Cal B. Muckley

University College Dublin

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

30

DOWNLOADS
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Top 20,667

in Total Papers Downloads

4,561

SSRN CITATIONS
Rank 19,048

SSRN RANKINGS

Top 19,048

in Total Papers Citations

42

CROSSREF CITATIONS

27

Scholarly Papers (30)

1.

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 445 (120,437)
Citation 11

Abstract:

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

2.

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 386 (141,833)
Citation 6

Abstract:

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

3.
Downloads 341 (162,672)
Citation 5

Why Do Privatized Firms Pay Higher Dividends?

Number of pages: 50 Posted: 30 Jul 2014 Last Revised: 24 Sep 2016
University of Birmingham, SIUE, University of Oklahoma and University College Dublin
Downloads 231 (241,148)
Citation 2

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Dividends, dividend tax penalty, pay-out policy, privatization, agency costs

Why Do Privatized Firms Pay Higher Dividends?

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-10, Journal of Corporate Finance, Vol. 60, No. 101493, 2020
Number of pages: 52 Posted: 19 Sep 2018 Last Revised: 19 Aug 2021
University of Birmingham, SIUE and University College Dublin
Downloads 110 (453,765)
Citation 4

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Privatization, State ownership, Payout policy, Dividends, Minority shareholders, State income, State reputation

4.

Empirical Asset Return Distributions: Is Chaos the Culprit?

Applied Economics Letters, Vol. 11, No. 2, 2004
Number of pages: 18 Posted: 27 Jan 2003 Last Revised: 16 Sep 2010
Cal B. Muckley
University College Dublin
Downloads 322 (173,025)

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Nonlinear Dynamics, BDS test, Chaos

5.

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 257 (218,159)

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

6.

Terrorism, Tourism and FDI: Estimating a Lower Bound on the Peace Dividend in Northern Ireland

Number of pages: 19 Posted: 11 Oct 2010
Cal B. Muckley
University College Dublin
Downloads 217 (256,901)

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terrorism, tourism, FDI, transfer functions

7.

The Global Preference for Dividends in Declining Markets

Financial Review, 2015, Forthcoming
Number of pages: 43 Posted: 10 Nov 2014 Last Revised: 01 Sep 2015
Babson College - Finance Division, University of Birmingham, Trinity Business School, Trinity College Dublin and University College Dublin
Downloads 216 (258,022)

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Dividend policy, market movement, G-7, BRICS

8.

Can Alert Models for Fraud Protect the Elderly Clients of a Financial Institution?

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-16
Number of pages: 27 Posted: 23 Aug 2018 Last Revised: 28 Nov 2018
Gaurav Kumar, Cal B. Muckley, Linh Pham and Darragh Ryan
University College Dublin (UCD), University College Dublin, Michael Smurfit Graduate School of Business and University College Dublin (UCD)
Downloads 203 (273,253)

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alert models, fraud, elderly clients, financial institutions, machine learning

9.

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 170 (320,051)

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

10.

Global Stock Market Interdependencies and long-term Portfolio Diversification

Number of pages: 25 Posted: 10 Oct 2010 Last Revised: 14 Oct 2010
Cal B. Muckley and Brian M. Lucey
University College Dublin and Trinity Business School, Trinity College Dublin
Downloads 160 (337,160)
Citation 1

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Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

11.

Exchange Rate Regimes and Foreign Exchange Exposure: The Case of Emerging Market Firms

Number of pages: 41 Posted: 30 Jan 2014
Min Ye, Elaine Hutson and Cal B. Muckley
Hunan University - College of Finance and Statistics, Monash University - Dept of Banking and Finance and University College Dublin
Downloads 157 (342,462)
Citation 1

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12.

Stock Market Illiquidity, Bargaining Power and the Cost of Borrowing

Journal of Empirical Finance, Forthcoming
Number of pages: 56 Posted: 19 Dec 2016 Last Revised: 27 Mar 2023
Jiayuan Chen, Di Gong and Cal B. Muckley
University College Dublin (UCD), University of International Business and Economics (UIBE) - School of Banking and Finance and University College Dublin
Downloads 156 (344,352)

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Stock illiquidity, Bargaining power, Cost of borrowing, Price informativeness, Governance

Getting It Right or Getting It Cursed: Auction Prices in a Residential Real Estate Bubble

Number of pages: 43 Posted: 20 Aug 2018
Clare Branigan, Cal B. Muckley and Paul Ryan
University College Dublin, University College Dublin and University College Dublin - Department of Banking & Finance
Downloads 78 (570,402)

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Bubbles, Winner’s Curse, Residential Real Estate, Professional Investor, Owner Occupier

Getting It Right or Getting It Cursed: Auction Prices in a Residential Real Estate Bubble

Number of pages: 35 Posted: 03 Nov 2016
Clare Branigan, Cal B. Muckley and Paul Ryan
University College Dublin, University College Dublin and University College Dublin - Department of Banking & Finance
Downloads 72 (597,841)

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bubbles, winner’s curse, residential real estate, professional investor, owner occupier

14.

Investment and Deleveraging Financed by Dividends: Evidence from Japanese Business Groups

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-2
Number of pages: 54 Posted: 09 May 2018 Last Revised: 24 Mar 2022
University of Birmingham, University College Dublin, Fanhai International School of Finance, Fudan University and Boston College - Department of Finance
Downloads 131 (395,726)

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Japan, business group, cross-holding, dividend, investment, leverage

15.

Is Firm-Level Clean or Dirty Innovation Valued More?

The European Journal of Finance
Number of pages: 96 Posted: 02 Oct 2019 Last Revised: 23 Jun 2020
London School of Economics & Political Science (LSE), University College Dublin and University College Dublin
Downloads 129 (400,624)
Citation 1

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innovation, research and development, patents, citations, clean technologies, dirty technologies, market value

16.

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 122 (417,807)

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

17.

Can the Traditional Asian Us Dollar Peg Exchange Rate Regime Be Extended to Include the Japanese Yen?

International Review of Financial Analysis, Vol. 17, pp. 870-885, 2007
Number of pages: 34 Posted: 04 May 2005 Last Revised: 27 Dec 2010
Colm Kearney and Cal B. Muckley
Monash University - Monash Business School and University College Dublin
Downloads 117 (431,076)

Abstract:

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exchange rates, multivariate GARCH, Orthogonal GARCH, volatility

18.

Dynamics of Equity Market Integration in Europe: Impact of Political Economy Factors

Journal of Common Market Studies, Vol. 48, No. 3, 2010, Institute for International Integration Studies (IIIS) Working Paper No. 19
Number of pages: 25 Posted: 04 Mar 2005 Last Revised: 10 Jan 2010
University College Dublin, Kent State University Foundation and Trinity Business School, Trinity College Dublin
Downloads 113 (442,360)

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Integration, Kalman Filter, EMU, Cointegration

19.

Do Annual Stock Price Effects of Extreme Cash Dividend Pay-Out Events Differ from Their Short Term Effects?

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 14 Aug 2015
J. Henk von Eije and Cal B. Muckley
University of Groningen - Faculty of Economics and Business and University College Dublin
Downloads 107 (460,440)

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excess returns, dividend initiations, dividend omisions, information content, investor expectations

20.

Assessing Co-Ordinated Asian Exchange Rate Regimes: Proposal for a Possible Move Towards a Common Currency

Journal of International Financial Markets, Institutions and Money, 2011
Number of pages: 27 Posted: 06 Jan 2010 Last Revised: 02 Feb 2010
Raj Aggarwal, Raj Aggarwal and Cal B. Muckley
Kent State University Foundation and University College Dublin
Downloads 85 (535,401)

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Asia, Basket Exchange Rates, Currency Pegs, Exchange Rate Regimes

21.

Does National Culture Influence Malfeasance in Banks Around the World?

Journal of International Financial Markets, Institutions and Money
Number of pages: 58 Posted: 18 Aug 2023 Last Revised: 06 Jan 2024
Thomas Conlon, Xing Huan and Cal B. Muckley
University College Dublin, EDHEC Business School and University College Dublin
Downloads 80 (555,338)

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National culture, Financial institutions, Misconduct risk

22.

Countering Racial Discrimination in Algorithmic Lending: A Case for Model-Agnostic Interpretation Methods

Economics Letters, Forthcoming, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 23-2
Number of pages: 13 Posted: 07 Apr 2023 Last Revised: 18 Apr 2023
Shivam Agarwal, Cal B. Muckley and Parvati Neelakantan
National University of Ireland, Maynooth (NUI Maynooth) - School of Business, University College Dublin and University College Dublin
Downloads 73 (585,022)

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Big-Data lending, Machine learning, Algorithmic injustice, Model-agnostic global interpretation methods

23.

Carbon Portfolio Management

Number of pages: 35 Posted: 10 Oct 2014 Last Revised: 24 Sep 2016
Alex Afonin, Don Bredin, Cal B. Muckley and Dirk Nitzsche
University College Dublin (UCD), University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and City University London - The Business School
Downloads 73 (585,022)
Citation 3

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24.

A Countermeasure to GDP Veneration: Social Progress Indicator

Number of pages: 14 Posted: 18 Mar 2020
Cal B. Muckley
University College Dublin
Downloads 72 (589,395)

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25.

Does the Information Content of Payout Initiations and Omissions Influence Firm Risks?

Journal of Econometrics, No. 183, 2014, 222-229
Number of pages: 30 Posted: 07 Mar 2016 Last Revised: 23 Jun 2016
J. Henk von Eije, Abhinav Goyal and Cal B. Muckley
University of Groningen - Faculty of Economics and Business, University of Birmingham and University College Dublin
Downloads 71 (594,022)
Citation 3

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dividends, repurchases, initiations, omissions, total risk, idiosyncratic risk, systematic firm risks, self-selection

26.

Flexible Firm-Level Dividends in Latin America

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 16 Feb 2017
J. Henk von Eije, Abhinav Goyal and Cal B. Muckley
University of Groningen - Faculty of Economics and Business, University of Birmingham and University College Dublin
Downloads 63 (632,398)
Citation 2

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G15, G32, G35, O16

27.

Investment and Deleveraging Financed by Dividends: Evidence from Japanese Business Groups

Number of pages: 52 Posted: 04 May 2015 Last Revised: 06 Oct 2020
University of Birmingham, University College Dublin, Fanhai International School of Finance, Fudan University and Boston College - Department of Finance
Downloads 62 (637,572)

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Japan, business group, cross-holding, dividend, investment, debt

28.

Reassessing the Evidence of an Emerging Yen Block in North and Southeast Asia

International Review of Economics and Finance, Vol. 16, pp. 255-271, 2007
Number of pages: 29 Posted: 15 Jul 2006 Last Revised: 10 Jan 2010
Colm Kearney and Cal B. Muckley
Monash University - Monash Business School and University College Dublin
Downloads 57 (664,170)

Abstract:

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Exchange rate systems, yen block

29.

Money Management Difficulties and Older People: Detection of Early-stage Dementia in Financial Data

Number of pages: 46 Posted: 08 Apr 2024
Shivam Agarwal and Cal B. Muckley
National University of Ireland, Maynooth (NUI Maynooth) - School of Business and University College Dublin
Downloads 26 (884,220)

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Financial services, Household finance, Aging, Cognitive decline, Money management difficulty, Vulnerable customers, Machine learning, Explainable AI

30.

Cash Dividends and Investor Protection in Asia

International Review of Financial Analysis, 29 (2013), 31-43
Posted: 28 Mar 2013 Last Revised: 09 Sep 2014
Abhinav Goyal and Cal B. Muckley
University of Birmingham and University College Dublin

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Payout policy, dividends, share repurchases, international financial markets