Fergal A. O'Connor

University College Cork

College Road

Cork

Ireland

SCHOLARLY PAPERS

27

DOWNLOADS
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SSRN RANKINGS

Top 14,264

in Total Papers Downloads

7,313

TOTAL CITATIONS
Rank 20,361

SSRN RANKINGS

Top 20,361

in Total Papers Citations

39

Scholarly Papers (27)

1.

The Financial Economics of Gold – A Survey

FIRN Research Paper No. 2628018
Number of pages: 60 Posted: 09 Jul 2015
University College Cork, Trinity Business School, Trinity College Dublin, RMIT University and University of Western Australia - Business School
Downloads 2,187 (15,193)
Citation 4

Abstract:

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Gold, survey, review

2.

The Cnn Fear and Greed Index as a Predictor of Us Equity Index Returns

Number of pages: 13 Posted: 31 Jul 2024
Hugh Farrell and Fergal A. O'Connor
University College Cork and University College Cork
Downloads 898 (57,170)

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Fear and Greed, Granger Causality, Equity Indices, VIX, Gold.

3.

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 654 (86,773)

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

4.

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

The Alchemist, September 2011
Number of pages: 3 Posted: 02 Sep 2011
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 514 (117,593)

Abstract:

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gold, bubbles

5.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Samuel Vigne, Brian M. Lucey, Fergal A. O'Connor and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 506 (119,836)
Citation 7

Abstract:

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Silver, Platinum, Palladium, Review, Survey

6.

Are Gold Bugs Coherent?

Number of pages: 13 Posted: 23 Jan 2016
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 460 (134,408)

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gold mining, gold miners, substitution, wavelets

7.

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

FIRN Research Paper No. 2507733
Number of pages: 27 Posted: 09 Oct 2014 Last Revised: 04 Feb 2015
Fergal A. O'Connor, Dirk G. Baur and Brian M. Lucey
University College Cork, University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 303 (214,121)
Citation 1

Abstract:

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

8.

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

Number of pages: 21 Posted: 02 Dec 2012 Last Revised: 11 Jul 2015
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 288 (225,947)
Citation 5

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Gold,  Markov, Switching, Bubbles, Lease, Rates

9.

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

Number of pages: 11 Posted: 16 Oct 2012
Brian M. Lucey, Charles James Larkin and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin, Institute for Policy Research (IPR), University of Bath and University College Cork
Downloads 275 (237,049)
Citation 1

Abstract:

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gold, information share, COMEX, LBMA

10.

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

Applied Economics Letters, Forthcoming
Number of pages: 15 Posted: 05 Feb 2014 Last Revised: 16 May 2014
Brian M. Lucey, Fergal A. O'Connor and Charles James Larkin
Trinity Business School, Trinity College Dublin, University College Cork and Institute for Policy Research (IPR), University of Bath
Downloads 219 (296,956)
Citation 11

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Gold, information share, COMEX, LBMA, Shanghai

11.

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, Raj Aggarwal, Brian M. Lucey and Fergal A. O'Connor
Kent State University Foundation, Trinity Business School, Trinity College Dublin and University College Cork
Downloads 167 (380,563)
Citation 2

Abstract:

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

12.

Mind the Gap: Psychological Barriers in Gold and Silver Prices

Number of pages: 13 Posted: 17 Feb 2016
Michael E. Lucey and Fergal A. O'Connor
Durham Business School and University College Cork
Downloads 159 (397,022)
Citation 1

Abstract:

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Gold, Silver, Psychological Barriers, Behavioural

13.

Identifying Proxies for Risk-Free Assets: Evidence From the Zero-Beta Capital Asset Pricing Model

He, Z., O’Connor, F. and Thijssen, J. (2022) ‘Identifying proxies for risk-free assets: Evidence from the zero-beta Capital Asset Pricing Model’, Research in International Business and Finance, (Forthcoming).
Number of pages: 73 Posted: 15 Oct 2022
Zhen He, Fergal A. O'Connor and Jacco Thijssen
University of York - The York Management School, University College Cork and University of York
Downloads 111 (531,566)

Abstract:

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Risk-free asset; Zero-beta asset; Zero-beta CAPM; Gold; T-bills; OIS.

14.

The Incomplete History of “My Big Coin”

O’Connor, F and Lucey, M. (2021),” The Incomplete History of My Big Coin”, in Batten-Corbet-Lucey Handbooks in Alternative Investments. Editors J. Batten, B. Lucey and S. Corbett.
Number of pages: 11 Posted: 18 Aug 2021
Fergal A. O'Connor and Michael E. Lucey
University College Cork and Durham Business School
Downloads 108 (538,836)

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Virtual Currency, Cryptocurrencies, Financial History

15.

Is Gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices

International Review of Financial Analysis, Forthcoming
Number of pages: 18 Posted: 26 Sep 2018
Zhen He, Fergal A. O'Connor and Jacco Thijssen
University of York - The York Management School, University College Cork and University of York
Downloads 86 (627,085)
Citation 7

Abstract:

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Gold, Safe Haven, Markov-Switching, Hedge

16.

What drives On- versus Off-Trade Beer Consumption? A Regional and Global Panel Analysis of 97 countries’

Number of pages: 28 Posted: 08 Dec 2023
Fergal A. O'Connor and Nadine Waehning
University College Cork and University of York
Downloads 54 (804,751)

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Beer consumption, on- versus off- trade, Location, Panel Analysis, Price Elasticity of Demand, Income Elasticity of Demand, Cross Price Elasticity of Demand

17.

Innovation Capacities in Advanced Economies: Relative Performance of Small Open Economies

Research in International Business and Finance, 27:106-127, 2013
Number of pages: 23 Posted: 20 Mar 2014
Eleanor Doyle and Fergal A. O'Connor
Department of Economics and University College Cork
Downloads 53 (811,907)

Abstract:

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Innovation, Patents, Small Open Economies

18.

Where was the Global Price of Silver Established? Evidence from London and New York (1878-1953)

Number of pages: 13 Posted: 02 Apr 2020
Shaen Corbet and Fergal A. O'Connor
Dublin City University and University College Cork
Downloads 52 (819,330)

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Silver; Price Discovery; Information Flows; Historical Data

19.

Domestic Macroeconomic Determinants of Precious Metals Prices in Developed and Emerging Economies: An International Analysis of the Long and Short Run

Number of pages: 27 Posted: 14 Apr 2023
Fergal A. O'Connor and Hafiz Muhammad Usman Rana
University College Cork and Birmingham City University
Downloads 49 (842,296)

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Precious Metals prices, Long-run Equilibrium, Inflation, Unemployment, Emerging Markets.

20.

Time Varying Efficiency of Domestic Precious Metals Markets - Evidence from Developed and Emerging Economies

Number of pages: 37 Posted: 21 Nov 2023
Hafiz Rana, Fergal A. O'Connor, Erez Yerushalmi and Jae H. Kim
Birmingham City University, University College Cork, Birmingham City University and La Trobe University
Downloads 41 (910,613)

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Adaptive markets hypothesis, martingale difference hypothesis, Market efficiency, precious metals, Gold

21.

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

Number of pages: 46 Posted: 20 Feb 2025
Fergal A. O'Connor and Brian M. Lucey
University College Cork and Trinity Business School, Trinity College Dublin
Downloads 32 (1,000,146)

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

22.

The Incomplete History of "My Big Coin"

Number of pages: 11 Posted: 03 Jul 2024
Fergal A. O'Connor, Michael E. Lucey and Dirk G. Baur
University College Cork, Durham Business School and University of Western Australia - Business School
Downloads 30 (1,021,954)

Abstract:

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23.

Identifying proxies for risk-free assets: Evidence from the zero-beta Capital Asset Pricing Model

Number of pages: 73 Posted: 10 Jul 2024
Zhen He, Fergal A. O'Connor and Jacco Thijssen
Shanghai University, University College Cork and University of York
Downloads 28 (1,044,760)

Abstract:

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Zero-beta asset, Zero-beta CAPM, Gold, T-bills, OIS

24.

Can Risk-Free and Zero-Beta Portfolios Be Constructed? UK and Us Evidence

Number of pages: 12 Posted: 07 Sep 2024
Zhen He, Fergal A. O'Connor and Jacco Thijssen
Fudan University - School of Management, University College Cork and University of York
Downloads 18 (1,167,754)

Abstract:

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Risk-free portfolio, Precious metals, Wald test, Zero-beta CAPM

25.

Asynchronous Market Efficiency in Precious Metals Markets a Local Currency Lens

Number of pages: 15 Posted: 21 Apr 2025
Hafiz Rana, Fergal A. O'Connor, Erez Yerushalmi and Jae H. Kim
Birmingham City University, University College Cork, Birmingham City University and La Trobe University
Downloads 11 (1,250,616)

Abstract:

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Adaptive markets hypothesis, Local Currencies, Asynchronous Efficiency, Precious Metals

26.

Can Risk-Free and Zero-Beta Portfolios Be Constructed? UK and Us Evidence

Number of pages: 12 Posted: 02 Dec 2024
Zhen He, Jacco Thijssen and Fergal A. O'Connor
Shanghai University, University of York and University College Cork
Downloads 10 (1,260,804)

Abstract:

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Risk-free portfolio, Precious Metals, Wald test, Zero-beta CAPM

27.

World Metals Markets

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

Abstract:

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