Brian M. Lucey

Trinity Business School, Trinity College Dublin

Professor

The Sutherland Centre, Level 6, Arts Building

Dublin 2

Ireland

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, Jiangxi 330013

China

Abu Dhabi University - College of Business Administration

PO Box 59911

Abu Dhabi, Abu Dhabi 59911

United Arab Emirates

Ho Chi Minh City University of Economics and Finance

59C Nguyen Dình Chieu

6th Ward, District 3

Ho Chi Minh City, Ho Chi Minh 70000

Vietnam

SCHOLARLY PAPERS

212

DOWNLOADS
Rank 261

SSRN RANKINGS

Top 261

in Total Papers Downloads

92,982

SSRN CITATIONS
Rank 1,211

SSRN RANKINGS

Top 1,211

in Total Papers Citations

955

CROSSREF CITATIONS

202

Scholarly Papers (212)

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:

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

2.

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

Number of pages: 25 Posted: 30 Apr 2021 Last Revised: 22 Sep 2022
Judge Business School, University of Cambridge, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and Cranfield University
Downloads 4,589 (3,363)
Citation 11

Abstract:

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

3.

ChatGPT for (Finance) Research: The Bananarama Conjecture

Number of pages: 35 Posted: 12 Jan 2023
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 2,415 (9,641)

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ChatGPT, artificial intelligence, finance research, ethics

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:

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DCC Garch, Gold

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:

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Capital Structure, SME, Ireland

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:

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investing

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
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

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

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:

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emotions, decision-making, investment, misattribution, image

9.

The Financial Economics of Gold – A Survey

FIRN Research Paper No. 2628018
Number of pages: 60 Posted: 09 Jul 2015
University College Cork, Trinity Business School, Trinity College Dublin, RMIT University and University of Western Australia - Business School
Downloads 1,751 (16,082)
Citation 4

Abstract:

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Gold, survey, review

10.

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

Number of pages: 23 Posted: 06 Mar 2011 Last Revised: 28 Aug 2012
Monfort College of Business, University of Northern Colorado, Trinity Business School, Trinity College Dublin, Dublin City University and affiliation not provided to SSRN
Downloads 1,713 (16,613)
Citation 5

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

11.

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 University of Southampton - Southampton Business School
Downloads 1,690 (16,953)
Citation 72

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

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:

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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 1,224 (27,127)
Citation 2

Abstract:

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Portfolio Allocation, Skewness, Gold

International Portfolio Formation, Skewness and the Role of Gold

IIIS Discussion Paper No. 30
Number of pages: 23 Posted: 05 Jul 2005
Brian M. Lucey, Edel Tully and Valerio Potì
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and University College Dublin
Downloads 365 (131,338)
Citation 18

Abstract:

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Portfolio allocation, skewness, gold

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:

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Gold, volatility, intraday, GARCH

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:

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Cryptocurrency, mining, electricity, energy

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:

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Digital Assets, Bitcoin, Ethereum, Bubbles

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:

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Gold, APGARCH

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:

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Peer review , professionalism, academic life, journals

19.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 1,174 (29,290)
Citation 8

Abstract:

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Cryptocurrencies; Macroeconomic News; Return volatility

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:

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

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:

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Safe Haven, gold, silver, platinum, palladium

22.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Dublin City University, Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,073 (33,420)
Citation 67

Abstract:

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

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:

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

24.

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

Number of pages: 88 Posted: 27 Jan 2017 Last Revised: 09 Feb 2017
Sile Li and Brian M. Lucey
Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin
Downloads 986 (37,584)
Citation 4

Abstract:

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

25.

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

Number of pages: 23 Posted: 29 Aug 2015
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:

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Gold, Silver, Technical analysis, Trading, High frequency

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:

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Long term dependence, volatility, gold silver spread, futures

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:

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Life cycle growth model, SME financing

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
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:

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Non-Fungible Token; Cryptocurrencies; Herding; Cultural Economics

29.

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

Economic Modelling, Forthcoming
Number of pages: 60 Posted: 08 Jun 2020 Last Revised: 09 Jul 2021
Australian Catholic University, Ecole de Management de Normandie, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 854 (45,809)
Citation 20

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

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:

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gold, psychological barrier, behavioural finance

31.

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

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 760 (53,713)
Citation 29

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

32.

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

Number of pages: 21 Posted: 14 Jan 2008
Brian M. Lucey, Ali Nejadmalayeri and Manohar Singh
Trinity Business School, Trinity College Dublin, University of Wyoming - College of Business and Willamette University - Atkinson Graduate School of Management
Downloads 740 (55,666)
Citation 5

Abstract:

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Macroeconomic Announcements, forecasts, surprises, USA, Europe

33.

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

IIIS Discussion Paper No. 122
Number of pages: 27 Posted: 02 Mar 2006 Last Revised: 14 Jul 2009
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 734 (56,296)
Citation 20

Abstract:

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

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:

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Gold

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:

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

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)

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Manipulation, Gold, silver, price suppression

37.

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

Number of pages: 15 Posted: 20 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 686 (61,632)
Citation 2

Abstract:

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Gold, Cointegration

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:

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

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

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

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:

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weather effect, market efficiency, mood, anomaly

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

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

Abstract:

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Weather effect, market efficiency, mood, anomaly

41.

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

Number of pages: 12 Posted: 14 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 587 (75,091)
Citation 6

Abstract:

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

42.

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

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 562 (79,278)
Citation 3

Abstract:

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criminality, cryptocurrency, information share, volatility, price discovery

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

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Soccer, Agency Theory

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:

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lunar cycle, behavioral, gold, silver, asset pricing

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:

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Weather, GARCH, Behavioural Finance

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:

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airline, hedging, operational hedging, financial hedging

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)

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economic literacy, economic indicators, surveys, Ireland, economics

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)

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

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:

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Gold, Inflation, monetary policy

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:

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

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

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Initial Public Offering; Europe; Withdrawal; Probit

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:

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gold, bubbles

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

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

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:

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

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:

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Ireland, Ratio Analysis, Distribution, Normality, Interpretation

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:

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

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:

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

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)

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

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)

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gold mining, gold miners, substitution, wavelets

60.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 430 (109,669)
Citation 5

Abstract:

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Silver, Platinum, Palladium, Review, Survey

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:

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conventional approach, pre-holiday effect, academic, investor

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

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

Abstract:

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conventional approach, pre-holiday effect, academic, investor

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)

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Metals, Robust Regression, Resampling, Seasonality

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
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Trinity Business School, Trinity College Dublin
Downloads 413 (114,939)
Citation 9

Abstract:

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Price Discovery, Gold, Gold Futures, Market Microstructure

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:

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

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)

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art, hedonic regression, islamic finance

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:

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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 260 (188,082)

Abstract:

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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 127 (355,467)
Citation 3

Abstract:

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Contagion, Emerging Markets, Middle East and North Africa

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:

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

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:

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Gold, portfolio formation, asset allocation

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)

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

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)

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

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:

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Cointegration, gold

73.
Downloads 354 (136,788)
Citation 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:

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

Psychological Barriers in Oil Futures Markets

Energy Economics, Forthcoming
Number of pages: 30 Posted: 06 Dec 2012 Last Revised: 18 Oct 2014
Michael M. Dowling, Mark Cummins and Brian M. Lucey
Dublin City University Business School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 167 (284,602)
Citation 1

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

74.
Downloads 343 (141,529)
Citation 1

The Microstructure of the Irish Stock Market

Number of pages: 38 Posted: 12 Apr 2005
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 304 (159,971)
Citation 1

Abstract:

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ICSS, Ireland, microstructure, trading system

The Microstructure of the Irish Stock Market

Multinational Finance Journal, Vol. 12, No. 3/4, p. 279-311, 2008
Number of pages: 33 Posted: 26 Jun 2015
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 39 (692,914)

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trading systems; adjustment speed; cross listing; microstructure

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:

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EGARCH, bond markets, EMU

76.

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

Number of pages: 12 Posted: 23 Nov 2021
Sunway Business School, Sunway University, Malaysia, Trinity Business School, Trinity College Dublin, United Arab Emirates University and Linkoping University - Department of Management and Engineering Division
Downloads 333 (146,118)
Citation 7

Abstract:

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

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:

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

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:

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

79.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 313 (156,071)
Citation 5

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

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)

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meta analysis, takeovers

81.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 298 (164,307)
Citation 3

Abstract:

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

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:

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Gold, bayesian model averaging, model uncertainty

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:

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International, Friday the 13th, stock markets, efficiency

84.

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 284 (172,805)
Citation 1

Abstract:

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Risk, survey, financial risk, Ireland

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:

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FTSE 100, Gender, Directors, Event Study

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)

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

87.

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 273 (179,897)

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Random Matrix, correlations, geographical, country

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:

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Futures Markets, Skewness, Nonparametric, Asymmetric Returns

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:

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Gold,  Markov, Switching, Bubbles, Lease, Rates

90.

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 265 (185,373)
Citation 11

Abstract:

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Vysegrad Countries, integration, equity markets, recursive cointegration

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:

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

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

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

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

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

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

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

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)

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

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)

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real estate, bubbles, Ireland

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

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Volume, Ireland

98.

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 250 (196,447)
Citation 1

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gold, information share, COMEX, LBMA

99.

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

Number of pages: 58 Posted: 20 May 2022
ICN Business School, ESSCA School of Management, affiliation not provided to SSRN, Institute of Sustainable Business and Organizations, Sciences and Humanities Confluence Research Center - UCLY, ESDES,, Teesside University and Trinity Business School, Trinity College Dublin
Downloads 242 (202,731)

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

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)

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

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:

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FPI, home bias, culture, gravity models

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)

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Hedging, operational hedging, financial hedging, commodity exposure

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)

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Hubris, Overconfidence, Narcissism, CEO, Bank

104.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School, The University of Sydney and ICMA Centre, Henley Business School
Downloads 235 (208,633)

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

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)

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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)

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

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)

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Writing, peer review, rejection

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)

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volatility shifts, wavelets, value at risk

109.

MetaMoney: Exploring the Intersection of Virtual Worlds and Financial Systems

Number of pages: 26 Posted: 10 Apr 2023
Indian Institute of Management Nagpur, JK Lakshmipat University, Trinity Business School, Trinity College Dublin, Dublin City University Business School, Luiss Guido Carli University - Luiss Business School and Sunway Business School, Sunway University
Downloads 224 (219,436)

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digital finance; metaverse; literature review; research trends

110.

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

Number of pages: 35 Posted: 10 Nov 2022
Judge Business School, University of Cambridge, Trinity Business School, Trinity College Dublin, Indian Institute of Management Nagpur, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 220 (222,217)

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

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)

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Stock Market Integration, G7 Stock markets, Cointegration, GARCH

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
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

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Banking, Ireland, Regulation, Collapse

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

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Latin America, cointegration, equity markets, cointegration

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

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commodities, comovement, econophysics, minimum spanning trees

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:

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

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

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

117.

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

Number of pages: 21 Posted: 04 Nov 2012
Universidad Politecnica de Cartagena - Department of Economics, Accounting and Finance, Dublin City University, Trinity Business School, Trinity College Dublin and Monfort College of Business, University of Northern Colorado
Downloads 201 (241,462)

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

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
Babson College - Finance Division, University of Birmingham, Trinity Business School, Trinity College Dublin and University College Dublin
Downloads 188 (256,446)

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Dividend policy, market movement, G-7, BRICS

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)

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Scientometrics , Topic Modelling, Ireland, Economics, textual analysis

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
Trinity Business School, Trinity College Dublin, University College Cork and Institute for Policy Research (IPR), University of Bath
Downloads 185 (262,693)
Citation 8

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Gold, information share, COMEX, LBMA, Shanghai

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)

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Portfolio Allocation, Emerging Markets, Middle East and North Africa

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)

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

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)

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Density Forecasting, Statistical Consistency, Calibration, Value at Risk

124.

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 175 (273,139)
Citation 5

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

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:

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Equity Markets, Economic Development

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

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

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
Trinity College (Dublin) - Department of Physics, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Department of Physics
Downloads 172 (277,379)

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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

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:

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Economic Methodology, Interdisciplinary Research, Sociology of Economics

129.

Is the Price of Gold to Gold Mining Stocks Asymmetric?

Number of pages: 17 Posted: 28 Apr 2016 Last Revised: 23 Oct 2016
RMIT University, University of North Carolina at Wilmington, Berry College - Department of Accounting and Finance and Trinity Business School, Trinity College Dublin
Downloads 171 (278,747)
Citation 1

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

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:

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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

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

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)

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gold, mood, risk as feelings

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

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

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:

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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)

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Editors, editorial power, diversity, geographic concentration

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
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)

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

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)

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Minimum Spanning Tree, Equity Market Integration, Europe, Econophysics

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

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Gold, Silver, Platinum, Palladium, integration

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)

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Volume, Ireland

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

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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)

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Seasonality, EMH, 19th Century

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)

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IPO, negative first day

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)

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

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)

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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

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Econophysics, International Integration, Emerging Markets, minimal spanning trees

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)

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

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 Trinity College (Dublin) - Trinity Business School
Downloads 138 (332,481)
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