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 28,580

SSRN RANKINGS

Top 28,580

in Total Papers Downloads

1,678

SSRN CITATIONS
Rank 38,936

SSRN RANKINGS

Top 38,936

in Total Papers Citations

10

CROSSREF CITATIONS

5

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 346 (89,509)
Citation 2

Abstract:

Loading...

Initial Public Offering; Europe; Withdrawal; Probit

2.

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 291 (108,334)
Citation 9

Abstract:

Loading...

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

3.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Queen's University Belfast, Trinity Business School, Trinity College Dublin, University College Cork and affiliation not provided to SSRN
Downloads 263 (120,485)

Abstract:

Loading...

Silver, Platinum, Palladium, Review, Survey

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 231 (137,422)

Abstract:

Loading...

Gold, portfolio formation, asset allocation

5.

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 188 (166,764)
Citation 3

Abstract:

Loading...

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

6.

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 99 (276,758)
Citation 2

Abstract:

Loading...

criminality, cryptocurrency, information share, volatility, price discovery

7.

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

Number of pages: 27 Posted: 11 May 2016 Last Revised: 20 Oct 2019
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 69 (343,892)
Citation 2

Abstract:

Loading...

Financial Crisis, Networks, Sovereign Bonds, Connectedness

8.

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 48 (409,213)
Citation 1

Abstract:

Loading...

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

9.

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 48 (409,213)

Abstract:

Loading...

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

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 45 (420,340)

Abstract:

Loading...

Gold, Silver, Platinum, Palladium, Bibliometrics

11.

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

Number of pages: 101 Posted: 27 Nov 2019
Monash University - Department of Econometrics & Business Statistics, Hull University Business School, Monash University - Department of Econometrics & Business Statistics and Queen's University Belfast
Downloads 40 (444,140)

Abstract:

Loading...

Bayesian decision theory; Value-at-Risk; Backtesting; Annuity pricing; Longevity risk

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 10 (604,111)

Abstract:

Loading...

Initial Public Offering; Europe; Withdrawal; Probit

Other Papers (1)

Total Downloads: 69
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 69 (342,851)

Abstract:

Loading...

distance, foreign portfolio investment, extreme bounds, Gravity Model