Cal B. Muckley

University College Dublin

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

25

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CITATIONS
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in Total Papers Citations

19

Scholarly Papers (25)

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, University of Manchester - Manchester Business School and University College Dublin
Downloads 362 (80,718)
Citation 7

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 329 (90,039)
Citation 25

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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 288 (104,120)

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Nonlinear Dynamics, BDS test, Chaos

4.

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 183 (162,681)

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

5.
Downloads 182 (163,525)
Citation 1

Why Do Privatized Firms Pay Higher Dividends?

Number of pages: 50 Posted: 30 Jul 2014 Last Revised: 24 Sep 2016
University of Liverpool - Management School (ULMS), Southern Illinois University at Edwardsville - Department of Economics, University of Oklahoma and University College Dublin
Downloads 142 (202,517)
Citation 1

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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 of Liverpool - Management School (ULMS), Southern Illinois University at Edwardsville - Department of Economics and University College Dublin
Downloads 40 (428,046)

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

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 Liverpool - Management School (ULMS), Trinity Business School, Trinity College Dublin and University College Dublin
Downloads 144 (200,195)

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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 of Liverpool - Management School (ULMS), 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 123 (226,065)
Citation 1

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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 117 (234,676)

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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 108 (248,497)
Citation 5

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Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

10.

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 86 (288,571)

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exchange rates, multivariate GARCH, Orthogonal GARCH, volatility

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 85 (290,671)

Abstract:

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12.

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

Number of pages: 34 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 80 (301,447)

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

13.

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 75 (313,107)

Abstract:

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

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 75 (313,107)

Abstract:

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Integration, Kalman Filter, EMU, Cointegration

15.

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 72 (320,379)

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

16.

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 (320,379)
Citation 1

Abstract:

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17.

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 69 (327,891)
Citation 1

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

18.

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 51 (380,314)
Citation 1

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

19.

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
University of Liverpool - Management School (ULMS), University College Dublin, Fudan University - Fanhai International School of Finance (FISF) and Boston College - Department of Finance
Downloads 48 (390,484)

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

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 29 (479,080)

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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 14 (571,899)

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

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 of Liverpool - Management School (ULMS) and University College Dublin
Downloads 36 (435,410)
Citation 1

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

22.

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 Liverpool - Management School (ULMS) and University College Dublin
Downloads 27 (476,530)

Abstract:

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G15, G32, G35, O16

23.

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 (476,530)
Citation 1

Abstract:

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Exchange rate systems, yen block

24.

External Financing from Dividends: Evidence from Japanese Business Groups

Posted: 04 May 2015
Abhinav Goyal, Cal B. Muckley, Jun Qian and Hassan Tehranian
University of Liverpool - Management School (ULMS), University College Dublin, Fanhai International School of Finance, Fudan University and Boston College - Department of Finance

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

25.

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 Liverpool - Management School (ULMS) and University College Dublin

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Payout policy, dividends, share repurchases, international financial markets