Samuel Vigne

Queen's University Belfast

25 University Square

Belfast, BT7 1NN

Ireland

Queen's University Belfast - Queen's Management School

Riddel Hall

185 Stranmillis Road

Belfast, BT9 5EE

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 25,492

SSRN RANKINGS

Top 25,492

in Total Papers Downloads

2,168

SSRN CITATIONS
Rank 23,648

SSRN RANKINGS

Top 23,648

in Total Papers Citations

33

CROSSREF CITATIONS

6

Scholarly Papers (12)

1.

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 400 (84,496)
Citation 2

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

2.

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 University of Southampton - Southampton Business School
Downloads 349 (98,918)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

3.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads 341 (101,488)
Citation 25

Abstract:

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

4.

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 287 (122,353)
Citation 1

Abstract:

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Gold, portfolio formation, asset allocation

5.

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 211 (166,795)
Citation 3

Abstract:

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criminality, cryptocurrency, information share, volatility, price discovery

6.

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 206 (169,913)
Citation 4

Abstract:

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

7.

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

Number of pages: 35 Posted: 11 May 2016 Last Revised: 04 Jan 2021
Ulster University at Jordanstown, Hull University Business School, Monash University - Department of Econometrics & Business Statistics, Queen's University Belfast and Queen's University Belfast, Students
Downloads 90 (323,904)
Citation 4

Abstract:

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

8.

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

Number of pages: 111 Posted: 27 Nov 2019 Last Revised: 15 Dec 2020
Monash University - Department of Econometrics & Business Statistics, Hull University Business School, Monash University - Department of Econometrics & Business Statistics and Queen's University Belfast
Downloads 85 (335,669)
Citation 1

Abstract:

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

9.

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 76 (358,461)
Citation 1

Abstract:

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

10.

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 56 (419,981)

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

11.

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 53 (430,682)
Citation 2

Abstract:

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

12.

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 14 (633,784)
Citation 1

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

Other Papers (1)

Total Downloads: 74
1.

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

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
University of Akron, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Queen's University Belfast
Downloads 74 (342,851)

Abstract:

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distance, foreign portfolio investment, extreme bounds, Gravity Model