Brian M. Lucey

Trinity Business School, Trinity College Dublin

Professor

The Sutherland Centre, Level 6, Arts Building

Dublin 2

Ireland

Ho Chi Minh City University of Economics and Finance

59C Nguyen Dình Chieu

6th Ward, District 3

Ho Chi Minh City, Ho Chi Minh 70000

Vietnam

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, Jiangxi 330013

China

SCHOLARLY PAPERS

191

DOWNLOADS
Rank 256

SSRN RANKINGS

Top 256

in Total Papers Downloads

77,359

SSRN CITATIONS
Rank 1,293

SSRN RANKINGS

Top 1,293

in Total Papers Citations

695

CROSSREF CITATIONS

253

Scholarly Papers (191)

Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

Number of pages: 29 Posted: 19 Dec 2006 Last Revised: 01 Sep 2015
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 5,170 (1,983)
Citation 101

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safe haven, hedge, hedging, gold, portfolio, stock market, bond market, stock-bond relationship

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Financial Review, Vol. 45, Issue 2, pp. 217-229, May 2010
Number of pages: 13 Posted: 12 Apr 2010
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 3 (814,779)
Citation 3
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2.

'I Just Like the Stock' versus 'Fear and Loathing on Main Street' : The Role of Reddit Sentiment in the GameStop Short Squeeze

Number of pages: 37 Posted: 30 Apr 2021 Last Revised: 03 Dec 2021
Cheng Long, Brian M. Lucey and Larisa Yarovaya
Trinity Business School, Trinity College Dublin, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 2,429 (7,368)

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Gamestop, Reddit, Robinhood, media sentiments, short squeeze, Herding, textual analysis

3.

Capital Structure and the Financing of Smes: Empirical Evidence From an Irish Survey

Number of pages: 29 Posted: 02 Jun 2006 Last Revised: 14 Jul 2009
Brian M. Lucey and Ciaran Mac an Bhaird
Trinity Business School, Trinity College Dublin and Dublin City University
Downloads 2,257 (8,245)
Citation 13

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Capital Structure, SME, Ireland

4.

Hedges and Safe Havens: An Examination of Stocks, Bonds, Gold, Oil and Exchange Rates

Number of pages: 28 Posted: 19 Sep 2010 Last Revised: 27 Jan 2013
Cetin Ciner, Constantin Gurdgiev and Brian M. Lucey
University of North Carolina at Wilmington, Trinity College, Dublin and Trinity Business School, Trinity College Dublin
Downloads 2,230 (8,400)
Citation 27

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DCC Garch, Gold

5.

The 7 Deadly Sins of Investors

Institute for International Integration Studies (IIIS) Paper
Number of pages: 6 Posted: 18 Oct 2006
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 2,209 (8,519)

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investing

6.
Downloads 1,781 ( 12,133)
Citation 32

The Role of Feelings in Investor Decision-Making

Number of pages: 37 Posted: 23 Jan 2003
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 1,756 (12,170)
Citation 3

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emotions, decision-making, investment, misattribution, image

The Role of Feelings in Investor Decision-Making

Number of pages: 28 Posted: 22 Mar 2005
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School
Downloads 25 (633,687)
Citation 4
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The Role of Feelings in Investor Decision-Making

Journal of Economic Surveys, 2005
Posted: 13 Nov 2004
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin

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Emotions, decision-making, investment, misattribution, image

7.

The Irish Economy: Three Strikes and You’re Out?

Number of pages: 23 Posted: 06 Mar 2011 Last Revised: 28 Aug 2012
Trinity College, Dublin, Trinity Business School, Trinity College Dublin, Dublin City University and affiliation not provided to SSRN
Downloads 1,684 (13,233)
Citation 5

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debt, banking, bond yields, fiscal, Ireland, IMF, bailout

8.

Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.

Number of pages: 46 Posted: 17 May 2020 Last Revised: 01 Jun 2020
University of Southampton - Southampton Business School, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Akron - Department of Finance, College of Business Administration, Trinity Business School, Trinity College Dublin and University of Huddersfield
Downloads 1,614 (14,148)
Citation 33

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Contagion, COVID-19, Return and Volatility Transmission, Spillovers Effect, Coronavirus, Black Swan

9.

Determinants of the Capital Structure of SMEs: A Seemingly Unrelated Regression Approach

Number of pages: 21 Posted: 04 Oct 2007 Last Revised: 14 Jul 2009
Ciaran Mac an Bhaird and Brian M. Lucey
Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 1,608 (14,233)
Citation 2

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Capital structure, SME, Zellner's SUR Model

10.

The Financial Economics of Gold – A Survey

FIRN Research Paper No. 2628018
Number of pages: 60 Posted: 09 Jul 2015
University College Cork, Trinity Business School, Trinity College Dublin, RMIT University and University of Western Australia - Business School
Downloads 1,597 (14,376)
Citation 4

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Gold, survey, review

International Portfolio Formation, Skewness and the Role of Gold

Number of pages: 25 Posted: 04 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 1,146 (23,386)
Citation 2

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Portfolio Allocation, Skewness, Gold

International Portfolio Formation, Skewness and the Role of Gold

IIIS Discussion Paper No. 30
Number of pages: 23 Posted: 05 Jul 2005
Brian M. Lucey, Edel Tully and Valerio Potì
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and University College Dublin
Downloads 335 (114,970)
Citation 16

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Portfolio allocation, skewness, gold

12.

Volatility in the Gold Futures Market

Number of pages: 14 Posted: 25 Jun 2007
Jonathan A. Batten and Brian M. Lucey
RMIT University and Trinity Business School, Trinity College Dublin
Downloads 1,347 (18,696)
Citation 3

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Gold, volatility, intraday, GARCH

13.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
Dublin City University, Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 1,305 (19,583)
Citation 72

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Cryptocurrencies, Pricing Bubbles, Regulation, Cyber Criminality, Systematic Literature Review

14.

An Apgarch Investigation of the Main Influences on the Gold Price

Number of pages: 26 Posted: 29 Aug 2005
Edel Tully and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 1,264 (20,576)
Citation 3

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Gold, APGARCH

15.

Datestamping the Bitcoin and Ethereum Bubbles

Number of pages: 17 Posted: 05 Dec 2017
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 1,206 (22,057)
Citation 38

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Digital Assets, Bitcoin, Ethereum, Bubbles

16.

Ten Tips from an Editor on Undertaking Academic Peer Review for Journals

Number of pages: 4 Posted: 28 Sep 2013
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 1,170 (23,074)
Citation 1

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Peer review , professionalism, academic life, journals

17.

The Contagion Effects of the COVID-19 Pandemic: Evidence from Gold and Cryptocurrencies

Number of pages: 12 Posted: 30 Mar 2020
Shaen Corbet, Charles James Larkin and Brian M. Lucey
Dublin City University, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 1,030 (27,777)
Citation 47

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COVID-19; Coronavirus; Contagion; Stock Market; Sentiment

18.

Reassessing the Role of Precious Metals as Safe Havens - What Colour is Your Haven and Why?

Number of pages: 88 Posted: 27 Jan 2017 Last Revised: 09 Feb 2017
Sile Li and Brian M. Lucey
Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin
Downloads 936 (31,812)
Citation 4

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precious metals, gold, silver, platinum, palladium, market stress, zero-inflated Poisson, extreme bound analysis

19.

Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

Number of pages: 37 Posted: 16 Nov 2017
Dublin City University, Dublin City University Business School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 935 (31,867)
Citation 60

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cryptocurrencies, bitcoin, litecoin, time varying, GARCH, spillovers

20.

The Macroeconomic Determinants of Volatility in Precious Metals Markets

Number of pages: 23 Posted: 20 Jun 2008
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 934 (31,925)
Citation 10

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Commodities, Gold, Macroeconomic factors, Silver, Volatility, conditional

21.

Structure in Gold and Silver Spread Fluctuations

HKUST Business School Research Paper No. 07-28
Number of pages: 13 Posted: 19 Sep 2007
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 902 (33,516)

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Long term dependence, volatility, gold silver spread, futures

22.

Does Technical Analysis Beat the Market? – Evidence from High Frequency Trading in Gold and Silver

Number of pages: 23 Posted: 29 Aug 2015
ICMA Centre, Henley Business School, RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and The University of Sydney
Downloads 867 (35,395)

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Gold, Silver, Technical analysis, Trading, High frequency

23.

What Precious Metals Act as Safe Havens, and When? Some US Evidence

Applied Economics Letters, Forthcoming
Number of pages: 17 Posted: 04 Oct 2013 Last Revised: 08 Feb 2017
Brian M. Lucey and Sile Li
Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin
Downloads 846 (36,700)
Citation 4

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Safe Haven, gold, silver, platinum, palladium

24.

The Financial Growth Life Cycle: An Empirical Examination of Irish SMEs

Number of pages: 16 Posted: 05 Jun 2007 Last Revised: 14 Jul 2009
Ciaran Mac an Bhaird and Brian M. Lucey
Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 835 (37,247)
Citation 4

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Life cycle growth model, SME financing

25.

Psychological Barriers in Gold Prices?

Institute for International Integration Studies Discussion Paper No. 53
Number of pages: 19 Posted: 21 Feb 2005
Raj Aggarwal, Raj Aggarwal and Brian M. Lucey
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron and Trinity Business School, Trinity College Dublin
Downloads 803 (39,323)
Citation 9

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gold, psychological barrier, behavioural finance

26.

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Number of pages: 30 Posted: 20 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 793 (40,020)
Citation 8

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Cryptocurrencies; Macroeconomic News; Return volatility

27.

The Cryptocurrency Uncertainty Index

Number of pages: 24 Posted: 18 Mar 2021
Brian M. Lucey, Samuel Vigne, Larisa Yarovaya and Yizhi Wang
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Southampton - Southampton Business School and Trinity College (Dublin) - Trinity Business School
Downloads 786 (40,711)

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Cryprocurrencies, policy and price uncertainty,uncertainty index, Cryptocurrency Uncertainty Index,

28.

The Financial Market Effects of Cryptocurrency Energy Usage

Number of pages: 13 Posted: 30 Jun 2019
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 750 (43,155)
Citation 2

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Cryptocurrency, mining, electricity, energy

29.

Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?

Economic Modelling, Forthcoming
Number of pages: 60 Posted: 08 Jun 2020 Last Revised: 09 Jul 2021
Australian Catholic University, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 735 (44,447)
Citation 20

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COVID–19; gold; safe haven; hedge ratio; hedging effectiveness; The CARES Act; spillover index

30.

Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies

Number of pages: 21 Posted: 14 Jan 2008
Brian M. Lucey, Ali Nejadmalayeri and Manohar Singh
Trinity Business School, Trinity College Dublin, University of Wyoming - College of Business and Willamette University - Atkinson Graduate School of Management
Downloads 690 (48,359)
Citation 4

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Macroeconomic Announcements, forecasts, surprises, USA, Europe

31.

Flights and Contagion - an Empirical Analysis of Stock-Bond Correlations

IIIS Discussion Paper No. 122
Number of pages: 27 Posted: 02 Mar 2006 Last Revised: 14 Jul 2009
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 688 (48,443)
Citation 20

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flight-to-quality, flight-from-quality, cross-asset contagion, cross-country contagion, multivariate GARCH, panel regression

32.

What Do Academics (Think) They Know About Gold?

The Alchemist, May 2011
Number of pages: 5 Posted: 12 Aug 2011
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 681 (49,121)

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Gold

33.

The Evolving Relationship between Gold and Silver 1978-2003: Evidence from Dynamic Cointegration Analysis

Number of pages: 15 Posted: 20 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 662 (50,918)
Citation 2

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Gold, Cointegration

34.

Gold and Silver Manipulation: What Can Be Empirically Verified?

Number of pages: 25 Posted: 25 Jan 2016
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 661 (51,027)

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Manipulation, Gold, silver, price suppression

35.

Cryptocurrency Reaction to FOMC Announcements: Evidence of Heterogeneity Based on Blockchain Stack Position

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 05 Nov 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 645 (52,870)
Citation 22

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Cryptocurrencies; Digital Assets; Bitcoin; Litecoin; GARCH; Volatility Spillovers; Volatility Feedback; Monetary Policy

36.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 629 (54,513)
Citation 2

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

37.

Seasonality, Risk and Return in Daily Comex Gold and Silver Data 1982-2002

IIIS Discussion Paper No. 57
Number of pages: 39 Posted: 01 Jun 2005
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 617 (55,974)
Citation 2

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Gold, Silver, GARCH, Seasonality, Day-of-the-week

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

Number of pages: 33 Posted: 07 Jan 2003
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School
Downloads 588 (58,678)
Citation 10

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weather effect, market efficiency, mood, anomaly

Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence

International Review of Financial Analysis, Vol. 14-03, 2005
Posted: 13 Nov 2004
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School

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Weather effect, market efficiency, mood, anomaly

39.

Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic

Number of pages: 15 Posted: 27 Mar 2020 Last Revised: 09 Apr 2020
Shaen Corbet, Greg Hou, Yang Hu, Brian M. Lucey and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 580 (60,329)
Citation 13

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COVID-19, Coronavirus, Contagion, Stock Market, Sentiment

40.

Kodakcoin: A Blockchain Revolution or Exploiting a Potential Cryptocurrency Bubble?

Number of pages: 12 Posted: 14 Mar 2018
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 549 (64,669)
Citation 6

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Cryptocurrencies, Digital Assets, GARCH, Kodak, KODAKCoin

41.

What do the Irish Know about Economics?

Number of pages: 30 Posted: 11 Aug 2013
Michael Daly and Brian M. Lucey
Trinity College (Dublin) - Faculty of Arts, Humanities and Social Sciences and Trinity Business School, Trinity College Dublin
Downloads 525 (68,444)

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economic literacy, economic indicators, surveys, Ireland, economics

42.

Are Weather Induced Moods Priced in Global Equity Markets?

Journal of Multinational Financial Management, Vol. 18, No. 2, 2008
Number of pages: 33 Posted: 23 Sep 2005 Last Revised: 30 Nov 2013
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 524 (68,611)
Citation 3

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Weather, GARCH, Behavioural Finance

43.

Why Do Investors Not Sell Underwater Buy-to-Let Property? Irish Evidence

Number of pages: 13 Posted: 09 Oct 2013
Karl Deeter, Marie Hunt and Brian M. Lucey
Irish Mortgage Brokers, Fellowship of the Society of Chartered Surveyors (FSCSI) and Trinity Business School, Trinity College Dublin
Downloads 521 (69,097)

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investment mortgages, underwater properties, overconfidence, anchoring, buy-to-let, prospect theory, Ireland

44.

Lunar Seasonality in Precious Metal Returns?

Number of pages: 8 Posted: 19 Sep 2008
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 516 (69,966)
Citation 6

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lunar cycle, behavioral, gold, silver, asset pricing

45.

Do Soccer Referees Display Home Bias?

Number of pages: 20 Posted: 14 Jul 2009
Brian M. Lucey and David Power
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 508 (71,290)
Citation 4

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Soccer, Agency Theory

46.

Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis

IIIS Working Paper No. 92
Number of pages: 37 Posted: 19 Oct 2005
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 506 (71,614)

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Middle eastern stock markets, random-walk hypothesis, variance ratio test

47.

What is the Real Price of Gold and How Would We Know?

The Alchemist, September 2011
Number of pages: 3 Posted: 02 Sep 2011
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 486 (75,238)

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gold, bubbles

48.

Fuel Hedging, Operational Hedging and Risk Exposure – Evidence from the Global Airline Industry

Number of pages: 30 Posted: 13 Aug 2013
Britta Berghöfer and Brian M. Lucey
Trinity College (Dublin) - Faculty of Arts, Humanities and Social Sciences and Trinity Business School, Trinity College Dublin
Downloads 483 (75,812)
Citation 2

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airline, hedging, operational hedging, financial hedging

49.

On the Economic Determinants of the Gold-Inflation Relation

Number of pages: 22 Posted: 06 Sep 2013 Last Revised: 20 Mar 2014
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 479 (76,580)
Citation 7

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Gold, Inflation, monetary policy

50.

Distributional Aspects of Irish Financial Accounting Ratios

Number of pages: 20 Posted: 02 Apr 2003
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 459 (80,648)
Citation 1

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Ireland, Ratio Analysis, Distribution, Normality, Interpretation

51.

Capital Market Integration in the Middle East and North Africa and its Implications for International Portfolio Allocation

Number of pages: 29 Posted: 21 Oct 2005
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 456 (81,239)
Citation 2

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Stock Market Integration, Portfolio Diversification, MENA markets, Time-varying methods

52.

Halloween or January? Yet Another Puzzle

IIIS Discussion Paper Series
Number of pages: 23 Posted: 07 Mar 2006
Brian M. Lucey and Xinlei Shelly Zhao
Trinity Business School, Trinity College Dublin and Government of the United States of America - Office of the Currency Comptroller - Risk Analysis Division
Downloads 451 (82,303)
Citation 3

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January Effect, Halloween Effect, USA, Market Efficiency, Seasonality

53.

The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 19 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
University of Leeds - Faculty of Business, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 447 (83,170)
Citation 2

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Initial Public Offering; Europe; Withdrawal; Probit

54.

Are Gold Bugs Coherent?

Number of pages: 13 Posted: 23 Jan 2016
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 429 (87,315)

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gold mining, gold miners, substitution, wavelets

55.

The Economic Impact of Higher Education Institutions in Ireland: Evidence from Disaggregated Input Output Tables.

Number of pages: 33 Posted: 15 Oct 2014 Last Revised: 17 Oct 2014
Qiantao Zhang, Charles James Larkin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 421 (89,249)
Citation 1

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input output table, Ireland, universities, institutes of education, multipliers, economic impact analysis

Why Investors Should Not Be Cautious About the Academic Approach to Testing for Stock Market Anomalies

Number of pages: 15 Posted: 24 Nov 2003
Ángel Pardo Tornero and Brian M. Lucey
University of Valencia - Department of Financial Economics and Trinity Business School, Trinity College Dublin
Downloads 410 (91,233)
Citation 1

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conventional approach, pre-holiday effect, academic, investor

Why Investors Should not be Cautious About the Academic Approach to Testing for Stock Market Anomalies

Applied Financial Economics, Vol. 15, No. 3, pp. 165-171, 2005
Posted: 13 Apr 2007
Ángel Pardo Tornero and Brian M. Lucey
University of Valencia - Department of Financial Economics and Trinity Business School, Trinity College Dublin

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conventional approach, pre-holiday effect, academic, investor

57.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Shaen Corbet, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 399 (94,901)
Citation 29

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Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

58.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 393 (96,560)
Citation 2

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Silver, Platinum, Palladium, Review, Survey

59.

Daily Seasonality in Lme Base Metal Returns 1989-2002: A Robust Analysis

Number of pages: 28 Posted: 13 Feb 2003
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 387 (98,345)
Citation 1

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Metals, Robust Regression, Resampling, Seasonality

60.

An Index of Cryptocurrency Environmental Attention (ICEA)

Number of pages: 37 Posted: 16 Jun 2021 Last Revised: 13 Oct 2021
Yizhi Wang, Brian M. Lucey, Samuel Vigne and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 375 (102,880)

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Cryprocurrencies, environmental impact, energy consumption, climate change

61.

Monthly and Semi-Annual Seasonality in the Irish Equity Market 1934-2000

Number of pages: 53 Posted: 08 Feb 2002
Brian M. Lucey and Shane Whelan
Trinity Business School, Trinity College Dublin and University College Dublin (UCD)
Downloads 369 (103,818)
Citation 1

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Ireland, Bayesian Analysis, Efficiency, Trading Rule

62.

Who Sets the Price of Gold? London or New York?

Journal of Futures Markets (Forthcoming)
Number of pages: 38 Posted: 16 May 2015 Last Revised: 03 Feb 2016
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Trinity Business School, Trinity College Dublin
Downloads 367 (104,742)
Citation 9

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Price Discovery, Gold, Gold Futures, Market Microstructure

Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa

Number of pages: 27 Posted: 02 Nov 2005
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 247 (158,234)

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Emerging Markets, Contagion, Middle East and North Africa

Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa

IIIS Discussion Paper No. 114
Number of pages: 30 Posted: 08 Aug 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 116 (303,396)
Citation 3

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Contagion, Emerging Markets, Middle East and North Africa

64.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 355 (108,392)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

65.

Real Estate and the Stock Market: A Meta‐Regression Analysis

Number of pages: 20 Posted: 19 Sep 2010
Constantin Gurdgiev, Brian M. Lucey and Deirdre Reilly
Trinity College, Dublin, Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 341 (113,392)
Citation 2

Abstract:

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Real Estate, Stock Markets, House Prices, Meta-Regression Analysis

66.

The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note

IIIS Discussion Paper No. 55
Number of pages: 21 Posted: 09 Jun 2005
Edel Tully and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 336 (115,315)
Citation 1

Abstract:

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Cointegration, gold

67.

Culture and Capital Structure in Small and Medium Sized Firms

Number of pages: 34 Posted: 06 Dec 2012 Last Revised: 11 Jul 2015
Colm Kearney, Ciaran Mac an Bhaird and Brian M. Lucey
Monash University - Monash Business School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 333 (116,440)

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capital structure, SME, Hofstede’s cultural values, Europe, pecking order

68.

Is Wine a Premier CRU Investment?

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 26 Aug 2011 Last Revised: 01 Sep 2011
Brian M. Lucey and Liam Devine
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 333 (116,440)

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wine, alternative investments, portfolios, assets, collectibles, inveting, diversification

69.

What Is the Optimal Weight for Gold in a Portfolio?

Number of pages: 16 Posted: 18 Dec 2018
Brian M. Lucey, Maurice Peat and Samuel Vigne
Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 323 (120,284)
Citation 1

Abstract:

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Gold, portfolio formation, asset allocation

70.

Dynamics of Bond Market Integration between Existing and Accession EU Countries

Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 1, pp. 41-46, 2005
Number of pages: 27 Posted: 31 May 2004 Last Revised: 21 May 2015
Suk-Joong Kim, Brian M. Lucey and Eliza Wu
The University of Sydney Business School, Trinity Business School, Trinity College Dublin and The University of Sydney - Business School
Downloads 323 (120,284)
Citation 5

Abstract:

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EGARCH, bond markets, EMU

71.

The Validity of Islamic Art as an Investment

Number of pages: 26 Posted: 26 Feb 2020
William McQuillian and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 319 (121,944)

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art, hedonic regression, islamic finance

72.
Downloads 316 (123,170)
Citation 1

Psychological Barriers in Oil Futures Markets

Energy Economics, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 30 Posted: 28 Aug 2012 Last Revised: 18 Oct 2014
Michael M. Dowling, Mark Cummins and Brian M. Lucey
Dublin City University Business School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 168 (226,029)

Abstract:

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Brent, WTI, psychological barriers, clustering, WTI-Brent spread, multiple hypothesis testing

Psychological Barriers in Oil Futures Markets

Energy Economics, Forthcoming
Number of pages: 30 Posted: 06 Dec 2012 Last Revised: 18 Oct 2014
Michael M. Dowling, Mark Cummins and Brian M. Lucey
Dublin City University Business School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 148 (251,659)
Citation 1

Abstract:

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psychological barriers, WTI, Brent, WTI-Brent spread Multiple hypothesis testing, clustering, generalised Bonferroni, futures

73.
Downloads 307 (126,991)
Citation 1

The Microstructure of the Irish Stock Market

Number of pages: 38 Posted: 12 Apr 2005
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 285 (136,683)
Citation 1

Abstract:

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ICSS, Ireland, microstructure, trading system

The Microstructure of the Irish Stock Market

Multinational Finance Journal, Vol. 12, No. 3/4, p. 279-311, 2008
Number of pages: 33 Posted: 26 Jun 2015
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 22 (656,299)

Abstract:

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trading systems; adjustment speed; cross listing; microstructure

74.

Gold’s Currency Characteristics and its Negative Relationship with the US Dollar

Alchemist, Issue 66, Page 16
Number of pages: 2 Posted: 27 Apr 2012 Last Revised: 27 Jan 2013
Fergal A. O'Connor and Brian M. Lucey
University College Cork and Trinity Business School, Trinity College Dublin
Downloads 304 (128,330)

Abstract:

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Gold, US Dollar, Exchange Rates, Trade Weighted Exchange Rates

75.

Gold and Inflation(s) – A Time-Varying Relationship

Number of pages: 23 Posted: 19 Nov 2015
Samuel Vigne and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 300 (130,198)
Citation 4

Abstract:

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Gold, Inflation, Money Supply, Cointegration, Time-Varying Cointegration

76.

Innovative Culture in Ireland's Higher Education Institutions: An Assessment

Number of pages: 28 Posted: 10 May 2015
Qiantao Zhang, Charles James Larkin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 295 (132,536)

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Innovation,Corporate cultures,economic impact, Ireland, universities,institutes of technology

77.

Friday the 13th: International Evidence

TCD School of Business Working Paper
Number of pages: 12 Posted: 17 Aug 2000
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 275 (142,602)
Citation 2

Abstract:

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International, Friday the 13th, stock markets, efficiency

78.

Bayesian Model Averaging, Ordinary Least Squares and the Price of Gold

Number of pages: 28 Posted: 09 Feb 2017
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 268 (146,353)

Abstract:

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Gold, bayesian model averaging, model uncertainty

79.

Mood and UK Equity Pricing

Published as: Dowling, M. and Lucey, B. (2008). Mood and UK Equity Pricing. Applied Financial Economics Letters, vol. 4(4), pp 233-240
Number of pages: 16 Posted: 26 Feb 2007 Last Revised: 23 Sep 2013
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 261 (150,330)

Abstract:

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mood, market efficiency, anomaly, weather effect, Seasonal Affective Disorder

80.

Skewness and Asymmetry in Futures Returns and Volumes

IIIS Discussion Paper Series
Number of pages: 36 Posted: 23 Jan 2006
Brian M. Lucey and Alex Eastman
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Institute for International Integration Studies (IIIS)
Downloads 258 (152,068)
Citation 1

Abstract:

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Futures Markets, Skewness, Nonparametric, Asymmetric Returns

81.

The Wealth Effect of Adopting Anti-Takeover Defences: Evidence from a Meta Analysis

Number of pages: 27 Posted: 06 Feb 2017
Thomas Gehlen and Brian M. Lucey
Trinity College (Dublin) and Trinity Business School, Trinity College Dublin
Downloads 256 (153,241)

Abstract:

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meta analysis, takeovers

82.

Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence

Number of pages: 28 Posted: 07 Dec 2011 Last Revised: 13 Sep 2012
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and Institute for Policy Research (IPR), University of Bath
Downloads 253 (155,096)
Citation 1

Abstract:

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Risk, survey, financial risk, Ireland

83.

The Dynamics of Central European Equity Market Integration

Number of pages: 21 Posted: 11 Apr 2005
King's College (Wilkes-Barre, PA) - McGowan School of Business, Trinity Business School, Trinity College Dublin and Saint Joseph's University - Haub School of Business
Downloads 247 (158,790)
Citation 9

Abstract:

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Vysegrad Countries, integration, equity markets, recursive cointegration

84.

A Random Matrix Theory Based Analysis of Stocks of Markets from Different Countries

Number of pages: 6 Posted: 02 Oct 2007
Trinity College Dublin - School of Business, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Physics and Trinity College (Dublin) - Department of Physics
Downloads 245 (160,023)

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Random Matrix, correlations, geographical, country

85.

Linkages and Relationships between Emerging European and Developed Stock Markets Before and after the Russian Crisis of 1997-1998

Number of pages: 35 Posted: 02 Dec 2004
Brian M. Lucey and Svitlana Voronkova
Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 244 (160,669)
Citation 3

Abstract:

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Stock Market Integration, CEE Stock markets, Russian Stock Market, Cointegration, DCC GARCH

86.

The Effect of Gender on Stock Price Reaction to the Appointment of Directors: The Case of the FTSE 100

Number of pages: 13 Posted: 04 Mar 2011
Brian M. Lucey and Brenda L. Carron
Trinity Business School, Trinity College Dublin and affiliation not provided to SSRN
Downloads 242 (161,962)

Abstract:

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FTSE 100, Gender, Directors, Event Study

87.

Situating Middle East and North Africa (MENA) Capital Markets within the Emerging Market's Universe

IIIS Discussion Paper No. 172
Number of pages: 37 Posted: 14 Jul 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 241 (162,619)

Abstract:

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Emerging Markets, Middle East and North Africa, Meta analysis,Common Agricultural Policy, World Trade Organizations, Trade Negotiations

88.

Does Volume Provide Information? Evidence from the Irish Stock Market

Number of pages: 11 Posted: 12 Apr 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 240 (163,250)
Citation 1

Abstract:

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Volume, Ireland

89.

Do Bubbles Occur in the Gold Price? An Investigation of Gold Lease Rates and Markov Switching Models

Number of pages: 21 Posted: 02 Dec 2012 Last Revised: 11 Jul 2015
Brian M. Lucey and Fergal A. O'Connor
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 237 (165,257)
Citation 3

Abstract:

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Gold,  Markov, Switching, Bubbles, Lease, Rates

90.

Financial integration and Emerging Markets Capital Structure

Number of pages: 24 Posted: 12 Nov 2009 Last Revised: 28 Aug 2012
Qiyu Zhang and Brian M. Lucey
Lancaster University Management School and Trinity Business School, Trinity College Dublin
Downloads 237 (165,257)
Citation 1

Abstract:

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Financial integration, Emerging market firms, Capital structure, Debt maturity

91.

Do Gold Prices Cause Production Costs? Evidence from Country and Company Data

FIRN Research Paper No. 2507733
Number of pages: 27 Posted: 09 Oct 2014 Last Revised: 04 Feb 2015
Fergal A. O'Connor, Dirk G. Baur and Brian M. Lucey
University College Cork, University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 234 (167,308)
Citation 1

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gold price, gold production costs, mining, causality, real optionality, Ricardo

92.

From Hubris to Nemesis: Irish Banks, Behavioral Biases, and the Crisis

Published as: Dowling, M. and B. Lucey. (2014). “From Hubris to Nemesis: Irish Banks, Behavioral Biases, and the Crisis”, Journal of Risk Management in Financial Institutions, vol 7(2)
Number of pages: 16 Posted: 27 Sep 2013 Last Revised: 10 Feb 2014
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 233 (167,977)
Citation 2

Abstract:

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hubris, CEO, behavioral, overconfidence, banks, crisis, Ireland

93.

The Irish Housing Market

IIIS Discussion Paper Series
Number of pages: 20 Posted: 17 May 2006
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 232 (168,668)

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real estate, bubbles, Ireland

94.

The Forward Exchange Rate Bias Puzzle is Persistent: Evidence from Stochastic and Non Parametric Cointegration Tests

IIIS Discussion Paper No. 122
Number of pages: 25 Posted: 08 Aug 2006
Raj Aggarwal, Raj Aggarwal, Brian M. Lucey and Sunil Mohanty
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Trinity Business School, Trinity College Dublin and University of St. Thomas - Opus College of Business
Downloads 226 (172,995)

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95.

Bitcoin-Energy Markets Interrelationships - New Evidence

Number of pages: 22 Posted: 08 May 2020
Shaen Corbet, Brian M. Lucey and Larisa Yarovaya
Dublin City University, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 221 (176,693)

Abstract:

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Bitcoin, Cryptocurrencies, Volatility, Speculative Assets, Currencies, Energy Usage

96.

London or New York: Where and When Does the Gold Price Originate?

Number of pages: 11 Posted: 16 Oct 2012
Trinity Business School, Trinity College Dublin, Institute for Policy Research (IPR), University of Bath and University College Cork
Downloads 221 (176,693)
Citation 1

Abstract:

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gold, information share, COMEX, LBMA

97.

Gravity and Culture in Foreign Portfolio Investment

Number of pages: 47 Posted: 31 Aug 2011
Raj Aggarwal, Raj Aggarwal, Colm Kearney and Brian M. Lucey
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Monash University - Monash Business School and Trinity Business School, Trinity College Dublin
Downloads 218 (178,971)
Citation 11

Abstract:

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FPI, home bias, culture, gravity models

98.

Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data

IIIS Discussion Paper No. 131
Number of pages: 18 Posted: 04 May 2006
Viviana Fernandez and Brian M. Lucey
Adolfo Ibanez University and Trinity Business School, Trinity College Dublin
Downloads 217 (179,744)

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volatility shifts, wavelets, value at risk

99.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School, The University of Sydney and ICMA Centre, Henley Business School
Downloads 215 (181,285)

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Precious metals; High-frequency; Intraday periodicity; Correlation; Gold; Silver; Platinum; Palladium

100.

Learning from the Irish Experience – A Clinical Case Study in Banking Failure

Number of pages: 24 Posted: 25 Sep 2013 Last Revised: 03 Apr 2014
Trinity College, Dublin, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 210 (185,342)
Citation 1

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Banking, Ireland, Regulation, Collapse

101.

Integration Among G7 Equity Markets: Evidence from Ishares

Number of pages: 32 Posted: 31 May 2005
Mahua Barari, Brian M. Lucey and Svitlana Voronkova
Missouri State University - Department of Economics, Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 201 (193,044)

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Stock Market Integration, G7 Stock markets, Cointegration, GARCH

102.

Russian Equity Market Linkages Before and After the 1998 Crisis: Evidence from Time-Varying and Stochastic Cointegration Tests

Number of pages: 43 Posted: 26 Jul 2007
Brian M. Lucey and Svitlana Voronkova
Trinity Business School, Trinity College Dublin and Centre for European Economic Research (ZEW)
Downloads 198 (195,661)
Citation 3

Abstract:

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stock market integration, CEE stock markets, Russian stock market, cointegration

103.

Friday the 13th and the Philosophical Basis of Financial Economics

Number of pages: 10 Posted: 15 Feb 2007
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 196 (197,459)
Citation 7

Abstract:

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Financial Economics, International, Asset Prices, Friday13th, Philosophy of Science

104.

Integration Analysis of Latin American Stock Markets 1993-2007

Number of pages: 28 Posted: 03 Dec 2007
Brian M. Lucey and Qiyu Zhang
Trinity Business School, Trinity College Dublin and Lancaster University Management School
Downloads 190 (203,085)
Citation 4

Abstract:

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Latin America, cointegration, equity markets, cointegration

105.

Is Executive Hubris Manifested in CEO Letters to Shareholders?

Number of pages: 30 Posted: 05 Sep 2016
Michael Devlin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 188 (204,960)
Citation 1

Abstract:

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Hubris, Overconfidence, Narcissism, CEO, Bank

106.

Comovements in Commodity Markets: A Minimum Spanning Tree Analysis

Number of pages: 23 Posted: 15 Sep 2011
Brian M. Lucey, Claire G. Gilmore and Marian Boscia
Trinity Business School, Trinity College Dublin, King's College (Wilkes-Barre, PA) - McGowan School of Business and King's College (Wilkes-Barre, PA) - McGowan School of Business
Downloads 185 (207,953)
Citation 3

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commodities, comovement, econophysics, minimum spanning trees

107.

What Determines the Decision to Apply for Credit? Evidence for Eurozone SMEs

Number of pages: 21 Posted: 04 Nov 2012
Universidad Politecnica de Cartagena - Department of Economics, Accounting and Finance, Dublin City University, Trinity Business School, Trinity College Dublin and Trinity College, Dublin
Downloads 184 (208,940)

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entrepreneurial finance, discouraged borrowers, intermediated debt, financial crisis, Europe, SME Finance

108.

Commodity Exposure, Financial and Operational Hedging of US Oil and Gas Companies

Number of pages: 27 Posted: 16 Feb 2017
Elaine Laing, Brian M. Lucey and Tobias Leutkemeyer
Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 173 (220,305)

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Hedging, operational hedging, financial hedging, commodity exposure

109.

A Dozen or More Ways to Avoid Getting Your Paper Rejected

Number of pages: 9 Posted: 30 Sep 2015
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 171 (222,512)

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Writing, peer review, rejection

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 168 (226,029)

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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

111.

Portfolio Allocations in the Middle East and North Africa

IIIS Discussion Paper No. 141
Number of pages: 24 Posted: 12 Aug 2006
Brian M. Lucey and Thomas Lagoarde-Segot
Trinity Business School, Trinity College Dublin and Euromed Management Marseille
Downloads 167 (226,956)

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Portfolio Allocation, Emerging Markets, Middle East and North Africa

112.

Gold Markets Around the World – Who Spills Over What, to Whom, When?

Applied Economics Letters, Forthcoming
Number of pages: 15 Posted: 05 Feb 2014 Last Revised: 16 May 2014
Trinity Business School, Trinity College Dublin, University College Cork and Institute for Policy Research (IPR), University of Bath
Downloads 164 (230,491)
Citation 7

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Gold, information share, COMEX, LBMA, Shanghai

113.

Equity Markets and Economic Development: What Do We Know?

IIIS Discussion Paper No. 182
Number of pages: 36 Posted: 20 Sep 2006
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 160 (235,415)
Citation 2

Abstract:

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Equity Markets, Economic Development

114.

Making Density Forecasting Models Statistically Consistent

IIIS Discussion Paper Series
Number of pages: 34 Posted: 24 Jan 2006
Michael Carney, Paidrig Cunningham and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 159 (236,639)
Citation 5

Abstract:

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Density Forecasting, Statistical Consistency, Calibration, Value at Risk

115.

A Psychological, Attitudinal and Professional Profile of Irish Economists in 2004

Number of pages: 34 Posted: 29 Jul 2004
Brian M. Lucey and Liam Delaney
Trinity Business School, Trinity College Dublin and University College Dublin (UCD) - Geary Institute and Department of Economics
Downloads 159 (236,639)
Citation 1

Abstract:

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Economic Methodology, Interdisciplinary Research, Sociology of Economics

116.

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Number of pages: 13 Posted: 24 Sep 2019
Dublin City University, Borsa Istanbul, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 158 (237,903)
Citation 5

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Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis.

117.

Modelling the Term Structure of Interest Rates a La Heath-Jarrow-Morton But with Non-Gaussian Fluctuations

Number of pages: 18 Posted: 15 Aug 2004
Trinity College (Dublin) - Department of Physics, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Department of Physics
Downloads 158 (237,903)

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Stochastic differential equations, Ito's lemma, Term structure of interest rates, Pricing of financial derivatives, Scaling limits of Continuous Time Random Walks, Steepest descent approximation

118.

Discouraged Borrowers: Evidence for Eurozone SME's

JIFMIM, Forthcoming
Number of pages: 21 Posted: 06 Apr 2016
Dublin City University, Trinity Business School, Trinity College Dublin and Universidad Politecnica de Cartagena - Department of Economics, Accounting and Finance
Downloads 151 (246,979)
Citation 4

Abstract:

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SME, Discouraged Borrowers, ECB, SAFE, Eurozone Crisis, Entrepreneurial Finance

119.

The Effect of Central Bank Digital Currencies News on Financial Markets

Number of pages: 63 Posted: 18 Nov 2021
Yizhi Wang, Brian M. Lucey, Samuel Vigne and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 149 (251,017)

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

120.

The Impact of Macroeconomic News on Bitcoin Returns

Number of pages: 37 Posted: 02 Apr 2020
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and University of Southampton - Southampton Business School
Downloads 149 (249,607)
Citation 3

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Cryptocurrencies; Macroeconomic News; Return Volatility; Sentiment

121.

Fractionally Integrated Dynamics in Irish Stock Returns

Number of pages: 15 Posted: 13 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 149 (249,607)
Citation 2

Abstract:

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122.

Is the Price of Gold to Gold Mining Stocks Asymmetric?

Number of pages: 17 Posted: 28 Apr 2016 Last Revised: 23 Oct 2016
RMIT University, University of North Carolina at Wilmington, Berry College - Department of Accounting and Finance and Trinity Business School, Trinity College Dublin
Downloads 147 (252,387)
Citation 1

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Asymmetric relation; Gold price; Gold Mining Firms; Real Options; Corporate Valuation

123.

China, Coal, Calamities and Cryptos

Number of pages: 19 Posted: 24 May 2021
Erdinc Akyildirim, Shaen Corbet and Brian M. Lucey
ETH Zürich - Department of Mathematics, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 145 (256,640)

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Cryptocurrencies; Energy Usage; Coal Mining; Volatility; Extreme Value Modelling

124.

Preholiday Behaviour of Irish Stock Exchange Indices

Number of pages: 25 Posted: 14 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 145 (255,196)
Citation 1

Abstract:

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125.

Mood and Precious Metal Prices

Number of pages: 11 Posted: 08 Sep 2011 Last Revised: 09 Sep 2011
Brian M. Lucey and Michael M. Dowling
Trinity Business School, Trinity College Dublin and Dublin City University Business School
Downloads 143 (258,033)

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gold, mood, risk as feelings

126.

The Evolution of Linkages in European Equity Markets: A Minimum Spanning Tree Analysis

Number of pages: 33 Posted: 29 May 2007
Claire G. Gilmore, Brian M. Lucey and Marian Boscia
King's College (Wilkes-Barre, PA) - McGowan School of Business, Trinity Business School, Trinity College Dublin and King's College (Wilkes-Barre, PA) - McGowan School of Business
Downloads 140 (262,414)

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Minimum Spanning Tree, Equity Market Integration, Europe, Econophysics

127.

Speculation or Hedging in the Irish Stock Exchange

Number of pages: 13 Posted: 12 Apr 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 140 (262,414)

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Volume, Ireland

128.

Daily Seasonality in 19th Century Stocks - Some Evidence from the Dublin Stock Exchange

Number of pages: 16 Posted: 27 Dec 2004
Ed Hope and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 140 (262,414)

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Seasonality, EMH, 19th Century

129.

Integration of Smaller European Equity Markets: A Time-Varying Integration Score Analysis

IIIS Discussion Paper No. 136
Number of pages: 30 Posted: 17 Jan 2006
Brian M. Lucey and Gergory Birg
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Institute for International Integration Studies (IIIS)
Downloads 134 (271,634)

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Stock Market Integration, Portfolio Diversification, Smaller European markets, Time-varying methods

130.

Which Precious Metals Spill Over on Which, When and Why? – Some Evidence.

Applied Economics Letters, Forthcoming
Number of pages: 13 Posted: 07 Feb 2014 Last Revised: 29 Jul 2014
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 131 (276,216)
Citation 6

Abstract:

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Gold, Silver, Platinum, Palladium, integration

131.

Market Direction and Moment Seasonality: Evidence from Irish Equities

Number of pages: 17 Posted: 16 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 131 (276,216)

Abstract:

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132.

The Evolution of Interdependence in World Equity Markets: Evidence from Minimum Spanning Trees

IIIS Discussion Paper No. 142
Number of pages: 19 Posted: 18 May 2006
Brian M. Lucey, Ricardo Coehlo and Claire G. Gilmore
Trinity Business School, Trinity College Dublin, Trinity College Dublin - School of Business and King's College (Wilkes-Barre, PA) - McGowan School of Business
Downloads 130 (277,759)
Citation 1

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Econophysics, International Integration, Emerging Markets, minimal spanning trees

133.

Examining the Interrelatedness of NFT’s, DeFi Tokens and Cryptocurrencies

Number of pages: 12 Posted: 23 Nov 2021
ILMA University, Trinity Business School, Trinity College Dublin, School of Economics and Finance, Massey University, New Zealand; Business Administration Department, Faculty of Management Sciences, ILMA University, Karachi, Pakistan and Linkoping University - Department of Management and Engineering Division
Downloads 129 (280,991)

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Block-chain markets,diversification, NFTs, extreme risk spillovers, quantile connectedness

134.

Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis

Number of pages: 12 Posted: 03 Sep 2018
Paraskevi Katsiampa, Shaen Corbet and Brian M. Lucey
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 129 (279,415)
Citation 10

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Bitcoin; Ether; Litecoin; Volatility Spillovers; BEKK-MGARCH

135.

The Dynamic Linkages between Crude Oil and Natural Gas Markets

Number of pages: 32 Posted: 02 Sep 2015
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 129 (279,415)
Citation 5

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oil, gas, asymmetric, causality, out-of-sample

136.

Time Varying Herding in European Financial and Banking Stocks: 2001-2011

Number of pages: 30 Posted: 05 Sep 2011
Brian M. Lucey and Derek Handley
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 129 (279,415)
Citation 1

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137.

Capital Structure and Irish Tech SMEs

Number of pages: 23 Posted: 03 Feb 2017
Conor Neville and Brian M. Lucey
Trinity College (Dublin) and Trinity Business School, Trinity College Dublin
Downloads 127 (282,672)
Citation 2

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Tech, Capital Structure, Finance, Banks, SME, Capital, TBSFs, NTBFs, Pecking order, Survey, Intangible Assets  

138.

The Geographic Concentration of Finance Editorships

Number of pages: 13 Posted: 18 Feb 2021
Feng, Tong Fu and Brian M. Lucey
Tianjin University of Finance & Economics, Jiangxi University of Finance and Economics and Trinity Business School, Trinity College Dublin
Downloads 119 (296,486)

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Editors, editorial power, diversity, geographic concentration

139.

A Scientometric Analysis of Irish Economists 2000-2020

Number of pages: 26 Posted: 24 Mar 2021
Cheng Long and Brian M. Lucey
Trinity Business School, Trinity College Dublin and Trinity Business School, Trinity College Dublin
Downloads 118 (298,219)

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Scientometrics , Topic Modelling, Ireland, Economics, textual analysis

140.

When and How Does the Gold Prices Influence Gold Stocks? Evidence from Cross-Quantilogram Analysis

Number of pages: 32 Posted: 25 Jan 2018
Montpellier Business School, University of Newcastle (Australia) - Newcastle Business School, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 118 (298,219)

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gold price, gold mining stock price, asymmetric relation, cross-quantilogram, rolling estimation

141.

Does Cultural Distance Matter in International Stock Market Comovement? Evidence from Emerging Economies Around the World

Number of pages: 29 Posted: 12 Nov 2009
Qiyu Zhang and Brian M. Lucey
Lancaster University Management School and Trinity Business School, Trinity College Dublin
Downloads 115 (303,769)
Citation 4

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Emerging markets, International stock market comovement, Cultural distance

142.

How Robust is the Daily Seasonal in Irish Equities?

Number of pages: 79 Posted: 08 Feb 2002
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 113 (307,569)

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Ireland, Bayesian Analysis, Efficiency

143.

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 112 (309,490)
Citation 1

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Stock Market Linkages, Portfolio Diversification, Correlation, Cointegration

144.

Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets

Journal of Multinational Financial Management, Forthcoming
Number of pages: 29 Posted: 17 May 2014 Last Revised: 09 Nov 2014
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Trinity Business School, Trinity College Dublin and University College Cork
Downloads 111 (311,422)
Citation 2

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gold, gold forward rate, behavioural, forecast errors, forecast revisions, pessimism, overreaction, Exchange Traded Funds

145.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 99 (338,433)
Citation 1

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; GARCH

146.

Correlation Behaviour of iShares Silver Trust During the 2010 Flash Crash

Number of pages: 19 Posted: 22 Aug 2013
Brian M. Lucey and Doireann MacKenzie
Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 98 (338,433)

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gold, silver, ishares, flash crash, Minimum Spanning Tree

147.

Does News Tone help forecast Oil?

Number of pages: 21 Posted: 29 Apr 2021
Brian M. Lucey and Boru Ren
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 96 (342,932)

Abstract:

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Oil,News, Sentiment, Textual analysis

148.

An Efficiency Analysis of the ‘Three-Missions’ in Irish Higher Education Institutions

Number of pages: 34 Posted: 31 Aug 2016
Qiantao Zhang, Brian M. Lucey and Charles James Larkin
Trinity College (Dublin) - School of Business Studies, Trinity Business School, Trinity College Dublin and Institute for Policy Research (IPR), University of Bath
Downloads 91 (354,765)

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Efficiency analysis, Free Disposable Hull, Ireland, Higher education institutions

149.

The Connected University: Ireland's Higher Education Institutions and Their Knowledge Exchange Activities

Number of pages: 43 Posted: 10 Oct 2015
Qiantao Zhang, Charles James Larkin and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies, Institute for Policy Research (IPR), University of Bath and Trinity Business School, Trinity College Dublin
Downloads 89 (359,717)

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engagement, universities, higher education, commercialisation, community, outreach

150.

Are Local or International Influences Responsible for the Pre-Holiday Behavior of Irish Equities?

IIIS Discussion Paper No. 56
Number of pages: 24 Posted: 09 Jun 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 86 (367,433)
Citation 1

Abstract:

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Ireland, non-parametric, stock returns

151.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
RMIT University, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, University of Huddersfield, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 85 (370,120)
Citation 2

Abstract:

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Integration; Information transmissions; Generalized VAR model; Steam coal

152.

Investigating the Determinants of the Wednesday Seasonal in Irish Equities

Number of pages: 26 Posted: 12 Apr 2005
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 83 (375,359)

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Daily seasonality, anomalies, market efficiency, Ireland

153.

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, Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron and Trinity Business School, Trinity College Dublin
Downloads 83 (375,359)

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Integration, Kalman Filter, EMU, Cointegration

154.

Do U.S. Macroeconomic Surprises Influence Equity Returns? An Exploratory Analysis of Developed Economies

Number of pages: 30 Posted: 11 May 2013
Brian M. Lucey, Ali Nejadmalayeri and Manohar Singh
Trinity Business School, Trinity College Dublin, University of Wyoming - College of Business and Willamette University - Atkinson Graduate School of Management
Downloads 82 (378,053)

Abstract:

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Macroeconomic News, International Financial Markets, Stock Returns and Volatility

155.

Behavioral Influences in Non-Ferrous Metals Prices

Number of pages: 41 Posted: 16 Nov 2014
Mark Cummins, Michael M. Dowling and Brian M. Lucey
Dublin City University Business School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 80 (383,659)
Citation 2

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psychological barriers; clustering; non-ferrous metals

156.

UK Vice Chancellor Compensation: Do They Get What They Deserve?

Number of pages: 33 Posted: 30 Jan 2020
Brian M. Lucey, Andrew Urquhart and Hanxiong Zhang
Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and Sheffield University Management School
Downloads 75 (397,941)

Abstract:

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Vice Chancellors, Compensation, Pay Gap, Performance

157.

How Does Investor Sentiment Shape the Liquidity Response to Monetary Policy Announcements in Precious Metal Markets?

Journal of International Financial Markets, Institutions and Money, Vol. 60, 2019
Number of pages: 31 Posted: 04 Aug 2017 Last Revised: 27 Oct 2020
Lee A. Smales and Brian M. Lucey
University of Western Australia and Trinity Business School, Trinity College Dublin
Downloads 74 (400,985)

Abstract:

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Monetary Policy Decisions, Liquidity, Investor Sentiment, Gold, Silver

158.

Do clean and dirty cryptocurrency markets herd differently?

Number of pages: 10 Posted: 23 Nov 2021
Boru Ren and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 72 (407,082)

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Herding,Cryptocurrencies, Sustainable cryptocurrency, Bitcoin

159.

Forward Exchange Rate Biasedness Across Developed and Developing Country Currencies: Do Observed Patterns Persist Out of Sample?

Number of pages: 24 Posted: 25 Aug 2012 Last Revised: 03 Sep 2012
Brian M. Lucey and Grace Loring
Trinity Business School, Trinity College Dublin and Trinity College (Dublin)
Downloads 67 (423,121)

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Forward Rate Unbiasedness, Emerging markets, carry trade, interest parity

160.

Psychological Price Barriers in Frontier Equities

Number of pages: 41 Posted: 18 Aug 2016
SEB LU / University of Ljubljana - School of Economics and Business, Dublin City University Business School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 66 (426,483)

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frontier markets, psychological barriers, individualism

161.

The Impact of Terrorism on European Tourism

Number of pages: 33 Posted: 24 Sep 2019
Dublin City University, affiliation not provided to SSRN, Dublin City University, DCU Business School, Dublin, Ireland and Trinity Business School, Trinity College Dublin
Downloads 65 (433,280)
Citation 2

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terrorism; European aviation industry; tourism flows; ARMA-GARCH

162.

Return and Volatility Spillovers in Industrial Metals

Number of pages: 13 Posted: 11 Dec 2013
Brian M. Lucey
Trinity Business School, Trinity College Dublin
Downloads 65 (429,819)
Citation 2

Abstract:

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base metal, industrial metal, range-based volatility, spillover

163.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
China University of Geosciences, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 61 (443,721)
Citation 2

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

164.

Commonality in FX Liquidity: High-Frequency Evidence

Number of pages: 13 Posted: 10 Apr 2020 Last Revised: 14 Apr 2020
Ahmet Sensoy, Sevcan Uzun and Brian M. Lucey
Borsa Istanbul, Central Bank of Turkey and Trinity Business School, Trinity College Dublin
Downloads 60 (447,271)

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Commonality in liquidity, foreign exchange, high-frequency trading, transaction cost, systematic risk

165.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Faculty of Business, Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 57 (458,519)
Citation 2

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Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

166.

Board Characteristics, External Governance and the Use of Renewable Energy: International Evidence From Public Firms

Number of pages: 55 Posted: 20 Jul 2020
Dayong Zhang, Zhiwei Zhang, Qiang Ji, Brian M. Lucey and Jia Liu
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Trinity Business School, Trinity College Dublin and University of Salford
Downloads 54 (469,764)

Abstract:

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Board characteristics; Corporate governance; External governance; Legal origin; Renewable energy

167.

High Frequency Volatility Co-Movements in Cryptocurrency Markets

Number of pages: 31 Posted: 24 Sep 2019
Paraskevi Katsiampa, Shaen Corbet and Brian M. Lucey
Sheffield University Management School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 53 (473,682)
Citation 8

Abstract:

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Cryptocurrencies; High-frequency data; Asymmetric Diagonal BEKK; MGARCH; Volatility

168.

The Dynamics of Researcher Journal Quality Perception and Ranking Divergence

Number of pages: 53 Posted: 21 Nov 2018
Cormac Bryce, Michael M. Dowling and Brian M. Lucey
City, University of London, Cass Business School, Dublin City University Business School and Trinity Business School, Trinity College Dublin
Downloads 53 (477,702)

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Academic Journal Guide; Journal Ranking; Research Excellence Framework; Research Publications; Journal Quality; Quality Perception Gap

169.

A Clean, Green Haven?- Examining the Relationship between Clean Energy, Clean and Dirty Cryptocurrencies

Number of pages: 63 Posted: 18 Nov 2021
Boru Ren and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 51 (494,350)

Abstract:

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Cryptocurrencies, Clean energy, Safe haven, Spillovers, Connectedness, DCC-GARCH

170.

Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose

Number of pages: 18 Posted: 03 Mar 2017
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 51 (481,775)

Abstract:

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N50, Q31, G38, G12

An Analysis of the Journal Article Output of Irish-Based Economists, 1970 to 2001

Number of pages: 51 Posted: 24 Jan 2007
Alan Barrett and Brian M. Lucey
Economic and Social Research Institute and Trinity Business School, Trinity College Dublin
Downloads 50 (494,343)
Citation 2

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economics, productivity, academics

An Analysis of the Journal Article Output of Irish-Based Economists, 1970 to 2001

Economic and Social Review, Forthcoming
Posted: 03 Apr 2003
Brian M. Lucey and Alan Barrett
Trinity Business School, Trinity College Dublin and Economic and Social Research Institute

Abstract:

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Productivity, Ireland, Citation Analysis

172.

The Relationship Between Implied Volatility and Cryptocurrency Returns

Number of pages: 15 Posted: 03 Mar 2021
ETH Zürich - Department of Mathematics, Dublin City University, Trinity Business School, Trinity College Dublin, Borsa Istanbul and University of Southampton - Southampton Business School
Downloads 46 (503,120)
Citation 3

Abstract:

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173.

Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements

Number of pages: 59 Posted: 02 Feb 2021
ETH Zürich - Department of Mathematics, Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin and Borsa Istanbul
Downloads 38 (540,719)
Citation 1

Abstract:

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174.

Contagion and Interdependence: Measuring CEE Banking Sector Co-Movements

Number of pages: 47 Posted: 14 Feb 2017 Last Revised: 18 Nov 2021
Terhi Jokipii and Brian M. Lucey
Bank of Finland and Trinity Business School, Trinity College Dublin
Downloads 22 (636,255)

Abstract:

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financial markets research, contagion, interdependence, macroeconomic news, banking sector, stock returns

175.

The Effects of Central Bank Digital Currencies News on Financial Markets

Number of pages: 65 Posted: 16 Nov 2021 Last Revised: 24 Nov 2021
Yizhi Wang, Brian M. Lucey, Samuel Vigne and Larisa Yarovaya
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton
Downloads 20 (657,596)

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

176.

Online Appendix: The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 21 Posted: 25 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
University of Leeds - Faculty of Business, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 19 (657,596)
Citation 1

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Initial Public Offering; Europe; Withdrawal; Probit

177.

Can Financial Marketization Mitigate the Negative Effect of Exchange Rate Fluctuations on Exports? Evidence from Chinese Regions

Number of pages: 11 Posted: 01 Oct 2019
Brian M. Lucey, Xiaoxue Wang, Yanfang Wang and Ying Xu
Trinity Business School, Trinity College Dublin, Tianjin University of Finance & Economics, Tianjin University of Finance & Economics and Tianjin University of Finance & Economics
Downloads 12 (710,329)

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Inter Provincial Effective Exchange Rate; Export Trade; Financial Marketization

178.

The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models

Number of pages: 46 Posted: 25 Oct 2021
China University of Geosciences (CUG) - School of Economics and Management, China University of Geosciences (CUG), China University of Geosciences, Beijing, Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 6 (757,772)

Abstract:

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Financial development, Environmental quality, Indirect impact, Panel smooth transition regression models

179.

A Clean, Green Haven?- Examining the Relationship between Clean

Number of pages: 64 Posted: 29 Nov 2021
Boru Ren and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 3 (781,113)

Abstract:

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Cryptocurrencies, clean energy, safe haven, Spillovers, Connectedness, DCC-GARCH

180.

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

JCMS: Journal of Common Market Studies, Vol. 48, No. 3, pp. 641-660, June 2010
Number of pages: 20 Posted: 10 May 2010
Brian M. Lucey, Raj Aggarwal and Raj Aggarwal
Trinity Business School, Trinity College Dublin and Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron
Downloads 3 (781,113)
Citation 1
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181.

The Forward Exchange Rate Bias Puzzle is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests

Financial Review, Vol. 44, Issue 4, pp. 625-645, November 2009
Number of pages: 21 Posted: 14 Oct 2009
Raj Aggarwal, Raj Aggarwal, Brian M. Lucey and Sunil Mohanty
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Trinity Business School, Trinity College Dublin and University of St. Thomas - Opus College of Business
Downloads 3 (781,113)
Citation 2
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182.

Shift-Contagion Vulnerability in the Mena Stock Markets

World Economy, Vol. 32, Issue 10, pp. 1478-1497, October 2009
Number of pages: 20 Posted: 26 Oct 2009
Thomas Lagoarde-Segot and Brian M. Lucey
Euromed Management Marseille and Trinity Business School, Trinity College Dublin
Downloads 2 (790,521)
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183.

The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve

Posted: 22 May 2020
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Trinity Business School, Trinity College Dublin and Government of the Republic of Turkey - Central Bank of the Republic of Turkey

Abstract:

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Emerging markets, Local projections, Oil price, Supply and demand shocks, Yield curve factors, Geopolitical oil price risks

184.

Stock Market Contagion of COVID-19 in Emerging Economies

Posted: 14 Apr 2020
Linkoping University - Department of Management and Engineering Division, University of Stavanger - Department of Industrial Economics, Risk Management and Planning, North South University, Linkoping University - Department of Management and Engineering Division and Trinity Business School, Trinity College Dublin

Abstract:

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COVID-19; Financial Market; Emerging Markets; China; Copula; Cross-quantilograms

185.

Chapter 30: The Future of Behavioral Finance

Financial Behavior: Players, Services, Products, and Markets. H. Kent Baker, Greg Filbeck, and Victor Ricciardi, editors, 561-578, New York, NY: Oxford University Press, 2017.
Posted: 14 Jun 2017
Michael M. Dowling and Brian M. Lucey
Dublin City University Business School and Trinity Business School, Trinity College Dublin

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behavioral finance, behavioural finance, behavioral corporate finance, investor psychology, philosophy, reliability

186.

A Random-Matrix-Theory-Based Analysis of Stocks of Markets from Different Countries

Advances in Complex Systems, Vol. 11, No. 5, pp. 655-668, 2008
Posted: 25 Nov 2009
Trinity College (Dublin) - School of Physics, Trinity College (Dublin) - Department of Physics, Trinity College (Dublin) - School of Physics and Trinity Business School, Trinity College Dublin

Abstract:

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Econophysics, random matrix theory, random time series

187.

Comovements in Government Bond Markets: A Minimum Spanning Tree Analysis

Posted: 22 Oct 2009
Marian Boscia, Claire G. Gilmore and Brian M. Lucey
King's College (Wilkes-Barre, PA) - McGowan School of Business, King's College (Wilkes-Barre, PA) - McGowan School of Business and Trinity Business School, Trinity College Dublin

Abstract:

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188.

Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008

Posted: 02 Oct 2009
Alexandr Sevic and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin

Abstract:

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bank, crisis, coexceedance, probit

189.

Friday the 13th & the Philosophical Basis of Financial Economics

Journal of Economics and Finance, Vol. 24, Fall 2000
Posted: 01 Aug 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin

Abstract:

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190.

Anomalous Daily Seasonality in Ireland?

Applied Economics Letters, Vol. 7, 2000
Posted: 30 Apr 2001
Brian M. Lucey
Trinity Business School, Trinity College Dublin

Abstract:

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191.

Examining the Profit-Efficiency Relationship in Irish Credit Institutions

Posted: 20 Dec 1998
Brian M. Lucey
Trinity Business School, Trinity College Dublin

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Other Papers (3)

Total Downloads: 146
1.

Distance Matters for Portfolio Investment - But What Kind of Distance?

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
Federal Reserve Banks - Federal Reserve Bank of ClevelandUniversity of Akron, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 79 (342,851)

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distance, foreign portfolio investment, extreme bounds, Gravity Model

2.

An Empirical Study of Multiple Listings

Number of pages: 27 Posted: 12 Dec 2008
Leyuan You and Brian M. Lucey
University of Alaska Anchorage and Trinity Business School, Trinity College Dublin
Downloads 65

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Multiple listings, emerging markets, ADR

3.

How Does Investor Sentiment Shape the Liquidity Response to Monetary Policy Announcements in Precious Metal Markets?

Number of pages: 30 Posted: 03 Aug 2017
Lee A. Smales and Brian M. Lucey
University of Western Australia and Trinity Business School, Trinity College Dublin
Downloads 2

Abstract:

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Monetary policy decisions, Liquidity, Investor Sentiment, Gold, Silver