Cal B. Muckley

University College Dublin

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

27

DOWNLOADS
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Top 18,354

in Total Papers Downloads

2,880

SSRN CITATIONS
Rank 24,295

SSRN RANKINGS

Top 24,295

in Total Papers Citations

5

CROSSREF CITATIONS

30

Scholarly Papers (27)

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 369 (88,032)
Citation 7

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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 332 (99,170)
Citation 5

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

3.

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 289 (115,354)

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Nonlinear Dynamics, BDS test, Chaos

4.
Downloads 221 (151,380)
Citation 2

Why Do Privatized Firms Pay Higher Dividends?

Number of pages: 50 Posted: 30 Jul 2014 Last Revised: 24 Sep 2016
University College Cork, Southern Illinois University at Edwardsville - Department of Economics, University of Oklahoma and University College Dublin
Downloads 165 (197,310)
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
Number of pages: 52 Posted: 19 Sep 2018 Last Revised: 26 Jun 2019
University College Cork, Southern Illinois University at Edwardsville - Department of Economics and University College Dublin
Downloads 56 (407,522)

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

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 187 (176,728)

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

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 College Cork, Trinity Business School, Trinity College Dublin and University College Dublin
Downloads 154 (209,365)

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Dividend policy, market movement, G-7, BRICS

The Global Preference for Dividends in Declining Markets

Financial Review, Vol. 50, Issue 4, pp. 575-609, 2015
Number of pages: 35 Posted: 26 Oct 2015
Babson College - Finance Division, University College Cork, Trinity Business School, Trinity College Dublin and University College Dublin
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dividend policy, market movement, G‐7, BRICS

7.

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 138 (228,423)

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terrorism, tourism, FDI, transfer functions

8.

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 119 (255,974)

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

9.

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 111 (268,962)
Citation 1

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Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

10.

Does Stock Market Illiquidity Influence the Cost of Borrowing? Evidence from Syndicated Loans

Number of pages: 57 Posted: 19 Dec 2016
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 91 (307,037)

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Market Illiquidity, Costs of Borrowing, Bargaining Power, Information Opacity, Lending Relationship

11.

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 90 (309,155)

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

12.

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 88 (313,654)

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exchange rates, multivariate GARCH, Orthogonal GARCH, volatility

13.

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 86 (318,144)

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14.

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
Cal B. Muckley, Raj Aggarwal and Brian M. Lucey
University College Dublin, University of Akron and Trinity Business School, Trinity College Dublin
Downloads 80 (332,420)

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Integration, Kalman Filter, EMU, Cointegration

15.

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 74 (347,640)

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

16.

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 73 (350,268)

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

17.

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 - Sir John Cass Business School
Downloads 72 (352,977)
Citation 1

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18.

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: 49 Posted: 09 May 2018 Last Revised: 30 Jul 2018
Abhinav Goyal, Cal B. Muckley, QJ Qian and Hassan Tehranian
University College Cork, University College Dublin, Fudan University - Fanhai International School of Finance (FISF) and Boston College - Department of Finance
Downloads 57 (397,965)

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

19.

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 and Cal B. Muckley
University of Akron and University College Dublin
Downloads 54 (408,194)

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

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 31 (516,021)

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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: 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 17 (608,157)

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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

European Financial Management, Vol. 25, Issue 5, pp. 1121-1149, 2019
Number of pages: 29 Posted: 19 May 2020
Clare Branigan, Cal B. Muckley and Paul Ryan
University College Dublin, University College Dublin and University College Dublin - Department of Banking & Finance
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bubbles, owner occupier, professional investor, residential real estate, winner's curse

21.

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 College Cork and University College Dublin
Downloads 39 (465,954)

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

22.

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 34 (488,480)

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

23.

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 College Cork and University College Dublin
Downloads 27 (524,583)

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G15, G32, G35, O16

24.

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 27 (524,583)

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Exchange rate systems, yen block

25.

A Countermeasure to GDP Veneration: Social Progress Indicator

Number of pages: 14 Posted: 18 Mar 2020
Cal B. Muckley
University College Dublin
Downloads 14 (606,765)

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26.

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

Number of pages: 52 Posted: 04 May 2015 Last Revised: 15 Feb 2020
Abhinav Goyal, Cal B. Muckley, Jun Qian and Hassan Tehranian
University College Cork, University College Dublin, Fanhai International School of Finance, Fudan University and Boston College - Department of Finance
Downloads 6 (663,186)

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

27.

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 College Cork and University College Dublin

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Payout policy, dividends, share repurchases, international financial markets