Samuel Vigne

Trinity College (Dublin) - Trinity Business School

Aras an Phiarsaigh

College Green

Dublin, Leinster D2

Ireland

  • Trinity College (Dublin) - Trinity Business School

SCHOLARLY PAPERS

16

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Top 13,995

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7,333

TOTAL CITATIONS
Rank 15,043

SSRN RANKINGS

Top 15,043

in Total Papers Citations

76

Scholarly Papers (16)

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1.

Financial Econometrics - R Tutorial Guidance

Number of pages: 521 Posted: 10 Jun 2021
Yizhi Wang and Samuel Vigne
Cardiff University, Cardiff Business School and Trinity College (Dublin) - Trinity Business School
Downloads 2,650 (10,967)

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R Tutorial; Financial Econometrics

2.

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

Number of pages: 57 Posted: 31 May 2019
Shaen Corbet, Douglas J. Cumming, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 741 (72,721)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

3.

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 613 (92,603)
Citation 3

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Initial Public Offering; Europe; Withdrawal; Probit

4.

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 522 (113,363)
Citation 29

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

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 505 (117,967)
Citation 7

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Silver, Platinum, Palladium, Review, Survey

6.

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 474 (127,290)
Citation 1

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Gold, portfolio formation, asset allocation

7.

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 446 (137,032)
Citation 6

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

8.

Low Liquidity Beta Anomaly in China

Number of pages: 40 Posted: 11 Dec 2014 Last Revised: 14 Jun 2021
Michael Frömmel, Xing Han, Youwei Li and Samuel Vigne
Ghent University - Department of Financial Economics, University of Auckland Business School, Hull University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 323 (196,364)
Citation 2

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Liquidity, Liquidity Beta, Investor Sentiment, Asset Pricing, China

9.

Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing

European Journal of Operational Research, Volume 293, Issue 2, pp. 786-801, 1 September 2021, DOI 10.1016/j.ejor.2020.12.051
Number of pages: 111 Posted: 27 Nov 2019 Last Revised: 06 Jul 2022
Melvern Leung, Youwei Li, Athanasios A. Pantelous and Samuel Vigne
Monash University - Department of Econometrics & Business Statistics, Hull University Business School, Monash University - Department of Econometrics & Business Statistics and Trinity College (Dublin) - Trinity Business School
Downloads 242 (264,613)
Citation 2

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Decision analysis; Value-at-Risk; Backtesting; Bayesian framework; Longevity risk

10.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Samuel Vigne
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 165 (377,192)
Citation 2

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

11.

A comparative and conceptual intellectual study of environmental topic in Economic and Finance

International Review of Financial Analysis, Volume 91, 103023, January 2024, DOI: 10.1016/j.irfa.2023.103023
Number of pages: 44 Posted: 02 Dec 2022 Last Revised: 09 Jan 2024
Meilan Yan, Youwei Li, Athanasios A. Pantelous, Samuel Vigne and Dalu Zhang
Loughborough University, Hull University Business School, Monash University - Department of Econometrics & Business Statistics, Trinity College (Dublin) - Trinity Business School and University of Salford - Salford Business School
Downloads 160 (387,164)

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Environmental Finance (EF), Environmental Social and Governance (ESG), Financial innovations, bibliometric analysis, ESG disclosure and investment

12.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
Xiangyun Gao, Shupei Huang, Brian M. Lucey, Samuel Vigne and Shaen Corbet
China University of Geosciences, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 149 (411,023)
Citation 8

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Gold, Silver, Platinum, Palladium, Bibliometrics

13.

Was a Deterioration in ‘Connectedness’ a Leading Indicator of the European Sovereign Debt Crisis?

Journal of International Financial Markets, Institutions and Money, Volume 74, September 2021, 101300 DOI: 10.1016/j.intfin.2021.101300
Number of pages: 35 Posted: 11 May 2016 Last Revised: 23 Nov 2021
Philip Anthony Hamill, Youwei Li, Athanasios A. Pantelous, Samuel Vigne and James Waterworth
Ulster University at Jordanstown, Hull University Business School, Monash University - Department of Econometrics & Business Statistics, Trinity College (Dublin) - Trinity Business School and Queen's University Belfast, Students
Downloads 139 (434,433)
Citation 7

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

14.

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
Fabian Gogolin, Fearghal Kearney, Brian M. Lucey, Maurice Peat and Samuel Vigne
University of Leeds - Faculty of Business, Queen's University Belfast - Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 89 (600,364)
Citation 2

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

15.

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

Number of pages: 46 Posted: 25 Oct 2021
Xin Xu, Shupei Huang, An Haizhong, Samuel Vigne and Brian M. Lucey
China University of Geosciences (CUG) - School of Economics and Management, China University of Geosciences (CUG), China University of Geosciences, Beijing, Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 66 (709,303)
Citation 3

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

16.

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

Number of pages: 21 Posted: 25 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
The University of Edinburgh, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 49 (817,675)
Citation 1

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Initial Public Offering; Europe; Withdrawal; Probit

Other Papers (1)

Total Downloads: 120
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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, Raj Aggarwal, Colm Kearney, Brian M. Lucey and Samuel Vigne
Kent State University Foundation, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 120 (342,851)

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distance, foreign portfolio investment, extreme bounds, Gravity Model