Andrew Meegan

Dublin City University Business School

Dublin 9

Ireland

  • Dublin City University Business School

SCHOLARLY PAPERS

7

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Top 22,042

in Total Papers Downloads

4,921

TOTAL CITATIONS
Rank 8,016

SSRN RANKINGS

Top 8,016

in Total Papers Citations

219

Scholarly Papers (7)

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1.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
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 1,559 (25,783)
Citation 8

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Cryptocurrencies; Macroeconomic News; Return volatility

2.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Shaen Corbet, Andrew Meegan, Charles James Larkin, Brian M. Lucey and Larisa Yarovaya
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 1,413 (29,858)
Citation 152

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

3.

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
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
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 840 (62,566)
Citation 45

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

4.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Shaen Corbet, Charles James Larkin, Brian M. Lucey, Andrew Meegan and Larisa Yarovaya
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 718 (76,942)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

5.

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 171 (372,328)
Citation 2

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

6.

Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe

Number of pages: 42 Posted: 13 Sep 2017
Shaen Corbet, Constantin Gurdgiev and Andrew Meegan
Dublin City University, Monfort College of Business, University of Northern Colorado and Dublin City University Business School
Downloads 159 (396,541)
Citation 9

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Stock market volatility, Europe, Terrorist attacks, Systemic Risk, Contagion, Terrorism risk, Terrorism

7.

Does Cryptocurrency Pricing Response to Regulatory Intervention Depend on Underlying Blockchain Architecture?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 47 Posted: 16 Mar 2022
Andrew Meegan, Shaen Corbet, Charles James Larkin and Brian M. Lucey
Dublin City University Business School, Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 61 (756,367)

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; EGARCH.