure, Financial and Operational Hedging of US Oil and Gas Companies

Number of pages: 27 Posted: 16 Feb 2017
Elaine Laing, Brian M. Lucey and Tobias Leutkemeyer
Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 261 (219,443)
Citation 1

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Hedging, operational hedging, financial hedging, commodity exposure

110.

Gravity and Culture in Foreign Portfolio Investment

Number of pages: 47 Posted: 31 Aug 2011
Raj Aggarwal, Raj Aggarwal, Colm Kearney and Brian M. Lucey
Kent State University Foundation, Monash University - Monash Business School and Trinity Business School, Trinity College Dublin
Downloads 260 (220,234)
Citation 24

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FPI, home bias, culture, gravity models

111.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School, The University of Sydney and University of Reading - ICMA Centre
Downloads 253 (227,265)

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Precious metals; High-frequency; Intraday periodicity; Correlation; Gold; Silver; Platinum; Palladium

112.

The Forward Exchange Rate Bias Puzzle is Persistent: Evidence from Stochastic and Non Parametric Cointegration Tests

IIIS Discussion Paper No. 122
Number of pages: 25 Posted: 08 Aug 2006
Raj Aggarwal, Raj Aggarwal, Brian M. Lucey and Sunil Mohanty
Kent State University Foundation, Trinity Business School, Trinity College Dublin and University of St. Thomas - Opus College of Business
Downloads 242 (236,450)

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113.

Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data

IIIS Discussion Paper No. 131
Number of pages: 18 Posted: 04 May 2006
Viviana Fernandez and Brian M. Lucey
Universidad Adolfo Ibañez and Trinity Business School, Trinity College Dublin
Downloads 238 (240,393)

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volatility shifts, wavelets, value at risk

114.

The Dark Side of Bitcoin: Do Emerging Asian Islamic Markets Subdue the Ethical Risk?

Number of pages: 45 Posted: 10 Feb 2022
Sitara Karim, Brian M. Lucey and Muhammad Abubakr Naeem
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin and United Arab Emirates University
Downloads 232 (246,265)

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Bitcoin, Conditional Diversification Benefits, Emerging Asian Islamic (EAI) markets, Time-varying Optimal Copula (TVOC)

115.

Integration Analysis of Latin American Stock Markets 1993-2007

Number of pages: 28 Posted: 03 Dec 2007
Brian M. Lucey and Qiyu Zhang
Trinity Business School, Trinity College Dublin and Lancaster University Management School
Downloads 231 (247,213)
Citation 4

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Latin America, cointegration, equity markets, cointegration

116.

Learning from the Irish Experience – A Clinical Case Study in Banking Failure

Number of pages: 24 Posted: 25 Sep 2013 Last Revised: 03 Apr 2014
Monfort College of Business, University of Northern Colorado, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 230 (248,313)
Citation 1

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Banking, Ireland, Regulation, Collapse

117.

Integration Among G7 Equity Markets: Evidence from Ishares

Number of pages: 32 Posted: 31 May 2005
Mahua Barari, Brian M. Lucey and Svitlana Voronkova
Missouri State University - Department of Economics, Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 229 (249,405)

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Stock Market Integration, G7 Stock markets, Cointegration, GARCH

118.

Comovements in Commodity Markets: A Minimum Spanning Tree Analysis

Number of pages: 23 Posted: 15 Sep 2011
Brian M. Lucey, Claire G. Gilmore and Marian Boscia
Trinity Business School, Trinity College Dublin, King's College (Wilkes-Barre, PA) - McGowan School of Business and King's College (Wilkes-Barre, PA) - McGowan School of Business
Downloads 228 (251,475)
Citation 3

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commodities, comovement, econophysics, minimum spanning trees

119.

On the Extent of Negative First-Day IPO Returns

Number of pages: 59 Posted: 21 Jul 2022
Jacqueline Rossovski, Brian M. Lucey and Pia Helbing
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and The University of Edinburgh
Downloads 221 (257,897)

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IPO, negative first day

120.

The Global Preference for Dividends in Declining Markets

Financial Review, 2015, Forthcoming
Number of pages: 43 Posted: 10 Nov 2014 Last Revised: 01 Sep 2015
Babson College - Finance Division, University of Birmingham, Trinity Business School, Trinity College Dublin and University College Dublin
Downloads 221 (257,897)

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Dividend policy, market movement, G-7, BRICS

121.

Russian Equity Market Linkages Before and After the 1998 Crisis: Evidence from Time-Varying and Stochastic Cointegration Tests

BOFIT Discussion Paper No. 12/2005
Number of pages: 43 Posted: 26 Jul 2007
Brian M. Lucey and Svitlana Voronkova
Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 221 (257,897)
Citation 3

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stock market integration, CEE stock markets, Russian stock market, cointegration

122.

What Determines the Decision to Apply for Credit? Evidence for Eurozone SMEs

Number of pages: 21 Posted: 04 Nov 2012
Universidad Politecnica de Cartagena - Department of Economics, Accounting and Finance, Dublin City University, Trinity Business School, Trinity College Dublin and Monfort College of Business, University of Northern Colorado
Downloads 217 (262,326)

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entrepreneurial finance, discouraged borrowers, intermediated debt, financial crisis, Europe, SME Finance

123.

Friday the 13th and the Philosophical Basis of Financial Economics

Number of pages: 10 Posted: 15 Feb 2007
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 216 (263,515)
Citation 7

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Financial Economics, International, Asset Prices, Friday13th, Philosophy of Science

124.

Finance Research and the UN Sustainable Development Goals – an analysis and forward look

Number of pages: 53 Posted: 13 Feb 2024
Yang Su, Brian M. Lucey and Ashish Jha
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and The University of Dublin Trinity College
Downloads 212 (268,082)

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UN Sustainable Development Goals; Fuzzy Matching Analysis; Topic Modeling; Financial Academic Trends

125.

A Scientometric Analysis of Irish Economists 2000-2020

Number of pages: 26 Posted: 24 Mar 2021
Suwan(Cheng) Long and Brian M. Lucey
Judge Business School, University of Cambridge and Trinity Business School, Trinity College Dublin
Downloads 204 (277,801)

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Scientometrics , Topic Modelling, Ireland, Economics, textual analysis

126.

Gold Markets Around the World – Who Spills Over What, to Whom, When?

Applied Economics Letters, Forthcoming
Number of pages: 15 Posted: 05 Feb 2014 Last Revised: 16 May 2014
Trinity Business School, Trinity College Dublin, University College Cork and Institute for Policy Research (IPR), University of Bath
Downloads 203 (279,024)
Citation 10

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Gold, information share, COMEX, LBMA, Shanghai

127.

Time Varying Herding in European Financial and Banking Stocks: 2001-2011

Number of pages: 30 Posted: 05 Sep 2011
Brian M. Lucey and Derek Handley
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 198 (285,441)
Citation 1

Abstract:

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128.

Capital Structure and Irish Tech SMEs

Number of pages: 23 Posted: 03 Feb 2017
Conor Neville and Brian M. Lucey
Trinity College (Dublin) and Trinity Business School, Trinity College Dublin
Downloads 196 (287,966)
Citation 4

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Tech, Capital Structure, Finance, Banks, SME, Capital, TBSFs, NTBFs, Pecking order, Survey, Intangible Assets  

129.

Mood and Precious Metal Prices

Number of pages: 11 Posted: 08 Sep 2011 Last Revised: 09 Sep 2011
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School
Downloads 195 (289,341)

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gold, mood, risk as feelings

130.

Portfolio Allocations in the Middle East and North Africa

IIIS Discussion Paper No. 141
Number of pages: 24 Posted: 12 Aug 2006
Brian M. Lucey and Thomas Lagoarde-Segot
Trinity Business School, Trinity College Dublin and Euromed Management Marseille
Downloads 194 (290,652)

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Portfolio Allocation, Emerging Markets, Middle East and North Africa

131.

Discouraged Borrowers: Evidence for Eurozone SME's

JIFMIM, Forthcoming
Number of pages: 21 Posted: 06 Apr 2016
Dublin City University, Trinity Business School, Trinity College Dublin and Universidad Politecnica de Cartagena - Department of Economics, Accounting and Finance
Downloads 190 (296,136)
Citation 9

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SME, Discouraged Borrowers, ECB, SAFE, Eurozone Crisis, Entrepreneurial Finance

132.

Speculation or Hedging in the Irish Stock Exchange

Number of pages: 13 Posted: 12 Apr 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 189 (297,560)

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Volume, Ireland

133.

Preholiday Behaviour of Irish Stock Exchange Indices

Number of pages: 25 Posted: 14 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 189 (297,560)
Citation 1

Abstract:

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134.

Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis

Number of pages: 12 Posted: 03 Sep 2018
Paraskevi Katsiampa, Shaen Corbet and Brian M. Lucey
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 188 (298,880)
Citation 10

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Bitcoin; Ether; Litecoin; Volatility Spillovers; BEKK-MGARCH

135.

Equity Markets and Economic Development: What Do We Know?

IIIS Discussion Paper No. 182
Number of pages: 36 Posted: 20 Sep 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 186 (301,760)
Citation 4

Abstract:

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Equity Markets, Economic Development

136.

Making Density Forecasting Models Statistically Consistent

IIIS Discussion Paper Series
Number of pages: 34 Posted: 24 Jan 2006
Michael Carney, Paidrig Cunningham and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 186 (301,760)
Citation 6

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Density Forecasting, Statistical Consistency, Calibration, Value at Risk

137.

Is the Price of Gold to Gold Mining Stocks Asymmetric?

Number of pages: 17 Posted: 28 Apr 2016 Last Revised: 23 Oct 2016
RMIT University, University of North Carolina at Wilmington, Berry College - Department of Accounting and Finance and Trinity Business School, Trinity College Dublin
Downloads 185 (303,200)
Citation 3

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Asymmetric relation; Gold price; Gold Mining Firms; Real Options; Corporate Valuation

138.

From Whales to Waves: The Role of Social Media Sentiment in Shaping Cryptocurrency Markets

Number of pages: 26 Posted: 13 Feb 2024
Judge Business School, University of Cambridge, Cranfield University, New York University (NYU), Trinity Business School, Trinity College Dublin and University of Reading - ICMA Centre
Downloads 183 (306,139)

Abstract:

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Sentiment analysis; asymmetric TVP-VAR; Market Dynamics; Cryptocurrency; Whales

139.

Modelling the Term Structure of Interest Rates a La Heath-Jarrow-Morton But with Non-Gaussian Fluctuations

Number of pages: 18 Posted: 15 Aug 2004
Trinity College (Dublin) - Department of Physics, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Department of Physics
Downloads 182 (307,690)

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Stochastic differential equations, Ito's lemma, Term structure of interest rates, Pricing of financial derivatives, Scaling limits of Continuous Time Random Walks, Steepest descent approximation

140.

A Psychological, Attitudinal and Professional Profile of Irish Economists in 2004

Number of pages: 34 Posted: 29 Jul 2004
Brian M. Lucey and Liam Delaney
Trinity Business School, Trinity College Dublin and University College Dublin (UCD) - Geary Institute and Department of Economics
Downloads 179 (312,266)
Citation 2

Abstract:

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Economic Methodology, Interdisciplinary Research, Sociology of Economics

141.

Re-examining the real option characteristics of gold for gold mining companies

Resources Policy, Vol. 70, No. 101890, 2021
Number of pages: 42 Posted: 25 Jan 2018 Last Revised: 21 Nov 2022
Montpellier Business School, University of Newcastle (Australia) - Newcastle Business School, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 174 (320,178)
Citation 2

Abstract:

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gold price, gold mining stock price, asymmetric relation, cross-quantilogram, rolling estimation

142.

Fractionally Integrated Dynamics in Irish Stock Returns

Number of pages: 15 Posted: 13 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 173 (321,775)
Citation 2

Abstract:

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143.

Which Precious Metals Spill Over on Which, When and Why? – Some Evidence.

Applied Economics Letters, Forthcoming
Number of pages: 13 Posted: 07 Feb 2014 Last Revised: 29 Jul 2014
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 171 (324,968)
Citation 6

Abstract:

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Gold, Silver, Platinum, Palladium, integration

144.

Market Direction and Moment Seasonality: Evidence from Irish Equities

Number of pages: 17 Posted: 16 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 171 (324,968)

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145.

The Dynamic Linkages between Crude Oil and Natural Gas Markets

Number of pages: 32 Posted: 02 Sep 2015
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 170 (326,668)
Citation 5

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oil, gas, asymmetric, causality, out-of-sample

146.

Global Stock Market Interdependencies and long-term Portfolio Diversification

Number of pages: 25 Posted: 10 Oct 2010 Last Revised: 14 Oct 2010
Cal B. Muckley and Brian M. Lucey
University College Dublin and Trinity Business School, Trinity College Dublin
Downloads 170 (326,668)
Citation 1

Abstract:

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Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

147.

The Geographic Concentration of Finance Editorships

Number of pages: 13 Posted: 18 Feb 2021
Feng, Tong Fu and Brian M. Lucey
Tianjin University of Finance & Economics, Jiangxi University of Finance and Economics and Trinity Business School, Trinity College Dublin
Downloads 167 (331,798)

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Editors, editorial power, diversity, geographic concentration

148.

Extreme Risk Dependence between Green Bonds and Financial Markets

Number of pages: 37 Posted: 06 Jan 2023
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin, United Arab Emirates University and University of Southampton - Southampton Business School
Downloads 165 (335,254)

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Green bonds; Financial markets; TVOC; CoVaR; COVID-19

149.

Daily Seasonality in 19th Century Stocks - Some Evidence from the Dublin Stock Exchange

Number of pages: 16 Posted: 27 Dec 2004
Ed Hope and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 164 (336,975)

Abstract:

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Seasonality, EMH, 19th Century

150.

The Evolution of Linkages in European Equity Markets: A Minimum Spanning Tree Analysis

Number of pages: 33 Posted: 29 May 2007
Claire G. Gilmore, Brian M. Lucey and Marian Boscia
King's College (Wilkes-Barre, PA) - McGowan School of Business, Trinity Business School, Trinity College Dublin and King's College (Wilkes-Barre, PA) - McGowan School of Business
Downloads 163 (338,746)

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Minimum Spanning Tree, Equity Market Integration, Europe, Econophysics

151.

Modelling the Role of Institutional Quality on Carbon Emissions in Sub-Saharan African Countries

Number of pages: 22 Posted: 25 May 2022
Dorstell Consult Ltd, Sunway Business School, Sunway University, Malaysia, United Arab Emirates University and Trinity Business School, Trinity College Dublin
Downloads 161 (342,431)
Citation 2

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Institutional Quality Indicators; CO2 emissions; Climate change mitigation; Environmental sustainability; Sub-Saharan Africa; Environmental Kuznets Curve

152.

Integration of Smaller European Equity Markets: A Time-Varying Integration Score Analysis

IIIS Discussion Paper No. 136
Number of pages: 30 Posted: 17 Jan 2006
Brian M. Lucey and Gergory Birg
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Institute for International Integration Studies (IIIS)
Downloads 154 (355,423)

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Stock Market Integration, Portfolio Diversification, Smaller European markets, Time-varying methods

153.

The Evolution of Interdependence in World Equity Markets: Evidence from Minimum Spanning Trees

IIIS Discussion Paper No. 142
Number of pages: 19 Posted: 18 May 2006
Brian M. Lucey, Ricardo Coehlo and Claire G. Gilmore
Trinity Business School, Trinity College Dublin, Trinity College Dublin - School of Business and King's College (Wilkes-Barre, PA) - McGowan School of Business
Downloads 152 (359,223)
Citation 1

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Econophysics, International Integration, Emerging Markets, minimal spanning trees

154.

Does Cultural Distance Matter in International Stock Market Comovement? Evidence from Emerging Economies Around the World

Number of pages: 29 Posted: 12 Nov 2009
Qiyu Zhang and Brian M. Lucey
Lancaster University Management School and Trinity Business School, Trinity College Dublin
Downloads 150 (363,044)
Citation 6

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Emerging markets, International stock market comovement, Cultural distance

155.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 149 (364,970)
Citation 2

Abstract:

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; GARCH

156.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
affiliation not provided to SSRN, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 148 (366,999)
Citation 12

Abstract:

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157.

Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets

Journal of Multinational Financial Management, Forthcoming
Number of pages: 29 Posted: 17 May 2014 Last Revised: 09 Nov 2014
Kent State University Foundation, Trinity Business School, Trinity College Dublin and University College Cork
Downloads 142 (379,350)
Citation 2

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gold, gold forward rate, behavioural, forecast errors, forecast revisions, pessimism, overreaction, Exchange Traded Funds

158.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
RMIT University, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, University of Huddersfield, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 138 (387,814)
Citation 4

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Integration; Information transmissions; Generalized VAR model; Steam coal

159.

Cryptocurrency Liquidity and Volatility Interrelationships during the COVID-19 Pandemic

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 02 Feb 2022
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 135 (394,643)

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COVID-19; Coronavirus; Cryptocurrency; Price Volatility; Liquidity.

160.

Correlation Behaviour of iShares Silver Trust During the 2010 Flash Crash

Number of pages: 19 Posted: 22 Aug 2013
Brian M. Lucey and Doireann MacKenzie
Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 135 (394,643)

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gold, silver, ishares, flash crash, Minimum Spanning Tree

161.

Quantile Coherency across Bonds, Commodities, Currencies, and Equities

Number of pages: 48 Posted: 13 May 2022
Linkoping University - Department of Management and Engineering Division, Trinity Business School, Trinity College Dublin, University of Newcastle (Australia) and Linkoping University
Downloads 132 (401,687)

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Quantile coherency, Bonds, Commodities, Currencies, Equities

162.

An Efficiency Analysis of the ‘Three-Missions’ in Irish Higher Education Institutions

Number of pages: 34 Posted: 31 Aug 2016
Qiantao Zhang, Brian M. Lucey and Charles James Larkin
Trinity College (Dublin) - School of Business Studies, Trinity Business School, Trinity College Dublin and Institute for Policy Research (IPR), University of Bath
Downloads 132 (401,687)

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Efficiency analysis, Free Disposable Hull, Ireland, Higher education institutions

163.

How Robust is the Daily Seasonal in Irish Equities?

Number of pages: 79 Posted: 08 Feb 2002
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 132 (401,687)

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Ireland, Bayesian Analysis, Efficiency

164.

Do Industrialization and Innovation Influence the Employment Rates? New Insights Built on the CS-ARDL

Number of pages: 26 Posted: 26 May 2022 Last Revised: 27 Nov 2023
Dorstell Consult Ltd, United Arab Emirates University and Trinity Business School, Trinity College Dublin
Downloads 131 (404,081)

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Industrialization, Innovation, Employment, Causality, CS-ARDL

165.

Behavioral Influences in Non-Ferrous Metals Prices

Number of pages: 41 Posted: 16 Nov 2014
Mark Cummins, Michael M. Dowling and Brian M. Lucey
University of Strathclyde, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 126 (416,199)
Citation 2

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psychological barriers; clustering; non-ferrous metals

166.

Psychological Price Barriers in Frontier Equities

Number of pages: 41 Posted: 18 Aug 2016
SEB LU / University of Ljubljana - School of Economics and Business, University of Strathclyde, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 122 (426,336)
Citation 1

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frontier markets, psychological barriers, individualism

167.

Do Social Media Sentiments Drive Cryptocurrency Intraday Price Volatility? Evidence from Dynamic Return and Volatility Connectedness

Number of pages: 34 Posted: 29 Nov 2022 Last Revised: 20 Oct 2023
Judge Business School, University of Cambridge, Hellenic Mediterranean University, affiliation not provided to SSRN and Trinity Business School, Trinity College Dublin
Downloads 120 (431,755)
Citation 1

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Intraday volatility, Cryptocurrencies, investor sentiment, dynamic connectedness, asymmetric connectedness, aggregated connectedness

168.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
China University of Geosciences, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 119 (434,545)
Citation 8

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

169.

Dynamics of Equity Market Integration in Europe: Impact of Political Economy Factors

Journal of Common Market Studies, Vol. 48, No. 3, 2010, Institute for International Integration Studies (IIIS) Working Paper No. 19
Number of pages: 25 Posted: 04 Mar 2005 Last Revised: 10 Jan 2010
University College Dublin, Kent State University Foundation and Trinity Business School, Trinity College Dublin
Downloads 118 (437,211)

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Integration, Kalman Filter, EMU, Cointegration

170.

The Impact of Terrorism on European Tourism

Number of pages: 33 Posted: 24 Sep 2019
Dublin City University, affiliation not provided to SSRN, Dublin City University, DCU Business School, Dublin, Ireland and Trinity Business School, Trinity College Dublin
Downloads 116 (442,794)
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terrorism; European aviation industry; tourism flows; ARMA-GARCH

171.

UK Vice Chancellor Compensation: Do They Get What They Deserve?

Number of pages: 36 Posted: 30 Jan 2020 Last Revised: 24 May 2022
Brian M. Lucey, Andrew Urquhart and Hanxiong Zhang
Trinity Business School, Trinity College Dublin, University of Reading - ICMA Centre and University Of Surrey
Downloads 114 (448,565)
Citation 1

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Vice Chancellors, Compensation, Pay Gap, Performance

172.

High Frequency Volatility Co-Movements in Cryptocurrency Markets

Number of pages: 31 Posted: 24 Sep 2019
Paraskevi Katsiampa, Shaen Corbet and Brian M. Lucey
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 111 (457,637)
Citation 8

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Cryptocurrencies; High-frequency data; Asymmetric Diagonal BEKK; MGARCH; Volatility

173.

Are Local or International Influences Responsible for the Pre-Holiday Behavior of Irish Equities?

IIIS Discussion Paper No. 56
Number of pages: 24 Posted: 09 Jun 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 111 (457,637)
Citation 1

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Ireland, non-parametric, stock returns

174.

How Does Investor Sentiment Shape the Liquidity Response to Monetary Policy Announcements in Precious Metal Markets?

Journal of International Financial Markets, Institutions and Money, Vol. 60, 2019
Number of pages: 31 Posted: 04 Aug 2017 Last Revised: 27 Oct 2020
Lee A. Smales and Brian M. Lucey
University of Western Australia and Trinity Business School, Trinity College Dublin
Downloads 110 (460,693)