Don Bredin

University College Dublin (UCD) - Department of Banking & Finance

School of Business

Blackrock, Co. Dublin, 4

Ireland

http://www.ucd.ie/bankingfinance/staff_bredin.html

SCHOLARLY PAPERS

31

DOWNLOADS
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6,952

SSRN CITATIONS
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Top 11,741

in Total Papers Citations

97

CROSSREF CITATIONS

38

Scholarly Papers (31)

1.

Regime Changes in the Relationship between Stock Returns and the Macroeconomy

Number of pages: 35 Posted: 22 Mar 2005
Stuart Hyde and Don Bredin
Alliance Manchester Business School - University of Manchester and University College Dublin (UCD) - Department of Banking & Finance
Downloads 762 (62,669)

Abstract:

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Smooth transition, Regime switching

2.

Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon

International Review of Financial Analysis, Vol. 41, 2015
Number of pages: 50 Posted: 21 Aug 2014 Last Revised: 31 Mar 2016
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 497 (107,798)
Citation 15

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Downside Risk, Gold, Hedge, Horizon, Safe Haven, Wavelet Analysis

3.

Domestic and Foreign Institutional Investor Behavior in China

Number of pages: 45 Posted: 15 Mar 2011
University College Dublin (UCD), University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) and Renmin University of China
Downloads 482 (111,502)
Citation 3

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Qualified Foreign Institutional Investor, Corporate Governance, China Stock Market

4.

A Microstructure Analysis of the Carbon Finance Market

Number of pages: 53 Posted: 01 Aug 2011 Last Revised: 01 Jun 2013
Don Bredin, Stuart Hyde and Cal B. Muckley
University College Dublin (UCD) - Department of Banking & Finance, Alliance Manchester Business School - University of Manchester and University College Dublin
Downloads 451 (120,596)
Citation 11

Abstract:

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CO2 emissions allowances, Futures, Emissions trading, Energy, Kyoto Protocol, Market microstructure

5.

Correlation Dynamics between Asia-Pacific, EU and US Stock Returns

Number of pages: 34 Posted: 08 Feb 2008
Alliance Manchester Business School - University of Manchester, Manchester Business School and University College Dublin (UCD) - Department of Banking & Finance
Downloads 438 (124,839)
Citation 9

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dynamic conditional correlation, asymmetry, international portfolio diversification

6.

Commodity Pricing: Evidence from Rational and Behavioral Models

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-1
Number of pages: 33 Posted: 08 May 2018 Last Revised: 07 Mar 2023
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 424 (129,638)
Citation 3

Abstract:

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Commodity prices, financialization, speculation

7.

An Emerging Equilibrium in the EU Emissions Trading Scheme

Energy Economics, Forthcoming
Number of pages: 30 Posted: 04 Sep 2009 Last Revised: 17 Sep 2010
Don Bredin and Cal B. Muckley
University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 389 (143,028)
Citation 6

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CO2 prices, EU ETS, Energy, Kyoto Protocol, Weather

8.

European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response

Manchester Business School Working Paper No. 493
Number of pages: 27 Posted: 11 Jul 2007
University College Dublin (UCD) - Department of Banking & Finance, Alliance Manchester Business School - University of Manchester, City University London - The Business School and Central Bank & Financial Services Authority of Ireland
Downloads 293 (194,129)
Citation 2

Abstract:

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Monetary policy, stock market, interest rates

9.

Energy Derivatives' Market Dynamics

Number of pages: 35 Posted: 16 Apr 2012
Don Bredin, Eamonn Ciagain and Cal B. Muckley
University College Dublin (UCD) - Department of Banking & Finance, UBS AG and University College Dublin
Downloads 261 (218,340)

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EU ETS, Options, Futures, Market Dynamics, Returns, Volatility, Volume, CO2

The Investment Behavior of Qualified Foreign Institutional Investors in China

Number of pages: 39 Posted: 18 Aug 2017 Last Revised: 28 Jan 2018
Ningyue Liu, Don Bredin and Huijuan Cao
Beijing Institute of Technology, University College Dublin (UCD) - Department of Banking & Finance and Hong Kong Polytechnic University
Downloads 135 (393,630)

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Qualified Foreign Institutional Investors, Investor Heterogeneity, Investment Preference, Shareholder Activism

The Investment Behavior of Qualified Foreign Institutional Investors in China

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-6
Number of pages: 41 Posted: 09 May 2018
Ningyue Liu, Don Bredin and Huijuan Cao
Beijing Institute of Technology, University College Dublin (UCD) - Department of Banking & Finance and Hong Kong Polytechnic University
Downloads 118 (437,047)

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Qualified Foreign Institutional Investors, Investor Heterogeneity, Investment Preference, Shareholder Activism

Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon Prices

Number of pages: 38 Posted: 11 Aug 2014
Don Bredin and John E. Parsons
University College Dublin (UCD) - Department of Banking & Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 132 (400,745)
Citation 2

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Spot and Futures Prices, Commodity Markets, Convenience Yields, EU Emissions Trading Scheme

Why Is Spot Carbon so Cheap and Future Carbon So Dear? The Term Structure of Carbon Prices

USAEE Working Paper No. 14-188
Number of pages: 38 Posted: 29 Nov 2014
Don Bredin and John E. Parsons
University College Dublin (UCD) - Department of Banking & Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 120 (431,409)
Citation 1

Abstract:

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12.
Downloads 246 (231,451)

Monetary Shocks and REIT Returns

Cass Business School Research Paper
Number of pages: 24 Posted: 12 Jun 2006
University College Dublin (UCD) - Department of Banking & Finance, Central Bank & Financial Services Authority of Ireland and City University London - The Business School
Downloads 246 (230,452)
Citation 9

Abstract:

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Monetary Shocks and REIT Returns

Journal of Real Estate Finance and Economics, Vol. 35, No. 3, 2007
Posted: 27 Aug 2007
University College Dublin (UCD) - Department of Banking & Finance, Central Bank & Financial Services Authority of Ireland and University College Dublin (UCD) - Michael Smurfit Graduate School of Business

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monetary shocks, interest rates, REITs, GARCH models

13.

Information in the Term Structure of WTI Crude Oil Futures

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-2
Number of pages: 59 Posted: 02 Mar 2020
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University College Dublin (UCD) - Department of Banking & Finance
Downloads 232 (245,000)

Abstract:

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14.

Oil Volatility and the Option Value of Waiting: An Analysis of the G-7

Journal of Futures Markets, Forthcoming
Number of pages: 39 Posted: 26 May 2010 Last Revised: 14 Jan 2011
Don Bredin, John Elder and Stilianos Fountas
University College Dublin (UCD) - Department of Banking & Finance, Colorado State University and University of Macedonia
Downloads 178 (312,189)
Citation 2

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Oil, Volatility, Real Options, Vector Autoregression, Multivariate GARCH-In-Mean VAR

15.

Is There a Stochastic Trend in European Union Emission Trading Scheme Prices?

Number of pages: 15 Posted: 31 Oct 2009 Last Revised: 17 Dec 2009
Don Bredin and Cal B. Muckley
University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 172 (321,731)

Abstract:

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CO2 prices, EU ETS, Energy, Kyoto Protocol, Unit root

16.

The Price of Shelter - Downside Risk Reduction with Precious Metals

International Review of Financial Analysis, 2007, 49, 48-58
Number of pages: 34 Posted: 05 Apr 2016 Last Revised: 20 Feb 2020
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 166 (331,725)
Citation 4

Abstract:

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Downside Risk, Precious Metals, Horizon, Safe Haven, Value-at-Risk

Investigating Sources of Unanticipated Exposure in Industry Stock Returns

Journal of Banking and Finance, Forthcoming, Manchester Business School Research Paper No. 605
Number of pages: 33 Posted: 02 Oct 2010
Don Bredin and Stuart Hyde
University College Dublin (UCD) - Department of Banking & Finance and Alliance Manchester Business School - University of Manchester
Downloads 85 (549,202)

Abstract:

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Foreign Exchange, Exposure, Interest Rates, Stock Returns, International

Investigating Sources of Unanticipated Exposure in Industry Stock Returns

Manchester Business School Research Paper No. 605
Number of pages: 33 Posted: 08 Oct 2010
Stuart Hyde and Don Bredin
Alliance Manchester Business School - University of Manchester and University College Dublin (UCD) - Department of Banking & Finance
Downloads 77 (583,801)
Citation 1

Abstract:

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Foreign Exchange, Exposure, Interest Rates, Stock Returns, International Finance

18.

International Influences on Irish Stock Returns

Number of pages: 19 Posted: 28 May 2004
Stuart Hyde and Don Bredin
Alliance Manchester Business School - University of Manchester and University College Dublin (UCD) - Department of Banking & Finance
Downloads 145 (371,305)

Abstract:

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Smooth transition, Regime switching

19.

Is Information Assimilated at Announcements in the European Carbon Market?

Number of pages: 30 Posted: 09 Jun 2015 Last Revised: 15 Feb 2017
Jiayuan Chen, Cal B. Muckley and Don Bredin
University College Dublin (UCD), University College Dublin and University College Dublin (UCD) - Department of Banking & Finance
Downloads 125 (416,573)

Abstract:

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Carbon trading; market microstructure; public information announcements; information assimilation

20.

US Oil Price Exposure: The Industry Effects

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 18 Posted: 03 Oct 2011 Last Revised: 28 Feb 2012
Don Bredin and John Elder
University College Dublin (UCD) - Department of Banking & Finance and Colorado State University
Downloads 123 (421,550)
Citation 2

Abstract:

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Oil, Industry Stock Returns, Vector autoregression

21.

Energy Commodities Revealed through Hedging Characteristics: Evidence from Developing and Mature Markets

Number of pages: 40 Posted: 04 Sep 2015 Last Revised: 18 Dec 2015
Simon Spencer, Don Bredin and Thomas Conlon
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 117 (437,816)
Citation 2

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Hedging, Corn, Ethanol, Renewable Fuel Standard, data set choice, model choice, 2013 corn harvest

22.

Real & Nominal Foreign Exchange Volatility Effects on Exports - The Importance of Timing

Number of pages: 15 Posted: 10 Jul 2007
John Cotter and Don Bredin
University College Dublin and University College Dublin (UCD) - Department of Banking & Finance
Downloads 117 (437,816)

Abstract:

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Exports, Volatility, Real & Nominal effects

23.

Revisiting The Hunt Brothers Case

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-3
Number of pages: 16 Posted: 09 Feb 2022
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 113 (449,284)

Abstract:

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Commodity prices, manipulation

24.

Bubbles Talk: Narrative Augmented Bubble Prediction

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-5
Number of pages: 59 Posted: 18 Apr 2023
Yuting Chen, Don Bredin and Valerio Potì
University College Dublin, University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 111 (455,314)

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narrative economics, asset bubbles, natural language processing

25.

Agreement Matters: OPEC Announcement Effects on WTI Term Structure

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-3
Number of pages: 44 Posted: 29 May 2018 Last Revised: 21 Feb 2019
Simon Spencer and Don Bredin
University College Dublin (UCD) - Department of Banking & Finance and University College Dublin (UCD) - Department of Banking & Finance
Downloads 103 (480,474)

Abstract:

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OPEC, Agreement, Quota, Term Structure, Nelson-Siegel Model, Event Study, CAR, CAF, Failure to Agree

26.

Food Prices, Ethics and Forms of Speculation

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-9
Number of pages: 27 Posted: 26 Oct 2020
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 83 (551,432)
Citation 2

Abstract:

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Commodity prices, financialization, commodity speculation

27.

Carbon Portfolio Management

Number of pages: 35 Posted: 10 Oct 2014 Last Revised: 24 Sep 2016
University College Dublin (UCD), University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and City University London - The Business School
Downloads 73 (593,750)
Citation 3

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28.

Volatility and Irish Exports

Number of pages: 33 Posted: 25 Jun 2007
Don Bredin and John Cotter
University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 64 (636,742)

Abstract:

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Exports, risk measurement, distributed lags

29.

Commodity Pricing: Time-Varying Discount Rates vs. Investors’ Heterogeneity

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-3
Number of pages: 34 Posted: 18 Apr 2023
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 56 (679,536)

Abstract:

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Commodity prices, commodity pricing, financialization, speculation, investor heterogeneity

30.

Commodity Pricing: Time-Varying Discount Rates vs. Investors' Heterogeneity

Number of pages: 33 Posted: 10 Mar 2023
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 43 (761,425)

Abstract:

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commodity prices, commodity pricing, financialization, speculation, investor heterogeneity

31.

Revisiting the Silver Crisis

Number of pages: 17 Posted: 18 Feb 2022
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 21 (946,093)

Abstract:

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Commodity prices, manipulation

Other Papers (3)

Total Downloads: 38
1.

Investor Sentiment: Does it Augment the Performance of Asset Pricing Models?

Number of pages: 38 Posted: 25 Nov 2016
Deven Bathia and Don Bredin
Queen Mary University of London and University College Dublin (UCD) - Department of Banking & Finance
Downloads 38

Abstract:

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Investor sentiment, Asset Pricing, Conditioning information

2.

International Sentiment Spillovers in Equity Returns

International Journal of Finance and Economics, Forthcoming
Posted: 25 Nov 2016
Deven Bathia, Don Bredin and Dirk Nitzsche
Queen Mary University of London, University College Dublin (UCD) - Department of Banking & Finance and City University London - The Business School

Abstract:

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investor sentiment, international financial markets, vector autoregression, equity spillovers, international stock returns

3.

An Examination of Investor Sentiment Effect on G7 Stock Market Returns

The European Journal of Finance, 2012
Posted: 23 Nov 2016
Deven Bathia and Don Bredin
Queen Mary University of London and University College Dublin (UCD) - Department of Banking & Finance

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investor sentiment, consumer confidence, mutual funds, closed-end funds, put–call ratio