Author Page for Brian M. Lucey

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 5,769 (2,223)

Citation 146

Abstract:

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

Suwan(Cheng) Long, Brian M. Lucey, Larisa Yarovaya and Ying Xie

Judge Business School, University of Cambridge, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Cranfield University

Downloads 4,589 (3,363)

Citation 11

Abstract:

3.

ChatGPT for (Finance) Research: The Bananarama Conjecture

Number of pages: 35 Posted: 12 Jan 2023

Michael M. Dowling and Brian M. Lucey

Dublin City University Business School and Trinity Business School, Trinity College Dublin

Downloads 2,415 (9,641)

Abstract:

4.

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 2,363 (9,996)

Citation 33

Abstract:

5.

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 2,318 (10,275)

Citation 17

Abstract:

6.

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 2,232 (10,948)

Abstract:

7.

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

Number of pages: 63 Posted: 17 May 2020 Last Revised: 15 Feb 2022

Larisa Yarovaya, Janusz Brzeszczynski, John W. Goodell, Brian M. Lucey and Chi Keung Lau

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 1,985 (13,186)

Citation 56

Abstract:

8.

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 1,870 (14,582)

Citation 5

Abstract:

9.

The Financial Economics of Gold – A Survey

FIRN Research Paper No. 2628018

Number of pages: 60 Posted: 09 Jul 2015

Fergal A. O'Connor, Brian M. Lucey, Jonathan A. Batten and Dirk G. Baur

University College Cork, Trinity Business School, Trinity College Dublin, RMIT University and University of Western Australia - Business School

Downloads 1,751 (16,082)

Citation 4

Abstract:

10.

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

Number of pages: 23 Posted: 06 Mar 2011 Last Revised: 28 Aug 2012

Constantin Gurdgiev, Brian M. Lucey, Ciaran Mac an Bhaird and Lorcan Roche-Kelly

Monfort College of Business, University of Northern Colorado, Trinity Business School, Trinity College Dublin, Dublin City University and affiliation not provided to SSRN

Downloads 1,713 (16,613)

Citation 5

Abstract:

11.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018

Shaen Corbet, Brian M. Lucey, Andrew Urquhart and Larisa Yarovaya

Dublin City University, Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School

Downloads 1,690 (16,953)

Citation 72

Abstract:

12.

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

Number of pages: 21 Posted: 04 Oct 2007 Last Revised: 14 Jul 2009

Ciaran Mac an Bhaird and Brian M. Lucey

Dublin City University and Trinity Business School, Trinity College Dublin

Downloads 1,641 (17,738)

Citation 2

Abstract:

13.

International Portfolio Formation, Skewness and the Role of Gold

Downloads 1,589 (18,625)

Citation 17

2

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 1,224 (27,127)

Citation 2

Abstract:

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 365 (131,338)

Citation 18

Abstract:

14.

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 1,376 (23,195)

Citation 3

Abstract:

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 1,369 (23,372)

Citation 2

Abstract:

16.

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 1,362 (23,557)

Citation 38

Abstract:

17.

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 1,318 (24,741)

Citation 3

Abstract:

18.

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 1,263 (26,339)

Citation 1

Abstract:

19.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya

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 1,174 (29,290)

Citation 8

Abstract:

20.

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 1,114 (31,679)

Citation 78

Abstract:

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 1,085 (32,892)

Citation 4

Abstract:

22.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017

Shaen Corbet, Andrew Meegan, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya

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 1,073 (33,420)

Citation 67

Abstract:

23.

The Macroeconomic Determinants of Volatility in Precious Metals Markets

Number of pages: 23 Posted: 20 Jun 2008

Jonathan A. Batten, Cetin Ciner and Brian M. Lucey

RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin

Downloads 994 (37,204)

Citation 15

Abstract:

24.

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

Number of pages: 88 Posted: 27 Jan 2017 Last Revised: 09 Feb 2017

Sile Li and Brian M. Lucey

Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin

Downloads 986 (37,584)

Citation 4

Abstract:

25.

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

Number of pages: 23 Posted: 29 Aug 2015

Andrew Urquhart, Jonathan A. Batten, Brian M. Lucey, Frank McGroarty and Maurice Peat

ICMA Centre, Henley Business School, RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and The University of Sydney

Downloads 953 (39,429)

Abstract:

26.

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 943 (40,049)

Abstract:

27.

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 881 (43,950)

Citation 4

Abstract:

28.

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

Number of pages: 14 Posted: 08 Apr 2022 Last Revised: 15 Sep 2022

Lennart John Baals, Brian M. Lucey, Samuel A. Vigne and Suwan(Cheng) Long

Trinity College (Dublin), Trinity Business School, Trinity College Dublin, Luiss Guido Carli University - Luiss Business School and Judge Business School, University of Cambridge

Downloads 865 (45,121)

Abstract:

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

Md Akhtaruzzaman, Sabri Boubaker, Brian M. Lucey and Ahmet Sensoy

Australian Catholic University, Ecole de Management de Normandie, Trinity Business School, Trinity College Dublin and Borsa Istanbul

Downloads 854 (45,809)

Citation 20

Abstract:

30.

Psychological Barriers in Gold Prices?

Institute for International Integration Studies Discussion Paper No. 53

Number of pages: 19 Posted: 21 Feb 2005

Raj Aggarwal, Raj Aggarwal and Brian M. Lucey

Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron and Trinity Business School, Trinity College Dublin

Downloads 835 (47,301)

Citation 9

Abstract:

31.

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

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya

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 760 (53,713)

Citation 29

Abstract:

32.

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

Number of pages: 21 Posted: 14 Jan 2008

Brian M. Lucey, Ali Nejadmalayeri and Manohar Singh

Trinity Business School, Trinity College Dublin, University of Wyoming - College of Business and Willamette University - Atkinson Graduate School of Management

Downloads 740 (55,666)

Citation 5

Abstract:

33.

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

IIIS Discussion Paper No. 122

Number of pages: 27 Posted: 02 Mar 2006 Last Revised: 14 Jul 2009

Dirk G. Baur and Brian M. Lucey

University of Western Australia - Business School and Trinity Business School, Trinity College Dublin

Downloads 734 (56,296)

Citation 20

Abstract:

34.

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 726 (57,137)

Abstract:

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 705 (59,382)

Citation 2

Abstract:

36.

Gold and Silver Manipulation: What Can Be Empirically Verified?

Number of pages: 25 Posted: 25 Jan 2016

Jonathan A. Batten, Brian M. Lucey and Maurice Peat

RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney

Downloads 687 (61,495)

Abstract:

37.

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

Number of pages: 15 Posted: 20 Nov 2003

Brian M. Lucey and Edel Tully

Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies

Downloads 686 (61,632)

Citation 2

Abstract:

38.

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 654 (65,471)

Citation 2

Abstract:

39.

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 630 (68,728)

Citation 13

Abstract:

40.

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

Downloads 612 (71,339)

Citation 11

2

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 612 (70,474)

Citation 11

Abstract:

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:

41.

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

Number of pages: 12 Posted: 14 Mar 2018

Shaen Corbet, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya

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 587 (75,091)

Citation 6

Abstract:

42.

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

Number of pages: 57 Posted: 31 May 2019

Shaen Corbet, Douglas J. Cumming, Brian M. Lucey, Maurice Peat and Samuel Vigne

Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School

Downloads 562 (79,278)

Citation 3

Abstract:

43.

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 559 (79,823)

Citation 4

Abstract:

44.

Lunar Seasonality in Precious Metal Returns?

Number of pages: 8 Posted: 19 Sep 2008

Brian M. Lucey

Trinity Business School, Trinity College Dublin

Downloads 551 (81,274)

Citation 6

Abstract:

45.

Are Weather Induced Moods Priced in Global Equity Markets?

Journal of Multinational Financial Management, Vol. 18, No. 2, 2008

Number of pages: 33 Posted: 23 Sep 2005 Last Revised: 30 Nov 2013

Michael M. Dowling and Brian M. Lucey

Dublin City University Business School and Trinity Business School, Trinity College Dublin

Downloads 551 (81,274)

Citation 3

Abstract:

46.

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 545 (82,373)

Citation 6

Abstract:

47.

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 541 (83,172)

Abstract:

48.

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 539 (83,521)

Abstract:

49.

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 533 (84,726)

Citation 9

Abstract:

50.

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 526 (86,134)

Citation 1

Abstract:

51.

The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 19 Feb 2019

Pia Helbing, Brian M. Lucey and Samuel Vigne

The University of Edinburgh, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School

Downloads 502 (91,283)

Citation 2

Abstract:

52.

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 500 (91,716)

Abstract:

53.

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 489 (94,110)

Citation 4

Abstract:

54.

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 484 (95,324)

Citation 2

Abstract:

55.

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 478 (96,790)

Citation 3

Abstract:

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 474 (97,767)

Citation 29

Abstract:

57.

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 473 (98,252)

Citation 1

Abstract:

58.

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 463 (100,469)

Abstract:

59.

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 443 (105,874)

Abstract:

60.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017

Samuel Vigne, Brian M. Lucey, Fergal A. O'Connor and Larisa Yarovaya

Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School

Downloads 430 (109,669)

Citation 5

Abstract:

61.

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

Downloads 429 (109,960)

2

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 429 (108,928)

Citation 1

Abstract:

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:

62.

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 417 (113,660)

Abstract:

63.

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

Martin Hauptfleisch, Tālis J. Putniņš and Brian M. Lucey

University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Trinity Business School, Trinity College Dublin

Downloads 413 (114,939)

Citation 9

Abstract:

64.

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 408 (116,563)

Citation 2

Abstract:

65.

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 396 (120,670)

Abstract:

66.

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 391 (122,390)

Citation 1

Abstract:

67.

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

Downloads 387 (123,799)

Citation 1

2

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 260 (188,082)

Abstract:

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 127 (355,467)

Citation 3

Abstract:

68.

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 380 (126,458)

Citation 5

Abstract:

69.

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 375 (128,683)

Citation 1

Abstract:

70.

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 364 (132,688)

Abstract:

71.

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 361 (133,860)

Abstract:

72.

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 357 (135,526)

Citation 1

Abstract:

73.

Psychological Barriers in Oil Futures Markets

Downloads 354 (136,788)

Citation 2

2

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, Dublin City University Business School and Trinity Business School, Trinity College Dublin

Downloads 187 (257,611)

Citation 1

Abstract:

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, Dublin City University Business School and Trinity Business School, Trinity College Dublin

Downloads 167 (284,602)

Citation 1

Abstract:

74.

The Microstructure of the Irish Stock Market

Downloads 343 (141,529)

Citation 1

2

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 304 (159,971)

Citation 1

Abstract:

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 39 (692,914)

Abstract:

75.

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 335 (145,206)

Citation 6

Abstract:

76.

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

Number of pages: 12 Posted: 23 Nov 2021

Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem and Gazi Salah Uddin

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 333 (146,118)

Citation 7

Abstract:

77.

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 322 (151,411)

Abstract:

78.

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 318 (153,439)

Abstract:

79.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019

Shaen Corbet, Veysel Eraslan, Brian M. Lucey and Ahmet Sensoy

Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul

Downloads 313 (156,071)

Citation 5

Abstract:

80.

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 301 (162,550)

Abstract:

81.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya

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 298 (164,307)

Citation 3

Abstract:

82.

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 291 (168,438)

Abstract:

83.

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 290 (169,031)

Citation 2

Abstract:

84.

Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence

Number of pages: 28 Posted: 07 Dec 2011 Last Revised: 13 Sep 2012

Brian M. Lucey, Megan Mulholland and Charles James Larkin

Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and Institute for Policy Research (IPR), University of Bath

Downloads 284 (172,805)

Citation 1

Abstract:

85.

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 278 (176,645)

Abstract:

86.

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 275 (178,609)

Abstract:

87.

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

Number of pages: 6 Posted: 02 Oct 2007

Ricardo Coehlo, Brian M. Lucey, Stefan Hutzler and Peter Richmond

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 273 (179,897)

Abstract:

88.

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 273 (179,897)

Citation 1

Abstract:

89.

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 269 (182,636)

Citation 4

Abstract:

90.

The Dynamics of Central European Equity Market Integration

Number of pages: 21 Posted: 11 Apr 2005

Claire G. Gilmore, Brian M. Lucey and Ginette M. McManus

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 265 (185,373)

Citation 11

Abstract:

91.

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 265 (185,373)

Citation 3

Abstract:

92.

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 261 (188,239)

Citation 1

Abstract:

93.

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

Published as: Dowling, M. and B. Lucey. (2014). “From Hubris to Nemesis: Irish Banks, Behavioral Biases, and the Crisis”, Journal of Risk Management in Financial Institutions, vol 7(2)

Number of pages: 16 Posted: 27 Sep 2013 Last Revised: 10 Feb 2014

Michael M. Dowling and Brian M. Lucey

Dublin City University Business School and Trinity Business School, Trinity College Dublin

Downloads 260 (188,928)

Citation 2

Abstract:

94.

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 256 (191,846)

Citation 2

Abstract:

95.

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 256 (191,846)

Abstract:

96.

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 255 (192,608)

Abstract:

97.

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 253 (194,134)

Citation 1

Abstract:

98.

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

Number of pages: 11 Posted: 16 Oct 2012

Brian M. Lucey, Charles James Larkin and Fergal A. O'Connor

Trinity Business School, Trinity College Dublin, Institute for Policy Research (IPR), University of Bath and University College Cork

Downloads 250 (196,447)

Citation 1

Abstract:

99.

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

Number of pages: 58 Posted: 20 May 2022

Rabeh Khalfaoui, Salma Mefteh-Wali, jean-laurent viviani, Sami Ben-Jabeur, Mohammad Zoynul Abedin and Brian M. Lucey

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 242 (202,731)

Abstract:

100.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021

Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey

ETH Zürich - Department of Mathematics, Dublin City University and Trinity Business School, Trinity College Dublin

Downloads 242 (202,731)

Abstract:

101.

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

Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Monash University - Monash Business School and Trinity Business School, Trinity College Dublin

Downloads 241 (203,571)

Citation 11

Abstract:

102.

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 237 (207,768)

Abstract:

103.

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 235 (208,633)

Abstract:

104.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016

Jonathan A. Batten, Brian M. Lucey, Frank McGroarty, Maurice Peat and Andrew Urquhart

RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School, The University of Sydney and ICMA Centre, Henley Business School

Downloads 235 (208,633)

Abstract:

105.

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

Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Trinity Business School, Trinity College Dublin and University of St. Thomas - Opus College of Business

Downloads 235 (208,633)

Abstract:

106.

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 234 (209,474)

Abstract:

107.

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 234 (209,474)

Abstract:

108.

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 230 (213,016)

Abstract:

109.

MetaMoney: Exploring the Intersection of Virtual Worlds and Financial Systems

Number of pages: 26 Posted: 10 Apr 2023

Satish Kumar, Riya Sureka, Brian M. Lucey, Michael M. Dowling, Samuel A. Vigne and Weng Marc Lim

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 224 (219,436)

Abstract:

110.

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

Number of pages: 35 Posted: 10 Nov 2022

Suwan(Cheng) Long, Brian M. Lucey, Satish Kumar, Dayong and Zhewei Zhang

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 220 (222,217)

Abstract:

111.

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 219 (223,189)

Abstract:

112.

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

Constantin Gurdgiev, Charles James Larkin and Brian M. Lucey

Monfort College of Business, University of Northern Colorado, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin

Downloads 218 (224,164)

Citation 1

Abstract:

113.

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 215 (227,064)

Citation 4

Abstract:

114.

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 213 (229,078)

Citation 3

Abstract:

115.

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 209 (233,105)

Citation 3

Abstract:

116.

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 209 (233,105)

Citation 7

Abstract:

117.

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

Number of pages: 21 Posted: 04 Nov 2012

Javier Sánchez Vidal, Ciaran Mac an Bhaird, Brian M. Lucey and Constantin Gurdgiev

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 201 (241,462)

Abstract:

118.

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

Michael A. Goldstein, Abhinav Goyal, Brian M. Lucey and Cal B. Muckley

Babson College - Finance Division, University of Birmingham, Trinity Business School, Trinity College Dublin and University College Dublin

Downloads 188 (256,446)

Abstract:

119.

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 185 (260,179)

Abstract:

120.

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

Brian M. Lucey, Fergal A. O'Connor and Charles James Larkin

Trinity Business School, Trinity College Dublin, University College Cork and Institute for Policy Research (IPR), University of Bath

Downloads 185 (262,693)

Citation 8

Abstract:

121.

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 182 (263,984)

Abstract:

122.

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 179 (269,061)

Abstract:

123.

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 177 (270,408)

Abstract:

124.

Discouraged Borrowers: Evidence for Eurozone SME's

JIFMIM, Forthcoming

Number of pages: 21 Posted: 06 Apr 2016

Ciaran Mac an Bhaird, Brian M. Lucey and Javier Sánchez Vidal

Dublin City University, Trinity Business School, Trinity College Dublin and Universidad Politecnica de Cartagena - Department of Economics, Accounting and Finance

Downloads 175 (273,139)

Citation 5

Abstract:

125.

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 175 (273,139)

Citation 3

Abstract:

126.

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 172 (277,379)

Citation 3

Abstract:

127.

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

Przemyslaw Repetowicz, Brian M. Lucey and Peter Richmond

Trinity College (Dublin) - Department of Physics, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Department of Physics

Downloads 172 (277,379)

Abstract:

128.

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 172 (277,379)

Citation 2

Abstract:

129.

Is the Price of Gold to Gold Mining Stocks Asymmetric?

Number of pages: 17 Posted: 28 Apr 2016 Last Revised: 23 Oct 2016

Jonathan A. Batten, Cetin Ciner, Arman Kosedag and Brian M. Lucey

RMIT University, University of North Carolina at Wilmington, Berry College - Department of Accounting and Finance and Trinity Business School, Trinity College Dublin

Downloads 171 (278,747)

Citation 1

Abstract:

130.

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 165 (287,267)

Citation 2

Abstract:

131.

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 163 (290,214)

Citation 10

Abstract:

132.

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 162 (291,751)

Abstract:

133.

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 161 (293,305)

Citation 5

Abstract:

134.

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 159 (296,401)

Citation 1

Abstract:

135.

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 157 (299,570)

Abstract:

136.

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

Syed Jawad Hussain Shahzad, Md Lutfur Rahman, Brian M. Lucey and Gazi Salah Uddin

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 157 (299,570)

Abstract:

137.

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 157 (299,570)

Abstract:

138.

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 156 (301,098)

Citation 6

Abstract:

139.

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 154 (305,994)

Abstract:

140.

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 152 (309,382)

Citation 1

Abstract:

141.

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 152 (307,678)

Abstract:

142.

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 151 (309,382)

Abstract:

143.

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 149 (312,834)

Abstract:

144.

Market Direction and Moment Seasonality: Evidence from Irish Equities

Number of pages: 17 Posted: 16 Aug 2001

Brian M. Lucey

Trinity Business School, Trinity College Dublin

Downloads 148 (314,525)

Abstract:

145.

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 143 (323,348)

Citation 1

Abstract:

146.

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 138 (332,481)

Abstract:

147.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019

Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Samuel Vigne

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 138 (332,481)

Citation

Brian M. Lucey

Trinity Business School, Trinity College Dublin

Professor

Jiangxi University of Finance and Economics

Abu Dhabi University - College of Business Administration

Ho Chi Minh City University of Economics and Finance

212

Top 261

92,982

Top 1,211

955

202

Scholarly Papers (212)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: