Brian M. Lucey

Trinity Business School, Trinity College Dublin

Professor

The Sutherland Centre, Level 6, Arts Building

Dublin 2

Ireland

Abu Dhabi University - College of Business Administration

PO Box 59911

Abu Dhabi, Abu Dhabi 59911

United Arab Emirates

Shanghai Lixin Univeristy of Accounting and Finance

Shanghai

China

SCHOLARLY PAPERS

251

DOWNLOADS
Rank 191

SSRN RANKINGS

Top 191

in Total Papers Downloads

114,548

TOTAL CITATIONS
Rank 858

SSRN RANKINGS

Top 858

in Total Papers Citations

1,489

Scholarly Papers (251)

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 7,276 (2,068)
Citation 227

Abstract:

Loading...

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 4,972 (4,028)
Citation 40

Abstract:

Loading...

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 3,091 (8,755)

Abstract:

Loading...

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 3,021 (9,086)
Citation 7

Abstract:

Loading...

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 2,557 (11,827)
Citation 63

Abstract:

Loading...

DCC Garch, Gold

6.

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 Birmingham - Birmingham Business School and University of Southampton - Southampton Business School
Downloads 2,409 (13,010)
Citation 72

Abstract:

Loading...

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

7.

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 2,386 (13,214)
Citation 25

Abstract:

Loading...

Capital Structure, SME, Ireland

8.

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 2,282 (14,193)

Abstract:

Loading...

investing

9.

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 2,189 (15,194)
Citation 4

Abstract:

Loading...

Gold, survey, review

10.

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 2,060 (16,719)
Citation 72

Abstract:

Loading...

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

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 1,730 (22,026)
Citation 5

Abstract:

Loading...

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

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 1,316 (32,593)
Citation 2

Abstract:

Loading...

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 410 (152,529)
Citation 19

Abstract:

Loading...

Portfolio allocation, skewness, gold

13.

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 1,687 (22,887)
Citation 2

Abstract:

Loading...

Capital structure, SME, Zellner's SUR Model

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 1,615 (24,440)
Citation 1

Abstract:

Loading...

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 1,575 (25,435)
Citation 2

Abstract:

Loading...

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 1,560 (25,814)
Citation 8

Abstract:

Loading...

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 1,501 (27,328)
Citation 38

Abstract:

Loading...

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 1,427 (29,461)
Citation 4

Abstract:

Loading...

Gold, volatility, intraday, GARCH

19.

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 1,420 (29,677)
Citation 152

Abstract:

Loading...

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

20.

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 1,373 (31,180)
Citation 3

Abstract:

Loading...

Gold, APGARCH

21.

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 1,330 (32,680)
Citation 4

Abstract:

Loading...

Safe Haven, gold, silver, platinum, palladium

22.

Rebuttal to "Elsevier, Coordinated Journals and Citation Patterns, by Carol Alexander, Xi Chen, Douglas Cumming"

Number of pages: 12 Posted: 14 Feb 2025
University of Valencia, University of Texas at San Antonio - College of Business - Department of Economics, Cardiff Business School, University of Akron - Department of Finance, College of Business Administration, Chemnitz University of Technology (CUT) - Department of Economics, Trinity Business School, Trinity College Dublin, Luiss Guido Carli University - Luiss Business School and Cardiff University, Cardiff Business School
Downloads 1,299 (33,876)

Abstract:

Loading...

open review, rebuttal, corrigendum JEL Code: C22, C5, E42, F31, G1, G2

23.

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 1,148 (40,521)
Citation 115

Abstract:

Loading...

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

24.

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 1,103 (42,989)
Citation 25

Abstract:

Loading...

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

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 Birmingham - Birmingham Business School, RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and The University of Sydney
Downloads 1,066 (45,058)

Abstract:

Loading...

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 1,065 (45,126)

Abstract:

Loading...

Non-Fungible Token; Cryptocurrencies; Herding; Cultural Economics

27.

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 1,061 (45,353)
Citation 4

Abstract:

Loading...

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

28.

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 981 (50,655)

Abstract:

Loading...

Long term dependence, volatility, gold silver spread, futures

29.

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 979 (50,806)
Citation 59

Abstract:

Loading...

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

30.

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 911 (56,109)
Citation 4

Abstract:

Loading...

Life cycle growth model, SME financing

31.

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 887 (58,172)
Citation 9

Abstract:

Loading...

gold, psychological barrier, behavioural finance

32.

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 842 (62,527)
Citation 45

Abstract:

Loading...

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

33.

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 834 (63,366)
Citation 5

Abstract:

Loading...

Macroeconomic Announcements, forecasts, surprises, USA, Europe

34.

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 802 (66,723)
Citation 20

Abstract:

Loading...

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

35.

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 800 (66,955)
Citation 2

Abstract:

Loading...

Gold, Realized Inflation, Unexpected Inflation, Holding Period

36.

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 753 (72,570)

Abstract:

Loading...

Gold

37.

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 746 (73,483)
Citation 3

Abstract:

Loading...

criminality, cryptocurrency, information share, volatility, price discovery

38.

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 728 (75,863)
Citation 3

Abstract:

Loading...

Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

39.

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 723 (76,529)

Abstract:

Loading...

Manipulation, Gold, silver, price suppression

40.

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 710 (78,290)
Citation 2

Abstract:

Loading...

Gold, Cointegration

41.

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 697 (80,165)
Citation 2

Abstract:

Loading...

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 682 (81,242)
Citation 11

Abstract:

Loading...

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:

Loading...

Weather effect, market efficiency, mood, anomaly

43.

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 669 (84,470)
Citation 13

Abstract:

Loading...

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

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 662 (85,608)
Citation 7

Abstract:

Loading...

airline, hedging, operational hedging, financial hedging

45.

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 656 (86,631)

Abstract:

Loading...

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

46.

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 642 (89,060)
Citation 3

Abstract:

Loading...

Weather, GARCH, Behavioural Finance

47.

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 628 (91,620)
Citation 14

Abstract:

Loading...

Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

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 625 (92,359)
Citation 19

Abstract:

Loading...

Gold, Inflation, monetary policy

49.

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 621 (92,867)
Citation 3

Abstract:

Loading...

Initial Public Offering; Europe; Withdrawal; Probit

50.

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 604 (96,254)
Citation 4

Abstract:

Loading...

Soccer, Agency Theory

51.

Lunar Seasonality in Precious Metal Returns?

Number of pages: 8 Posted: 19 Sep 2008
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 596 (97,872)
Citation 7

Abstract:

Loading...

lunar cycle, behavioral, gold, silver, asset pricing

52.

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 566 (104,512)

Abstract:

Loading...

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

53.

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 563 (105,197)

Abstract:

Loading...

economic literacy, economic indicators, surveys, Ireland, economics

54.

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 558 (106,362)
Citation 1

Abstract:

Loading...

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

55.

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 535 (112,148)

Abstract:

Loading...

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

56.

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 524 (115,103)
Citation 29

Abstract:

Loading...

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

57.

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 521 (115,884)
Citation 9

Abstract:

Loading...

Price Discovery, Gold, Gold Futures, Market Microstructure

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 514 (117,853)
Citation 1

Abstract:

Loading...

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

59.

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 514 (117,853)

Abstract:

Loading...

gold, bubbles

60.

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 508 (119,549)
Citation 2

Abstract:

Loading...

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

61.

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 506 (120,098)
Citation 7

Abstract:

Loading...

Silver, Platinum, Palladium, Review, Survey

62.

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 503 (120,924)
Citation 3

Abstract:

Loading...

Ireland, Ratio Analysis, Distribution, Normality, Interpretation

63.

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 497 (122,692)

Abstract:

Loading...

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

64.

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 493 (123,883)

Abstract:

Loading...

art, hedonic regression, islamic finance

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 490 (124,864)
Citation 2

Abstract:

Loading...

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

66.

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 486 (126,100)
Citation 1

Abstract:

Loading...

Gold, portfolio formation, asset allocation

67.
Downloads 475 (129,525)
Citation 4

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 260 (249,885)
Citation 1

Abstract:

Loading...

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 215 (301,508)
Citation 3

Abstract:

Loading...

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

68.

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 460 (134,737)

Abstract:

Loading...

gold mining, gold miners, substitution, wavelets

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 457 (135,808)
Citation 6

Abstract:

Loading...

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

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 453 (135,683)
Citation 1

Abstract:

Loading...

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:

Loading...

conventional approach, pre-holiday effect, academic, investor

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 371 (170,752)
Citation 2

Abstract:

Loading...

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 76 (690,462)
Citation 7

Abstract:

Loading...

Biodiversity, Finance, Climate Change, scientometrics

72.

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 447 (139,490)
Citation 1

Abstract:

Loading...

Metals, Robust Regression, Resampling, Seasonality

73.

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 433 (144,645)
Citation 1

Abstract:

Loading...

Ireland, Bayesian Analysis, Efficiency, Trading Rule

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 279 (232,398)

Abstract:

Loading...

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 146 (427,642)
Citation 3

Abstract:

Loading...

Contagion, Emerging Markets, Middle East and North Africa

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 419 (150,398)

Abstract:

Loading...

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

76.

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 410 (154,123)
Citation 5

Abstract:

Loading...

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

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 Birmingham - Birmingham Business School
Downloads 338 (189,182)

Abstract:

Loading...

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

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

Number of pages: 35 Posted: 23 Oct 2024
Judge Business School, University of Cambridge, Cranfield University, affiliation not provided to SSRN, Trinity Business School, Trinity College Dublin and University of Birmingham - Birmingham Business School
Downloads 69 (723,969)

Abstract:

Loading...

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

78.

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 402 (157,575)

Abstract:

Loading...

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

79.

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 399 (158,894)

Abstract:

Loading...

digital finance; metaverse; literature review; research trends

80.

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 399 (158,894)

Abstract:

Loading...

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

81.
Downloads 399 (158,894)
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 326 (196,767)
Citation 1

Abstract:

Loading...

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 73 (701,298)

Abstract:

Loading...

trading systems; adjustment speed; cross listing; microstructure

82.

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 398 (159,331)

Abstract:

Loading...

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

83.

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 396 (160,258)

Abstract:

Loading...

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

84.
Downloads 381 (167,273)
Citation 6

Chinese Corporate Biodiversity Exposure

Number of pages: 11 Posted: 07 Nov 2024
Longxuan Chen, Brian M. Lucey and Feng
Capital University of Economics and Business, Trinity Business School, Trinity College Dublin and Tianjin University of Finance & Economics
Downloads 294 (219,945)

Abstract:

Loading...

Biodiversity, Chinese corporate finance, Risk exposure

Chinese Corporate Biodiversity Exposure

Number of pages: 12 Posted: 01 Oct 2024
Longxuan Chen, Brian M. Lucey and Feng
Capital University of Economics and Business, Trinity Business School, Trinity College Dublin and Tianjin University of Finance & Economics
Downloads 87 (631,789)
Citation 6

Abstract:

Loading...

Biodiversity, Chinese corporate finance, risk exposure

85.

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 379 (168,251)
Citation 2

Abstract:

Loading...

Cointegration, gold

86.

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 373 (171,335)

Abstract:

Loading...

meta analysis, takeovers

87.

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 365 (175,451)

Abstract:

Loading...

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

88.

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 365 (175,451)
Citation 30

Abstract:

Loading...

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

89.

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 364 (176,024)

Abstract:

Loading...

Gold, bayesian model averaging, model uncertainty

90.

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 351 (183,217)
Citation 6

Abstract:

Loading...

EGARCH, bond markets, EMU

91.

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 338 (190,869)

Abstract:

Loading...

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

92.

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 329 (196,489)
Citation 2

Abstract:

Loading...

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

93.

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 328 (197,164)

Abstract:

Loading...

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

94.

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 324 (199,733)
Citation 2

Abstract:

Loading...

International, Friday the 13th, stock markets, efficiency

95.

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 322 (201,084)
Citation 1

Abstract:

Loading...

Risk, survey, financial risk, Ireland

96.

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 322 (201,084)
Citation 1

Abstract:

Loading...

Futures Markets, Skewness, Nonparametric, Asymmetric Returns

97.

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 317 (204,451)

Abstract:

Loading...

Writing, peer review, rejection

98.

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 316 (205,166)
Citation 2

Abstract:

Loading...

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

99.

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 312 (208,045)

Abstract:

Loading...

FTSE 100, Gender, Directors, Event Study

100.

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 311 (208,777)
Citation 31

Abstract:

Loading...

FPI, home bias, culture, gravity models

101.

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 308 (210,950)

Abstract:

Loading...

Random Matrix, correlations, geographical, country

102.

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 303 (214,602)
Citation 1

Abstract:

Loading...

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

103.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdin Akyildirim, Shaen Corbet and Brian M. Lucey
University of Zurich, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 290 (224,897)
Citation 1

Abstract:

Loading...

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

104.

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 288 (226,506)
Citation 5

Abstract:

Loading...

Gold,  Markov, Switching, Bubbles, Lease, Rates

105.

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 287 (227,325)
Citation 12

Abstract:

Loading...

Vysegrad Countries, integration, equity markets, recursive cointegration

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 285 (229,006)

Abstract:

Loading...

real estate, bubbles, Ireland

107.

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 283 (230,703)
Citation 1

Abstract:

Loading...

Volume, Ireland

108.

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 282 (231,552)
Citation 3

Abstract:

Loading...

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

109.

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 280 (233,233)

Abstract:

Loading...

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

110.

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 278 (234,952)
Citation 1

Abstract:

Loading...

Hedging, operational hedging, financial hedging, commodity exposure

111.

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 277 (235,872)
Citation 1

Abstract:

Loading...

Hubris, Overconfidence, Narcissism, CEO, Bank

112.

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 275 (237,625)
Citation 1

Abstract:

Loading...

gold, information share, COMEX, LBMA

113.

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 273 (239,415)

Abstract:

Loading...

IPO, negative first day

114.

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 Birmingham - Birmingham Business School
Downloads 270 (242,151)

Abstract:

Loading...

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

115.

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 262 (249,591)

Abstract:

Loading...

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

116.

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 251 (260,664)
Citation 1

Abstract:

Loading...

117.

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 250 (261,681)

Abstract:

Loading...

118.

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 247 (264,881)
Citation 1

Abstract:

Loading...

119.

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 Trinity College (Dublin)
Downloads 246 (265,932)
Citation 1

Abstract:

Loading...

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

120.

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 246 (265,932)

Abstract:

Loading...

volatility shifts, wavelets, value at risk

121.

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 245 (267,000)

Abstract:

Loading...

Volume, Ireland

122.

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 243 (269,149)
Citation 4

Abstract:

Loading...

Latin America, cointegration, equity markets, cointegration

123.

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 237 (275,802)
Citation 3

Abstract:

Loading...

commodities, comovement, econophysics, minimum spanning trees

124.

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 235 (278,066)
Citation 1

Abstract:

Loading...

Banking, Ireland, Regulation, Collapse

125.

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 235 (278,066)
Citation 1

Abstract:

Loading...

Stock Market Integration, G7 Stock markets, Cointegration, GARCH

126.

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 234 (279,291)

Abstract:

Loading...

Dividend policy, market movement, G-7, BRICS

127.

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 233 (280,463)
Citation 7

Abstract:

Loading...

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

128.

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 231 (282,818)
Citation 3

Abstract:

Loading...

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

129.

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 228 (286,411)

Abstract:

Loading...

130.

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 223 (292,569)
Citation 10

Abstract:

Loading...

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

131.

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 222 (293,826)

Abstract:

Loading...

Scientometrics , Topic Modelling, Ireland, Economics, textual analysis

132.

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 220 (296,419)

Abstract:

Loading...

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

133.

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 219 (297,722)
Citation 11

Abstract:

Loading...

Gold, information share, COMEX, LBMA, Shanghai

134.

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 217 (300,360)
Citation 5

Abstract:

Loading...

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

135.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
University of Zurich, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 215 (302,919)
Citation 14

Abstract:

Loading...

136.

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 209 (311,229)

Abstract:

Loading...

gold, mood, risk as feelings

137.

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 207 (314,098)

Abstract:

Loading...

Portfolio Allocation, Emerging Markets, Middle East and North Africa

138.

Decomposing Cryptocurrencies Behavioral Anomalies

Number of pages: 41 Posted: 17 Jun 2024
Montpellier Business School, Lebanese American University, University of Southampton - Southampton Business School and Trinity Business School, Trinity College Dublin
Downloads 204 (318,474)

Abstract:

Loading...

anomaly decomposition; cryptocurrencies; behavioral anomalies; salience theory; reversal effect; lottery preferences.

139.

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 204 (318,474)
Citation 3

Abstract:

Loading...

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

140.

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 204 (318,474)
Citation 14

Abstract:

Loading...

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

141.

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 203 (319,960)
Citation 6

Abstract:

Loading...

Density Forecasting, Statistical Consistency, Calibration, Value at Risk

142.

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 197 (328,859)
Citation 4

Abstract:

Loading...

Equity Markets, Economic Development

143.

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 192 (336,821)
Citation 5

Abstract:

Loading...

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

144.

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 192 (336,821)
Citation 6

Abstract:

Loading...

Gold, Silver, Platinum, Palladium, integration

145.

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 190 (340,078)
Citation 6

Abstract:

Loading...

Emerging markets, International stock market comovement, Cultural distance

146.

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 190 (340,078)

Abstract:

Loading...

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

147.

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 187 (345,115)
Citation 2

Abstract:

Loading...

Economic Methodology, Interdisciplinary Research, Sociology of Economics

148.

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 187 (345,115)
Citation 2

Abstract:

Loading...

149.

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 185 (348,542)
Citation 2

Abstract:

Loading...

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

150.

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 182 (353,770)
Citation 1

Abstract:

Loading...

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

151.

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 181 (355,492)
Citation 1

Abstract:

Loading...

Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

152.

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 180 (357,199)

Abstract:

Loading...

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

153.

Tracing the Evolution of Finance Research: A Topic Modeling Analysis of AJG-Ranked Journals

Number of pages: 56 Posted: 04 Nov 2024
Yang Su, Brian M. Lucey and Ashish Jha
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 179 (358,929)

Abstract:

Loading...

Structural Topic Modeling, Finance Research Trends, Topic Modeling, Team Collaboration

154.

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 175 (366,187)

Abstract:

Loading...

Editors, editorial power, diversity, geographic concentration

155.

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 174 (368,056)

Abstract:

Loading...

Seasonality, EMH, 19th Century

156.

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 173 (369,904)
Citation 2

Abstract:

Loading...

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

157.

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 172 (371,854)

Abstract:

Loading...

Minimum Spanning Tree, Equity Market Integration, Europe, Econophysics

158.

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 169 (377,706)
Citation 1

Abstract:

Loading...

Econophysics, International Integration, Emerging Markets, minimal spanning trees

159.

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 167 (381,585)
Citation 2

Abstract:

Loading...

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

160.

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 167 (381,585)

Abstract:

Loading...

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

161.

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 166 (383,624)
Citation 5

Abstract:

Loading...

Integration; Information transmissions; Generalized VAR model; Steam coal

162.

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 164 (387,608)
Citation 2

Abstract:

Loading...

terrorism; European aviation industry; tourism flows; ARMA-GARCH

163.

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 163 (389,642)

Abstract:

Loading...

Quantile coherency, Bonds, Commodities, Currencies, Equities

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 159 (397,994)

Abstract:

Loading...

Industrialization, Innovation, Employment, Causality, CS-ARDL

165.

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 158 (400,132)

Abstract:

Loading...

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

166.

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 158 (400,132)
Citation 8

Abstract:

Loading...

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

167.

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 155 (406,789)

Abstract:

Loading...

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

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 152 (413,415)
Citation 8

Abstract:

Loading...

Gold, Silver, Platinum, Palladium, Bibliometrics

169.

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 148 (422,431)

Abstract:

Loading...

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

170.

Corporate Biodiversity Risk and Concern: Evidence from Indian Firms and Industry-Level Insights

Number of pages: 12 Posted: 03 Dec 2024
Amar Rao, Brian M. Lucey and Satish Kumar
BML Munjal University, Trinity Business School, Trinity College Dublin and Indian Institute of Management Nagpur
Downloads 145 (429,549)

Abstract:

Loading...

Biodiversity, Indian corporate finance, Risk exposure

171.

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 142 (436,841)
Citation 1

Abstract:

Loading...

frontier markets, psychological barriers, individualism

172.

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 140 (441,787)

Abstract:

Loading...

Ireland, Bayesian Analysis, Efficiency

173.

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 138 (446,889)
Citation 2

Abstract:

Loading...

psychological barriers; clustering; non-ferrous metals

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 133 (460,471)

Abstract:

Loading...

Monetary Policy Decisions, Liquidity, Investor Sentiment, Gold, Silver

175.

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 128 (474,637)

Abstract:

Loading...

Integration, Kalman Filter, EMU, Cointegration

176.

Do U.S. Macroeconomic Surprises Influence Equity Returns? An Exploratory Analysis of Developed Economies

Number of pages: 30 Posted: 11 May 2013
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 125 (483,612)
Citation 1

Abstract:

Loading...

Macroeconomic News, International Financial Markets, Stock Returns and Volatility

177.

Board Characteristics, External Governance and the Use of Renewable Energy: International Evidence From Public Firms

Number of pages: 55 Posted: 20 Jul 2020
Dayong Zhang, Zhiwei Zhang, Qiang Ji, Brian M. Lucey and Jia Liu
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Trinity Business School, Trinity College Dublin and University of Salford
Downloads 124 (486,633)

Abstract:

Loading...

Board characteristics; Corporate governance; External governance; Legal origin; Renewable energy

178.

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 124 (486,633)
Citation 1

Abstract:

Loading...

Ireland, non-parametric, stock returns

179.

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 Birmingham - Birmingham Business School and University Of Surrey
Downloads 122 (492,968)
Citation 1

Abstract:

Loading...

Vice Chancellors, Compensation, Pay Gap, Performance

180.

Investigating the Determinants of the Wednesday Seasonal in Irish Equities

Number of pages: 26 Posted: 12 Apr 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 118 (505,537)

Abstract:

Loading...

Daily seasonality, anomalies, market efficiency, Ireland

181.

The Dynamics of Researcher Journal Quality Perception and Ranking Divergence

Number of pages: 53 Posted: 21 Nov 2018
Cormac Bryce, Michael M. Dowling and Brian M. Lucey
City University London, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 117 (508,801)

Abstract:

Loading...

Academic Journal Guide; Journal Ranking; Research Excellence Framework; Research Publications; Journal Quality; Quality Perception Gap

182.

The Connected University: Ireland's Higher Education Institutions and Their Knowledge Exchange Activities

Number of pages: 43 Posted: 10 Oct 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 116 (512,122)

Abstract:

Loading...

engagement, universities, higher education, commercialisation, community, outreach

183.

Assessing Linkages between Alternative Energy Markets and Cryptocurrency

Number of pages: 29 Posted: 30 Jan 2023
United Arab Emirates University, DHA Suffa University, Sunway Business School, Sunway University, Malaysia, (UMT) University of Management and Technology (Pakistan) and Trinity Business School, Trinity College Dublin
Downloads 113 (522,395)

Abstract:

Loading...

Connectedness, Alternative energy, cryptocurrrency

184.

From Words to Impact: Building the Biodiversity Concern Index with Semantic Brand Score

Number of pages: 36 Posted: 13 Jan 2025
Amar Rao, Brian M. Lucey and Satish Kumar
BML Munjal University, Trinity Business School, Trinity College Dublin and Indian Institute of Management Nagpur
Downloads 104 (555,630)

Abstract:

Loading...

Biodiversity, Bio-concern, Biodiversity Risk, Firm Valuation, Semantic Brand Score JEL Codes: Q57, G32

185.

Can US Dollar Shine More Than Bitcoin Against the Downside Risk of Regional Equity Markets?

Number of pages: 31 Posted: 20 May 2022
Anhui University of Finance and Economics, Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin and United Arab Emirates University
Downloads 104 (555,630)
Citation 1

Abstract:

Loading...

USD index; Bitcoin; Conditional Diversification Benefits; Hedge; Safe-haven; Regional indices

186.

Forward Exchange Rate Biasedness Across Developed and Developing Country Currencies: Do Observed Patterns Persist Out of Sample?

Number of pages: 24 Posted: 25 Aug 2012 Last Revised: 03 Sep 2012
Brian M. Lucey and Grace Loring
Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 104 (555,630)

Abstract:

Loading...

Forward Rate Unbiasedness, Emerging markets, carry trade, interest parity

187.

Return and Volatility Spillovers in Industrial Metals

Number of pages: 13 Posted: 11 Dec 2013
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 102 (563,513)
Citation 2

Abstract:

Loading...

base metal, industrial metal, range-based volatility, spillover

Gender Dynamics and Academic Recognition in Finance: Evidence from Citation Patterns and Journal Rankings

Number of pages: 35 Posted: 03 Jan 2025
Yang Su, Brian M. Lucey and Ashish Jha
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 87 (631,789)

Abstract:

Loading...

Female Authorship, Diversity in Academia A14

Gender Dynamics and Academic Recognition in Finance: Evidence from Citation Patterns and Journal Rankings

Number of pages: 36 Posted: 28 Jan 2025
Yang Su, Brian M. Lucey and Ashish Jha
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 14 (1,262,924)

Abstract:

Loading...

Female Authorship, Diversity in Academia

189.

Commonality in FX Liquidity: High-Frequency Evidence

Number of pages: 13 Posted: 10 Apr 2020 Last Revised: 14 Apr 2020
Ahmet Sensoy, Sevcan Uzun and Brian M. Lucey
Borsa Istanbul, Central Bank of Turkey and Trinity Business School, Trinity College Dublin
Downloads 100 (571,472)
Citation 1

Abstract:

Loading...

Commonality in liquidity, foreign exchange, high-frequency trading, transaction cost, systematic risk

190.

Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose

Number of pages: 18 Posted: 03 Mar 2017
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 92 (603,025)

Abstract:

Loading...

N50, Q31, G38, G12

191.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Faculty of Business, Queen's University Belfast - Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 90 (611,206)
Citation 2

Abstract:

Loading...

Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

192.

Dividend Policy and Biodiversity Risk -Chinese Evidence

Number of pages: 35 Posted: 13 Dec 2024
Yang Zhou, Brian M. Lucey and Feng
Hunan University, Trinity Business School, Trinity College Dublin and Tianjin University of Finance & Economics
Downloads 89 (615,516)

Abstract:

Loading...

Biodiversity risk, Dividend policy, China, Financing difficulties, Resource reallocation JEL Code: G35, Q51, Q57

193.

Do Ethics Outpace Sins?

Number of pages: 16 Posted: 19 Mar 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 84 (637,703)

Abstract:

Loading...

Conventional Stocks, Ethical Investments, Sin Stocks, Quantile Coherency

194.

Managerial Myopia and Biodiversity Alignment- Evidence from China

Number of pages: 50 Posted: 02 Oct 2024
Yinghan Zhao, Xiaoyu Qu and Brian M. Lucey
Renmin University of China, Beijing Language and Culture University and Trinity Business School, Trinity College Dublin
Downloads 83 (642,187)

Abstract:

Loading...

Managerial Myopia, Biodiversity Development, Corporate Biodiversity Performance

195.

What Do Advanced Machine Learning Techniques Reveal About the Esg-Fintech Nexus?

Number of pages: 48 Posted: 07 Aug 2024
Sitara Karim and Brian M. Lucey
Sunway Business School, Sunway University, Malaysia and Trinity Business School, Trinity College Dublin
Downloads 82 (646,773)

Abstract:

Loading...

Advanced Machine Learning, ESG, FinTech, Regression, Predictability

196.

Does Managerial Myopia Hinder Biodiversity Development? Evidence from Listed Companies in China

Number of pages: 47 Posted: 28 Aug 2024
Yinghan Zhao, Xiaoyu Qu and Brian M. Lucey
Renmin University of China, Beijing Language and Culture University and Trinity Business School, Trinity College Dublin
Downloads 81 (651,434)

Abstract:

Loading...

Managerial Myopia, Biodiversity Development, Corporate Biodiversity Performance

197.

Growth... What Growth?

Number of pages: 8 Posted: 06 Dec 2022
Onur Kemal Tosun and Brian M. Lucey
Cardiff Business School - Accounting and Finance Section and Trinity Business School, Trinity College Dublin
Downloads 81 (651,434)

Abstract:

Loading...

Economic turmoil, low-tax policy, firm value, growth

An Analysis of the Journal Article Output of Irish-Based Economists, 1970 to 2001

Number of pages: 51 Posted: 24 Jan 2007
Alan Barrett and Brian M. Lucey
Economic and Social Research Institute and Trinity Business School, Trinity College Dublin
Downloads 78 (675,078)
Citation 2

Abstract:

Loading...

economics, productivity, academics

An Analysis of the Journal Article Output of Irish-Based Economists, 1970 to 2001

Economic and Social Review, Forthcoming
Posted: 03 Apr 2003
Brian M. Lucey and Alan Barrett
Trinity Business School, Trinity College Dublin and Economic and Social Research Institute

Abstract:

Loading...

Productivity, Ireland, Citation Analysis

199.

Border Disputes, Conflicts, War, and Financial Markets Research: A Systematic Review

Number of pages: 60 Posted: 04 Nov 2022 Last Revised: 28 May 2023
Dharen Kumar Pandey, Brian M. Lucey and Satish Kumar
P.G. Department of Commerce, Magadh University, Trinity Business School, Trinity College Dublin and Indian Institute of Management Nagpur
Downloads 77 (670,468)

Abstract:

Loading...

systemic review, war, Financial Markets

200.

From Systemic Risk to Contagion Information Transmission in the Global Stock Markets

Number of pages: 43 Posted: 29 Jan 2023
United Arab Emirates University, University of Nottingham Malaysia Campus, Prince Sultan University - College of Business Administration, Sunway Business School, Sunway University, Malaysia and Trinity Business School, Trinity College Dublin
Downloads 73 (690,676)

Abstract:

Loading...

Tail Risk, expected shortfall, Contagion, Information spillover, network connectedness, global stock markets

201.

The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models

Number of pages: 46 Posted: 25 Oct 2021
China University of Geosciences (CUG) - School of Economics and Management, China University of Geosciences (CUG), China University of Geosciences, Beijing, Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 73 (690,676)
Citation 3

Abstract:

Loading...

Financial development, Environmental quality, Indirect impact, Panel smooth transition regression models

202.

Temporal Dynamics of Geopolitical Risk: An Empirical Study on Energy Commodity Interest-Adjusted Spreads

Number of pages: 29 Posted: 26 Jan 2024
Brian M. Lucey, SATISH R and Amar Rao
Trinity Business School, Trinity College Dublin, NITIE Mumbai and BML Munjal University
Downloads 71 (701,348)

Abstract:

Loading...

Geopolitical risk, energy markets, future, interest rates, risk management

203.

"Metamoney: Exploring the Intersection of Virtual Worlds and Financial Systems"

Number of pages: 28 Posted: 04 Aug 2023
Trinity Business School, Trinity College Dublin, Luiss Guido Carli University - Luiss Business School, Dublin City University Business School, NITIE Mumbai, Sunway Business School, Sunway University and JK Lakshmipat University
Downloads 71 (701,348)

Abstract:

Loading...

Digital finance, Metaverse, Literature Review, research trends

204.

The Impact of ESG Performance on Corporate Credit Risk and Sustainable Development

Number of pages: 28 Posted: 26 Jul 2024
Runqian Luo, Susheng Ding, Brian M. Lucey and Min Du
Ningbo University, Ningbo University, Trinity Business School, Trinity College Dublin and Edinburgh Napier University
Downloads 70 (706,758)

Abstract:

Loading...

ESG performance, Credit Risk, Dual carbon targets, Sustainable Development Goals

205.

Chinese ESG Disclosure And Technological Innovation Capability: The Role of Financing Constraints

Number of pages: 30 Posted: 23 Feb 2023
Zhejiang University - City College, College of economics, Zhejiang university, Pingdingshan University, Teesside University and Trinity Business School, Trinity College Dublin
Downloads 70 (706,758)

Abstract:

Loading...

ESG disclosure, Technological innovation capability, Financing constraints, Green industry, High-tech industry

206.

Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements

Number of pages: 59 Posted: 02 Feb 2021
University of Zurich, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 69 (712,263)
Citation 1

Abstract:

Loading...

207.

Network Structure and Risk-Adjusted Return Approach to Stock Indices Integration: A Study on Asia-Pacific Countries

Number of pages: 27 Posted: 12 Sep 2022
Ahmedabad University, Indian Institute of Management Sambalpur, Trinity Business School, Trinity College Dublin, Indian Institute of Management Bodh Gaya and NITIE Mumbai
Downloads 64 (741,131)

Abstract:

Loading...

stock-market integration, Asia-Pacific region, network structure, differential return

208.

From Trade Wars to Market Jitters: The Financial Fallout of U.S. Tariffs

Number of pages: 14 Posted: 27 Feb 2025
Amar Rao, Brian M. Lucey and SATISH R
BML Munjal University, Trinity Business School, Trinity College Dublin and NITIE Mumbai
Downloads 63 (747,248)

Abstract:

Loading...

Equity, Event-study, Markets, Tariff, Trade, Uncertainty

209.

The Impact of ESG Rating Disagreements on Corporate Bond Credit Spreads in the Chinese Market

Number of pages: 33 Posted: 25 May 2024
WEnjun Tu, Min Du and Brian M. Lucey
Ningbo University, Edinburgh Napier University and Trinity Business School, Trinity College Dublin
Downloads 63 (747,248)

Abstract:

Loading...

ESG rating disagreement, Bond financing, Governance framework

210.

Does Cryptocurrency Pricing Response to Regulatory Intervention Depend on Underlying Blockchain Architecture?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 47 Posted: 16 Mar 2022
Dublin City University Business School, Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 63 (747,248)

Abstract:

Loading...

Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; EGARCH.

211.

Biodiversity at Risk: How Managerial Myopia and Incentives Shape UK Corporate Environmental Strategies

Number of pages: 49 Posted: 24 Apr 2025
Cardiff University, Cardiff University - Cardiff Business School, Cardiff University - Cardiff Business School, Trinity Business School, Trinity College Dublin and Cardiff University, Cardiff Business School
Downloads 61 (765,997)

Abstract:

Loading...

Managerial Myopia, Biodiversity Management, Corporate Governance, Board Diversity, Executive Compensation, Sustainability

212.

Covid-Induced Sentiment and the Intraday Volatility Spillovers between Energy and Other Etfs

Number of pages: 26 Posted: 12 Jul 2022
United Arab Emirates University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Sunway Business School, Sunway University, Malaysia
Downloads 61 (759,622)
Citation 3

Abstract:

Loading...

COVID-19, Intraday volatility, TVP-VAR, US ETFs, Wavelet analysis

213.

Contagion and Interdependence: Measuring CEE Banking Sector Co-Movements

Bank of Finland Research Discussion Paper No. 15/2006
Number of pages: 47 Posted: 14 Feb 2017 Last Revised: 18 Nov 2021
Terhi Jokipii and Brian M. Lucey
Bank of Finland and Trinity Business School, Trinity College Dublin
Downloads 58 (779,097)

Abstract:

Loading...

financial markets research, contagion, interdependence, macroeconomic news, banking sector, stock returns

214.

Asymmetric Spillovers from Climate Change and Carbon Emissions Uncertainty to Prices of Key Energy Markets

Number of pages: 30 Posted: 16 Jan 2023
Amar Rao, Brian M. Lucey and SATISH R
BML Munjal University, Trinity Business School, Trinity College Dublin and NITIE Mumbai
Downloads 56 (792,750)

Abstract:

Loading...

carbon emissions, Climate Change, frequency, energy prices, Spillover, uncertainty

215.

Can Financial Marketization Mitigate the Negative Effect of Exchange Rate Fluctuations on Exports? Evidence from Chinese Regions

Number of pages: 11 Posted: 01 Oct 2019
Brian M. Lucey, Xiaoxue Wang, Yanfang Wang and Ying Xu
Trinity Business School, Trinity College Dublin, Tianjin University of Finance & Economics, Tianjin University of Finance & Economics and Tianjin University of Finance & Economics
Downloads 54 (807,008)

Abstract:

Loading...

Inter Provincial Effective Exchange Rate; Export Trade; Financial Marketization

216.

Examining the Interconnectedness and Risk Profile of Hydrogen Against Other Underlying Assets

Number of pages: 37 Posted: 23 Aug 2023
Trinity Business School, Trinity College Dublin, Norwegian University of Life Sciences (NMBU) - School of Economics and Business, Dar Al-Hekma University and Linkoping University - Department of Management and Engineering Division
Downloads 51 (829,290)

Abstract:

Loading...

Sustainability, Hydrogen, Green Investment, Interconnectedness, systemic risk, COVID-19

217.

Online Appendix: The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 21 Posted: 25 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 51 (829,290)
Citation 1

Abstract:

Loading...

Initial Public Offering; Europe; Withdrawal; Probit

218.

Tracing the Evolution of Finance Research: A Topic Modeling Analysis Ofajg-Ranked Journals

Number of pages: 57 Posted: 26 Oct 2024
Yang Su, Brian M. Lucey and Ashish Jha
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 44 (886,508)

Abstract:

Loading...

Structural Topic Modeling, Finance Research Trends, Topic Modeling, Team Collaboration

219.

Critical Metals and Economic Uncertainty: Interrelated Dynamics Shaping the Energy Transition

Number of pages: 29 Posted: 01 Feb 2025
Linkoping University - Department of Management and Engineering Division, Linkoping University, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 42 (904,192)

Abstract:

Loading...

critical minerals, time varying spillover, uncertainty, Carbon Transition

220.

A Novel Structural Breakpoints Detection Method Combining Bifurcation Theory and Financial Stochastic Processes

Number of pages: 15 Posted: 30 Nov 2023
Weijia Chen, Shupei Huang, xinya wang and Brian M. Lucey
affiliation not provided to SSRN, China University of Geosciences (CUG), University of International Business and Economics and Trinity Business School, Trinity College Dublin
Downloads 42 (904,192)
Citation 1

Abstract:

Loading...

Financial stochastic process, Structural breakpoints, Bifurcation theory, Ornstein-Uhlenbeck process

221.

Institutional Investor Networks Centrality and Firms’ Debt Maturity Mismatch

Number of pages: 13 Posted: 25 Sep 2024
Tingting Liu, Junrui Zhang, Ziang Chen and Brian M. Lucey
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Trinity Business School, Trinity College Dublin
Downloads 41 (913,179)

Abstract:

Loading...

D85, G39, G21

222.

Corporate Commodity Exposure: A Multi-Country Longitudinal Study

Number of pages: 28 Posted: 22 Aug 2022
Elaine Laing, Brian M. Lucey, Samuel A. Vigne and Xu Han
Trinity Business School, Trinity Business School, Trinity College Dublin, Luiss Guido Carli University - Luiss Business School and Trinity Business School, Trinity College Dublin
Downloads 41 (913,179)

Abstract:

Loading...

Commodity Price Exposure, OECD, risk management

223.

Energy-Related Discussion and its Impact on the Us Financial Markets

Number of pages: 46 Posted: 27 May 2024
Brian M. Lucey, Alok Dixit, Jalaj Pathak and Sanchit Jain
Trinity Business School, Trinity College Dublin, IIM Lucknow, Indian Institute of Management Lucknow and Indian Institute of Management (IIMB), Bangalore
Downloads 37 (951,555)

Abstract:

Loading...

energy, Equity risk premium, Volatility, S&P 500 index

224.

Impact of News and Social Media Sentiments on Rare Earth Investments

Number of pages: 33 Posted: 08 Jan 2025
University of Vaasa - Department of Mathematics and Statistics, Aalto University, Asian Development Bank - Economic Research, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 36 (961,504)

Abstract:

Loading...

Rare earth metals, News and social media, TRMI, Economic resilience, HAR model, Volatility forecasting

225.

Growth … What Growth?

Finance Research Letters, 2023
Number of pages: 8 Posted: 14 Nov 2022 Last Revised: 26 Feb 2023
Onur Kemal Tosun and Brian M. Lucey
Cardiff Business School - Accounting and Finance Section and Trinity Business School, Trinity College Dublin
Downloads 36 (961,504)

Abstract:

Loading...

economic turmoil, low-tax policy, firm value, growth

226.

What Really Drives Clean Energy Stocks - Fear or Fundamentals

Number of pages: 27 Posted: 27 Dec 2024
Yuqi Zheng and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 35 (971,708)

Abstract:

Loading...

sustainability, Sentiment values, Environment, Media coverage, Energy, Stock, Economic, Extreme Bounds Analysis (EBA), Cloud Computing, Isolation Forest

227.

An Optimized Grt Model with Blockchain Digital Smart Contracts for Power Generation Enterprises

Number of pages: 43 Posted: 01 Sep 2022
Shandong Normal University, affiliation not provided to SSRN, Teesside University, Shandong Normal University and Trinity Business School, Trinity College Dublin
Downloads 34 (981,865)

Abstract:

Loading...

big data, blockchain, digital smart contract, generation rights transaction (GRT), power generation enterprises

228.

The Efficiency of the London Gold Fixing: From Gold Standard to Hoarded Commodity (1919-68)

Number of pages: 46 Posted: 20 Feb 2025
Fergal A. O'Connor and Brian M. Lucey
University College Cork and Trinity Business School, Trinity College Dublin
Downloads 33 (992,494)

Abstract:

Loading...

Daily Gold Price, London Market, Market Efficiency, Adaptive Markets Hypothesis, Gold Fixing, Hoarding. JEL: F3, G1, G2, N2, Q3

229.

Navigating Interconnection between Energy Markets: Uranium as a Diversification Tool in Fossil Fuel Portfolios

Number of pages: 15 Posted: 28 Nov 2024
Pir Mehr Ali Shah Arid Agriculture University Rawalpindi (PMAS), Trinity Business School, Trinity College Dublin, Pir Mehr Ali Shah Arid Agriculture University Rawalpindi (PMAS) and Capital University of Science & Technology
Downloads 32 (1,003,107)

Abstract:

Loading...

Uranium stocks, Uranium future, fossil fuels, Portfolio optimization, Nuclear energy, Climate Action

230.

Beyond Greenwashing: How does firm-level biodiversity disclosure affect corporate sustainability strategy?

Number of pages: 40
Feng, Chungyang Wei, Brian M. Lucey and Jing HAO
Tianjin University of Finance & Economics, Capital University of Economics and Business, Trinity Business School, Trinity College Dublin and Tianjin University of Finance and Economics
Downloads 29

Abstract:

Loading...

firm-level biodiversity disclosure, corporate sustainability, green washing

231.

The Connectedness Across Healthcare Cryptocurrencies, Defi, and Nfts: Which Global Risks Factors Should Be Paid More Attention?

Number of pages: 105 Posted: 27 Feb 2025
University of Central Punjab, Faculty of Economics and Management of Tunis, affiliation not provided to SSRN and Trinity Business School, Trinity College Dublin
Downloads 24 (1,095,570)

Abstract:

Loading...

Healthcare Cryptocurrencies, Digital Currencies, News-based Risks, Cryptocurrency Uncertainty Index

232.

Energy Technical Efficiency and Total Factor Productivity of China's Power Industry Based on DEA Model

Number of pages: 30 Posted: 10 May 2022
Independent, Zhengzhou University, Teesside University, Zhengzhou University, Shandong Normal University and Trinity Business School, Trinity College Dublin
Downloads 24 (1,095,570)

Abstract:

Loading...

energy technical efficiency, total factor productivity, electric power system reform, power generation industry, transmission and distribution network

233.

When lighting strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia Airlines

S Corbet, M Efthymiou, B Lucey, JF O'Connell, When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines, Annals of Tourism Research 87, 103109
Number of pages: 34 Posted: 03 Feb 2022
Dublin City University, Dublin City University, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 24 (1,095,570)

Abstract:

Loading...

Malaysia Airlines; Airline; Crisis Management; MH17; MH370; Nationalisation.

234.

Does Experience Lead to More Cautious Decision-Making? A Study of the Effect of Executive Green Background on Corporate Environmental Protection Investment: Based on the Moderating Role of Informal Institutions

Number of pages: 38 Posted: 11 Sep 2024
Zhejiang University of Technology, Zhejiang University of Technology, Trinity Business School, Trinity College Dublin, Edinburgh Napier University and Zhejiang University of Technology
Downloads 20 (1,145,806)

Abstract:

Loading...

green governance, executive green background, environmental protection investment, informal institutions

235.

Whether Voluntary GHG Disclosure Could Help Improve Subsequent GHG Performance-New Global Evidence

Number of pages: 61 Posted: 12 Apr 2024
Peigong Li, Mingching Li, WanWan Zhu and Brian M. Lucey
Shanghai Lixin University of Accounting and Finance, Leeds University Business School, Leeds University Business School and Trinity Business School, Trinity College Dublin
Downloads 20 (1,145,806)

Abstract:

Loading...

GHG Disclosure, GHG Performance, GHG Disclosure Strategy, GHG Disclosure Environment, GHG Information Disclosure Differences, GHG Disclosure Platform

236.

Do Ratings Changes Affect the Characteristics of the Authors Publishing In Those Journals or the Nature of Their Research?

Number of pages: 50 Posted: 23 Jan 2025
Brian M. Lucey, Yang Su, Chris Brooks and Andrew Urquhart
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Reading - ICMA Centre and affiliation not provided to SSRN
Downloads 18 (1,170,689)

Abstract:

Loading...

Academic Journal Guide, research evaluation, metrics, journal ratings, research quality perception

237.

Green Targeted Lending Operations in the Euro Area

Number of pages: 11 Posted: 08 Jul 2024
Ahn Le, Gazi Salah Uddin and Brian M. Lucey
Goethe University Frankfurt, Linkoping University - Department of Management and Engineering Division and Trinity Business School, Trinity College Dublin
Downloads 17 (1,183,171)

Abstract:

Loading...

Dual rates Optimal policy, Transition risk

238.

Finance Research and the Un Sustainable Development Goals – an  Analysis and Forward Look

Number of pages: 2 Posted: 20 Feb 2024
Yang Su, Brian M. Lucey and Ashish Jha
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 14 (1,219,595)

Abstract:

Loading...

UN sustainable development goals, Fuzzy Matching Analysis, topic modeling, Financial Academic Trends

239.

Syndication Networks and Venture Capital Governance: A Risk-Taking Perspective

Number of pages: 29 Posted: 02 Apr 2025
Yinghan Zhao, Brian M. Lucey and Yujia Wang
Renmin University of China, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 7 (1,288,025)

Abstract:

Loading...

Syndication networks, venture capital, Corporate risk-taking, Investment specialization

240.

Talking Trump and Tanking Markets Immediate

Number of pages: 16 Posted: 29 Apr 2025
Brian M. Lucey and Yuqi Zheng
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 0

Abstract:

Loading...

Clean Energy, Urgency, Market Dynamics, Abnormal Return(AR), Cumulative Abnormal Return(CAR), Trump

241.

World Metals Markets

O'Connor, F., Lucey, B. and Aggarwal, R. (2016). ‘World Metals Markets’, in Ziemba, B. and Malliaris, T. (eds.) World Scientific Handbook of Futures Markets. ISBN: 978-981-4566-91-9.
Posted: 13 Feb 2024
University College Cork, Kent State University Foundation and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

Gold, silver, platinum, palladium, tin, efficiency, information flow, metal

242.

ESG disclosure and internal pay gap: Empirical evidence from China

Khurram, M. U., Chen, L., Abedin, M. Z., Adu, D. A., & Lucey, B. (2024). ESG disclosure and internal pay gap: Empirical evidence from China. International Review of Economics & Finance, 92, 228-244. https://doi.org/10.1016/j.iref.2024.02.023
Posted: 24 Dec 2022 Last Revised: 07 Mar 2024
School of economics, Zhejiang university, Zhejiang University - School of Public Affairs, Teesside University and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

ESG disclosure; Internal pay gap; State-owned enterprises; Green enterprises; High-tech enterprises

243.

ESG Disclosure and Technological Innovation Capabilities of the Chinese Listed Companies

Chen, L., Khurram, M. U., Gao, Y., Abedin, M. Z., & Lucey, B. (2023). ESG disclosure and technological innovation capability of the Chinese listed Companies. Research in International Business and Finance, 101974. https://doi.org/10.1016/j.ribaf.2023.101974
Posted: 29 Oct 2022 Last Revised: 07 Mar 2024
Zhejiang University - School of Public Affairs, School of economics, Zhejiang university, Teesside University, Pingdingshan University and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

Environmental, Social and Governance (ESG) disclosure, Technological Innovation Capabilities (TIC), Green and High-tech industries, Financing Constraints (FC), Chinese listed companies

244.

The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve

Posted: 22 May 2020
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Trinity Business School, Trinity College Dublin and University of St Andrews School of Management

Abstract:

Loading...

Emerging markets, Local projections, Oil price, Supply and demand shocks, Yield curve factors, Geopolitical oil price risks

245.

Chapter 30: The Future of Behavioral Finance

Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 561-578, New York, NY: Oxford University Press, 2017.
Posted: 14 Jun 2017
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

behavioral finance, behavioural finance, behavioral corporate finance, investor psychology, philosophy, reliability

246.

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

Advances in Complex Systems, Vol. 11, No. 5, pp. 655-668, 2008
Posted: 25 Nov 2009
Trinity College (Dublin) - School of Physics, Trinity College (Dublin) - Department of Physics, Trinity College (Dublin) - School of Physics and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

Econophysics, random matrix theory, random time series

247.

Comovements in Government Bond Markets: A Minimum Spanning Tree Analysis

Posted: 22 Oct 2009
Marian Boscia, Claire G. Gilmore and Brian M. Lucey
King's College (Wilkes-Barre, PA) - McGowan School of Business, King's College (Wilkes-Barre, PA) - McGowan School of Business and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

248.

Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008

Posted: 02 Oct 2009
Alexandr Sevic and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin

Abstract:

Loading...

bank, crisis, coexceedance, probit

249.

Friday the 13th & the Philosophical Basis of Financial Economics

Journal of Economics and Finance, Vol. 24, Fall 2000
Posted: 01 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin

Abstract:

Loading...

250.

Anomalous Daily Seasonality in Ireland?

Applied Economics Letters, Vol. 7, 2000
Posted: 30 Apr 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin

Abstract:

Loading...

251.

Examining the Profit-Efficiency Relationship in Irish Credit Institutions

Posted: 20 Dec 1998
Brian M. Lucey
Trinity Business School, Trinity College Dublin

Abstract:

Loading...

Other Papers (3)

Total Downloads: 242
1.

Distance Matters for Portfolio Investment - But What Kind of Distance?

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
Kent State University Foundation, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 121 (342,851)

Abstract:

Loading...

distance, foreign portfolio investment, extreme bounds, Gravity Model

2.

An Empirical Study of Multiple Listings

Number of pages: 27 Posted: 12 Dec 2008
Leyuan You and Brian M. Lucey
University of Alaska Anchorage and Trinity Business School, Trinity College Dublin
Downloads 92

Abstract:

Loading...

Multiple listings, emerging markets, ADR

3.

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

Number of pages: 30 Posted: 03 Aug 2017
Lee A. Smales and Brian M. Lucey
University of Western Australia and Trinity Business School, Trinity College Dublin
Downloads 29

Abstract:

Loading...

Monetary policy decisions, Liquidity, Investor Sentiment, Gold, Silver