Brian M. Lucey

Trinity Business School, Trinity College Dublin

Professor

The Sutherland Centre, Level 6, Arts Building

Dublin 2

Ireland

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

University of Economics Ho Chi Minh City

59C Nguyen Dình Chieu

6th Ward, District 3

Ho Chi Minh City, Ho Chi Minh 70000

Vietnam

SCHOLARLY PAPERS

164

DOWNLOADS
Rank 225

SSRN RANKINGS

Top 225

in Total Papers Downloads

59,866

SSRN CITATIONS
Rank 2,169

SSRN RANKINGS

Top 2,169

in Total Papers Citations

243

CROSSREF CITATIONS

236

Scholarly Papers (164)

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 4,374 (1,874)
Citation 56

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

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

Financial Review, Vol. 45, Issue 2, pp. 217-229, May 2010
Number of pages: 13 Posted: 12 Apr 2010
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 3 (663,879)
Citation 1
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2.

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
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 2,178 (6,287)

Abstract:

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investing

3.

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 2,153 (6,417)
Citation 8

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Capital Structure, SME, Ireland

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, Trinity College, Dublin and Trinity Business School, Trinity College Dublin
Downloads 2,092 (6,740)
Citation 19

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DCC Garch, Gold

5.
Downloads 1,717 ( 9,430)
Citation 29

The Role of Feelings in Investor Decision-Making

Number of pages: 37 Posted: 23 Jan 2003
Michael M. Dowling and Brian M. Lucey
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 1,692 (9,475)
Citation 3

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emotions, decision-making, investment, misattribution, image

The Role of Feelings in Investor Decision-Making

Journal of Economic Surveys, Vol. 19, No. 2, pp. 211-237, April 2005
Number of pages: 28 Posted: 22 Mar 2005
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and ESC Rennes School of Business
Downloads 25 (511,863)
Citation 1
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The Role of Feelings in Investor Decision-Making

Journal of Economic Surveys, 2005
Posted: 13 Nov 2004
Michael M. Dowling and Brian M. Lucey
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin

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Emotions, decision-making, investment, misattribution, image

6.

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

Number of pages: 23 Posted: 06 Mar 2011 Last Revised: 28 Aug 2012
Trinity College, Dublin, Trinity Business School, Trinity College Dublin, Dublin City University and affiliation not provided to SSRN
Downloads 1,645 (10,117)
Citation 4

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

7.

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 1,587 (10,737)
Citation 2

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Capital structure, SME, Zellner's SUR Model

International Portfolio Formation, Skewness and the Role of Gold

Number of pages: 25 Posted: 04 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 1,013 (21,014)
Citation 3

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Portfolio Allocation, Skewness, Gold

International Portfolio Formation, Skewness and the Role of Gold

IIIS Discussion Paper No. 30
Number of pages: 23 Posted: 05 Jul 2005
Brian M. Lucey, Edel Tully and Valerio Potì
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and University College Dublin
Downloads 313 (96,378)
Citation 16

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Portfolio allocation, skewness, gold

9.

Volatility in the Gold Futures Market

Number of pages: 14 Posted: 25 Jun 2007
Jonathan A. Batten and Brian M. Lucey
Universiti Utara Malaysia and Trinity Business School, Trinity College Dublin
Downloads 1,322 (14,311)
Citation 3

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Gold, volatility, intraday, GARCH

10.

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 1,215 (16,281)
Citation 3

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Gold, APGARCH

11.

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 affiliation not provided to SSRN
Downloads 1,055 (20,112)
Citation 14

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Digital Assets, Bitcoin, Ethereum, Bubbles

12.

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 1,014 (21,357)

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Peer review , professionalism, academic life, journals

13.

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, ICMA Centre, Henley Business School and affiliation not provided to SSRN
Downloads 940 (23,834)
Citation 21

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

14.

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, Universiti Utara Malaysia and University of Western Australia - Business School
Downloads 895 (25,651)
Citation 2

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Gold, survey, review

15.

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
Universiti Utara Malaysia, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 877 (26,399)
Citation 3

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

16.

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 867 (26,784)
Citation 2

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

17.

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
Universiti Utara Malaysia, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 867 (26,784)

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Long term dependence, volatility, gold silver spread, futures

18.

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 affiliation not provided to SSRN
Downloads 827 (28,631)
Citation 15

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

19.

Psychological Barriers in Gold Prices?

Institute for International Integration Studies Discussion Paper No. 53
Number of pages: 19 Posted: 21 Feb 2005
Raj Aggarwal and Brian M. Lucey
University of Akron and Trinity Business School, Trinity College Dublin
Downloads 765 (31,873)
Citation 6

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gold, psychological barrier, behavioural finance

20.

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 743 (33,155)
Citation 2

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Life cycle growth model, SME financing

21.

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

Number of pages: 23 Posted: 29 Aug 2015
ICMA Centre, Henley Business School, Universiti Utara Malaysia, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and The University of Sydney
Downloads 670 (38,135)
Citation 1

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Gold, Silver, Technical analysis, Trading, High frequency

22.

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 661 (38,846)

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Gold

23.

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 641 (40,457)
Citation 4

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Macroeconomic Announcements, forecasts, surprises, USA, Europe

24.

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
Universiti Utara Malaysia, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 634 (41,118)

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Manipulation, Gold, silver, price suppression

25.

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 632 (41,279)
Citation 12

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

26.

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 623 (42,096)
Citation 2

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Gold, Cointegration

27.

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 605 (43,753)

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

28.

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 586 (45,611)

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

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 ESC Rennes School of Business
Downloads 562 (47,513)
Citation 7

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weather effect, market efficiency, mood, anomaly

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

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

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Weather effect, market efficiency, mood, anomaly

30.

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 516 (53,631)

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economic literacy, economic indicators, surveys, Ireland, economics

31.

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 510 (54,447)

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

32.

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 500 (55,808)

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

33.

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
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 500 (55,808)
Citation 2

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Weather, GARCH, Behavioural Finance

34.

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 affiliation not provided to SSRN
Downloads 486 (57,903)

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

35.

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 483 (58,341)
Citation 3

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Soccer, Agency Theory

36.

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

Number of pages: 39 Posted: 21 Nov 2017
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and affiliation not provided to SSRN
Downloads 479 (58,943)
Citation 10

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

37.

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 478 (59,109)

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gold, bubbles

38.

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 477 (59,283)
Citation 4

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Safe Haven, gold, silver, platinum, palladium

39.

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 affiliation not provided to SSRN
Downloads 470 (60,302)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return volatility

40.

Lunar Seasonality in Precious Metal Returns?

Number of pages: 8 Posted: 19 Sep 2008
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 465 (61,297)
Citation 5

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lunar cycle, behavioral, gold, silver, asset pricing

41.

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
Universiti Utara Malaysia, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 460 (62,140)
Citation 6

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Gold, Inflation, monetary policy

42.

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 440 (65,351)
Citation 1

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Ireland, Ratio Analysis, Distribution, Normality, Interpretation

43.

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 427 (67,725)
Citation 2

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airline, hedging, operational hedging, financial hedging

44.

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 426 (67,949)
Citation 2

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

45.

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 Currency Comptroller - Risk Analysis Division
Downloads 422 (68,719)
Citation 1

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

46.

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 412 (70,793)

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gold mining, gold miners, substitution, wavelets

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

Number of pages: 15 Posted: 24 Nov 2003
Ángel Pardo Tornero and Brian M. Lucey
University of Valencia - Department of Financial Economics and Trinity Business School, Trinity College Dublin
Downloads 403 (72,048)

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conventional approach, pre-holiday effect, academic, investor

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

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

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conventional approach, pre-holiday effect, academic, investor

48.

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 381 (77,517)

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

49.

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 375 (78,987)
Citation 1

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Metals, Robust Regression, Resampling, Seasonality

50.

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 355 (84,190)
Citation 1

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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 217 (141,248)

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Emerging Markets, Contagion, Middle East and North Africa

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

IIIS Discussion Paper No. 114
Number of pages: 30 Posted: 08 Aug 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 113 (246,380)
Citation 3

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Contagion, Emerging Markets, Middle East and North Africa

52.

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 319 (94,918)
Citation 1

Abstract:

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Cointegration, gold

53.

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 317 (95,569)
Citation 3

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EGARCH, bond markets, EMU

54.

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 312 (97,281)
Citation 5

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Price Discovery, Gold, Gold Futures, Market Microstructure

55.

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
University of Leeds - Leeds University Business School (LUBS), Trinity Business School, Trinity College Dublin and Queen's University Belfast
Downloads 309 (98,297)
Citation 1

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Initial Public Offering; Europe; Withdrawal; Probit

56.

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 305 (99,701)

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

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
ESC Rennes School of Business, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 157 (189,712)

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

Psychological Barriers in Oil Futures Markets

Energy Economics, Forthcoming
Number of pages: 30 Posted: 06 Dec 2012 Last Revised: 18 Oct 2014
Michael M. Dowling, Mark Cummins and Brian M. Lucey
ESC Rennes School of Business, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 145 (202,831)

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

58.

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 300 (101,510)

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

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 281 (108,277)

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ICSS, Ireland, microstructure, trading system

The Microstructure of the Irish Stock Market

Multinational Finance Journal, Vol. 12, No. 3/4, p. 279-311, 2008
Number of pages: 33 Posted: 26 Jun 2015
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 19 (550,393)

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trading systems; adjustment speed; cross listing; microstructure

60.

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 267 (114,952)

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

61.

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 Queen's University Belfast
Downloads 263 (116,760)
Citation 6

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

62.

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 262 (117,185)
Citation 2

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International, Friday the 13th, stock markets, efficiency

63.

The Validity of Islamic Art as an Investment

Number of pages: 26 Posted: 20 Oct 2009
William McQuillian and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 258 (119,112)

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art, hedonic regression, islamic finance

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
Trinity College, Dublin, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 253 (121,603)
Citation 1

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

65.

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
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 253 (121,603)

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

66.

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 250 (123,063)
Citation 1

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Futures Markets, Skewness, Nonparametric, Asymmetric Returns

67.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Queen's University Belfast, Trinity Business School, Trinity College Dublin, University College Cork and affiliation not provided to SSRN
Downloads 248 (124,056)

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Silver, Platinum, Palladium, Review, Survey

68.

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 248 (124,056)

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Gold, bayesian model averaging, model uncertainty

69.

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 237 (129,876)
Citation 6

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Vysegrad Countries, integration, equity markets, recursive cointegration

70.

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 236 (130,450)

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

71.

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 236 (130,450)
Citation 1

Abstract:

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Volume, Ireland

72.

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 232 (132,711)

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Random Matrix, correlations, geographical, country

73.

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 232 (132,711)
Citation 3

Abstract:

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

74.

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 228 (134,965)

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real estate, bubbles, Ireland

75.

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 227 (135,563)
Citation 3

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Gold,  Markov, Switching, Bubbles, Lease, Rates

76.

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 225 (136,714)

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Risk, survey, financial risk, Ireland

77.

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 224 (137,308)
Citation 1

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

78.

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, Brian M. Lucey and Sunil Mohanty
University of Akron, Trinity Business School, Trinity College Dublin and University of St. Thomas - Opus College of Business
Downloads 224 (137,308)

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79.

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
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 222 (138,514)
Citation 2

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

80.

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 222 (138,514)

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

81.

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 219 (140,343)
Citation 1

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

82.

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 Queen's University Belfast
Downloads 218 (140,939)

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Gold, portfolio formation, asset allocation

83.

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 216 (142,213)
Citation 1

Abstract:

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gold, information share, COMEX, LBMA

84.

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
Adolfo Ibanez University and Trinity Business School, Trinity College Dublin
Downloads 211 (145,296)

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volatility shifts, wavelets, value at risk

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 206 (148,643)

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FTSE 100, Gender, Directors, Event Study

86.

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
Trinity College, Dublin, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 204 (150,052)

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Banking, Ireland, Regulation, Collapse

87.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
Universiti Utara Malaysia, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School, The University of Sydney and ICMA Centre, Henley Business School
Downloads 202 (151,436)

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

88.

Gravity and Culture in Foreign Portfolio Investment

Number of pages: 47 Posted: 31 Aug 2011
Raj Aggarwal, Colm Kearney and Brian M. Lucey
University of Akron, Monash University - Monash Business School and Trinity Business School, Trinity College Dublin
Downloads 196 (155,826)
Citation 4

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FPI, home bias, culture, gravity models

89.

Integration Among G7 Equity Markets: Evidence from Ishares

Number of pages: 32 Posted: 31 May 2005
Mahu 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 194 (157,335)

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Stock Market Integration, G7 Stock markets, Cointegration, GARCH

90.

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 190 (160,326)
Citation 3

Abstract:

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

91.

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 188 (161,857)
Citation 6

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

92.

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

Number of pages: 23 Posted: 19 Nov 2015
Samuel Vigne and Brian M. Lucey
Queen's University Belfast and Trinity Business School, Trinity College Dublin
Downloads 185 (164,209)
Citation 3

Abstract:

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

93.

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 182 (166,645)
Citation 4

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Latin America, cointegration, equity markets, cointegration

94.

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 Trinity College, Dublin
Downloads 178 (170,019)

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

95.

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 172 (175,243)
Citation 3

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commodities, comovement, econophysics, minimum spanning trees

96.

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 162 (184,399)

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Portfolio Allocation, Emerging Markets, Middle East and North Africa

97.

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 159 (187,458)

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meta analysis, takeovers

98.

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 158 (188,457)
Citation 1

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Equity Markets, Economic Development

99.

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 156 (190,466)

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

100.

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 155 (191,561)
Citation 6

Abstract:

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Density Forecasting, Statistical Consistency, Calibration, Value at Risk

101.

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 153 (193,657)
Citation 7

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Gold, information share, COMEX, LBMA, Shanghai

102.

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 148 (199,008)

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Hubris, Overconfidence, Narcissism, CEO, Bank

103.

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 148 (199,008)

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Economic Methodology, Interdisciplinary Research, Sociology of Economics

104.

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 147 (200,080)
Citation 2

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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 Liverpool - Management School (ULMS), Trinity Business School, Trinity College Dublin and University College Dublin
Downloads 146 (201,642)

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Dividend policy, market movement, G-7, BRICS

The Global Preference for Dividends in Declining Markets

Financial Review, Vol. 50, Issue 4, pp. 575-609, 2015
Number of pages: 35 Posted: 26 Oct 2015
Babson College - Finance Division, University of Liverpool - Management School (ULMS), Trinity Business School, Trinity College Dublin and University College Dublin
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dividend policy, market movement, G‐7, BRICS

106.

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 143 (204,635)
Citation 1

Abstract:

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107.

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 138 (210,661)

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Volume, Ireland

108.

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 136 (213,215)

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Minimum Spanning Tree, Equity Market Integration, Europe, Econophysics

109.

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 136 (213,215)

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Seasonality, EMH, 19th Century

110.

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 134 (215,675)

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Writing, peer review, rejection

111.

Is the Price of Gold to Gold Mining Stocks Asymmetric?

Number of pages: 17 Posted: 28 Apr 2016 Last Revised: 23 Oct 2016
Universiti Utara Malaysia, University of North Carolina at Wilmington, Berry College - Department of Accounting and Finance and Trinity Business School, Trinity College Dublin
Downloads 131 (219,603)

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

112.

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 130 (220,885)

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

113.

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 ESC Rennes School of Business
Downloads 128 (223,545)

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gold, mood, risk as feelings

114.

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 128 (223,545)

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Econophysics, International Integration, Emerging Markets, minimal spanning trees

115.

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 128 (223,545)

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116.

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
Universiti Utara Malaysia, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 124 (229,033)
Citation 5

Abstract:

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Gold, Silver, Platinum, Palladium, integration

117.

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 124 (229,033)
Citation 1

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118.

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 119 (236,155)

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

119.

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 118 (237,690)

Abstract:

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Hedging, operational hedging, financial hedging, commodity exposure

120.

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
Universiti Utara Malaysia, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 117 (239,152)
Citation 2

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

121.

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 110 (249,885)

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Ireland, Bayesian Analysis, Efficiency

122.

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 109 (251,538)
Citation 1

Abstract:

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Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

123.

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 109 (251,538)
Citation 2

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Emerging markets, International stock market comovement, Cultural distance

124.

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
Raj Aggarwal, Brian M. Lucey and Fergal A. O'Connor
University of Akron, Trinity Business School, Trinity College Dublin and University College Cork
Downloads 106 (256,429)
Citation 1

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

125.

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 87 (291,978)

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

126.

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 86 (294,065)

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Ireland, non-parametric, stock returns

127.

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 85 (296,150)

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

128.

When and How Does the Gold Prices Influence Gold Stocks? Evidence from Cross-Quantilogram Analysis

Number of pages: 32 Posted: 25 Jan 2018
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 83 (300,571)

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

129.

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 83 (300,571)

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

130.

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 82 (302,840)

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Daily seasonality, anomalies, market efficiency, Ireland

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 79 (309,492)

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

132.

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
Cal B. Muckley, Raj Aggarwal and Brian M. Lucey
University College Dublin, University of Akron and Trinity Business School, Trinity College Dublin
Downloads 78 (311,867)

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Integration, Kalman Filter, EMU, Cointegration

133.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
Universiti Utara Malaysia, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, Northumbria University, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 77 (314,178)

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Integration; Information transmissions; Generalized VAR model; Steam coal

134.

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 77 (314,178)

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

135.

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 77 (314,178)

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Macroeconomic News, International Financial Markets, Stock Returns and Volatility

136.

Behavioral Influences in Non-Ferrous Metals Prices

Number of pages: 41 Posted: 16 Nov 2014
Mark Cummins, Michael M. Dowling and Brian M. Lucey
Dublin City University Business School, ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 72 (326,446)
Citation 2

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psychological barriers; clustering; non-ferrous metals

137.

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 Queen's University Belfast
Downloads 66 (342,119)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

138.

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 affiliation not provided to SSRN
Downloads 61 (356,193)
Citation 2

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Cryptocurrency, mining, electricity, energy

139.

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 60 (359,173)

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

140.

Psychological Price Barriers in Frontier Equities

Number of pages: 41 Posted: 18 Aug 2016
FELU / University of Ljubljana - Faculty of Economics, Dublin City University Business School, ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 57 (368,264)

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frontier markets, psychological barriers, individualism

141.

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

Number of pages: 31 Posted: 04 Aug 2017 Last Revised: 10 Jan 2018
Lee A. Smales and Brian M. Lucey
University of Western Australia and Trinity Business School, Trinity College Dublin
Downloads 54 (377,878)

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

142.

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
Universiti Utara Malaysia, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 48 (397,894)

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N50, Q31, G38, G12

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 48 (404,954)
Citation 1

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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

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Productivity, Ireland, Citation Analysis

144.

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 46 (404,939)
Citation 2

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

145.

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 - Leeds University Business School (LUBS), Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads 41 (423,383)

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

146.

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, Queen's University Belfast and Dublin City University
Downloads 40 (427,302)

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Gold, Silver, Platinum, Palladium, Bibliometrics

147.

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 Queen's University Belfast
Downloads 38 (435,573)

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

148.

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 of London, Cass Business School, ESC Rennes School of Business and Trinity Business School, Trinity College Dublin
Downloads 31 (465,849)

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

149.

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 14 (561,417)

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

150.

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: 27 Jun 2018
Terhi Jokipii and Brian M. Lucey
Bank of Finland and Trinity Business School, Trinity College Dublin
Downloads 14 (561,417)

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

151.

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 10 (586,653)

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

152.

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
University of Leeds - Leeds University Business School (LUBS), Trinity Business School, Trinity College Dublin and Queen's University Belfast
Downloads 10 (586,653)

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Initial Public Offering; Europe; Withdrawal; Probit

153.

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 8 (606,079)

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

154.

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 3 (634,519)

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Inter Provincial Effective Exchange Rate; Export Trade; Financial Marketization

155.

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

JCMS: Journal of Common Market Studies, Vol. 48, No. 3, pp. 641-660, June 2010
Number of pages: 20 Posted: 10 May 2010
Brian M. Lucey and Raj Aggarwal
Trinity Business School, Trinity College Dublin and University of Akron
Downloads 3 (634,519)
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156.

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

Financial Review, Vol. 44, Issue 4, pp. 625-645, November 2009
Number of pages: 21 Posted: 14 Oct 2009
Raj Aggarwal, Brian M. Lucey and Sunil Mohanty
University of Akron, Trinity Business School, Trinity College Dublin and University of St. Thomas - Opus College of Business
Downloads 3 (634,519)
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157.

Shift-Contagion Vulnerability in the Mena Stock Markets

World Economy, Vol. 32, Issue 10, pp. 1478-1497, October 2009
Number of pages: 20 Posted: 26 Oct 2009
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 2 (644,155)
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158.

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
ESC Rennes School of Business and Trinity Business School, Trinity College Dublin

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

159.

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

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Econophysics, random matrix theory, random time series

160.

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

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161.

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

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bank, crisis, coexceedance, probit

162.

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

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163.

Anomalous Daily Seasonality in Ireland?

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

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164.

Examining the Profit-Efficiency Relationship in Irish Credit Institutions

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

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Other Papers (1)

Total Downloads: 65
1.

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

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
Raj Aggarwal, Colm Kearney, Brian M. Lucey and Samuel Vigne
University of Akron, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Queen's University Belfast
Downloads 65 (342,851)

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distance, foreign portfolio investment, extreme bounds, Gravity Model