Lunar Seasonality in Precious Metal Returns?

8 Pages Posted: 19 Sep 2008

See all articles by Brian M. Lucey

Brian M. Lucey

Trinity Business School, Trinity College Dublin; University of Sydney Business School

Date Written: September 18, 2008

Abstract

We demonstrate for the first time the existence of a lunar cycle on precious metal returns. This appears to be more pronounced in silver than gold, with very little evidence for an effect in platinum.

Keywords: lunar cycle, behavioral, gold, silver, asset pricing

JEL Classification: G12

Suggested Citation

Lucey, Brian M., Lunar Seasonality in Precious Metal Returns? (September 18, 2008). Available at SSRN: https://ssrn.com/abstract=1270085 or http://dx.doi.org/10.2139/ssrn.1270085

Brian M. Lucey (Contact Author)

Trinity Business School, Trinity College Dublin ( email )

The Sutherland Centre, Level 6, Arts Building
Dublin 2
Ireland
+353 1 608 1552 (Phone)
+353 1 679 9503 (Fax)

University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Australia

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