brian m. lucey : Citation Profile


Are you brian m. lucey?

Trinity College Dublin (77% share)
Trinity College Dublin (12% share)
Univerza v Ljubljani (11% share)

20

H index

32

i10 index

1338

Citations

RESEARCH PRODUCTION:

74

Articles

46

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 95
   Journals where brian m. lucey has often published
   Relations with other researchers
   Recent citing documents: 235.    Total self citations: 26 (1.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu85
   Updated: 2017-06-10    RAS profile: 2014-07-14    
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Relations with other researchers


Works with:

Gurdgiev, Constantin (3)

Dowling, Michael (2)

Mac an Bhaird, Ciarán (2)

Kearney, Colm (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with brian m. lucey.

Is cited by:

Hammoudeh, Shawkat (43)

Nguyen, Duc Khuong (36)

Batten, Jonathan (26)

GUPTA, RANGAN (24)

Reboredo, Juan (23)

Vacha, Lukas (21)

Baruník, Jozef (21)

Kočenda, Evžen (20)

Czudaj, Robert (19)

McAleer, Michael (18)

Pierdzioch, Christian (16)

Cites to:

Harvey, Campbell (54)

Bekaert, Geert (47)

Johansen, Soren (28)

Stulz, René (27)

Shleifer, Andrei (25)

Lopez-de-Silanes, Florencio (24)

La Porta, Rafael (24)

Engle, Robert (20)

Campbell, John (20)

Aggarwal, Raj (19)

Vishny, Robert (17)

Main data


Where brian m. lucey has published?


Journals with more than one article published# docs
Applied Economics Letters8
Applied Financial Economics7
International Review of Financial Analysis5
Journal of International Financial Markets, Institutions and Money4
Physica A: Statistical Mechanics and its Applications4
Journal of Banking & Finance4
Applied Financial Economics Letters4
Journal of Multinational Financial Management4
Research in International Business and Finance3
The Quarterly Review of Economics and Finance3
The Financial Review2
Emerging Markets Finance and Trade2
Emerging Markets Review2
Borsa Istanbul Review2

Working Papers Series with more than one paper published# docs
The Institute for International Integration Studies Discussion Paper Series / IIIS42
Documentos de Trabajo / Centro de Economa Aplicada, Universidad de Chile2

Recent works citing brian m. lucey (2017 and 2016)


YearTitle of citing document
2016Financial Integration into EU: The Romanian Case. (2016). Bozkurt, Ibrahim ; Akman, Engin . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:269.

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2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

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2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

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2016An empirical analysis of the relationships between crude oil, gold and stock markets. (2016). Rojas, Omar ; Jim, Rebeca ; Coronado, Semei . In: Papers. RePEc:arx:papers:1510.07599.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1612.06200.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2017Are Trump and Bitcoin Good Partners?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1703.00308.

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2017A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect?. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1705.00535.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2016Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; León, Carlos ; Leon, Carlos ; Lee, Daeyup ; Martinez, Constanza ; Kim, Geun-Young . In: Borradores de Economia. RePEc:bdr:borrec:937.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2017Volatility risk premia and future commodities returns. (2017). Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619.

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2016Cultural New Year Holidays and Stock Returns around the World. (2016). Jiang, Danling ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:45:y:2016:i:1:p:3-35.

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2016The place of gold in the cross-market dependencies. (2016). Tiwari, Aviral ; Chevallier, Julien ; Aboura, Sofiane ; Sofiane, Aboura ; Kumar, Tiwari Aviral ; Rania, Jammazi ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:5:p:567-586:n:3.

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2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

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2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

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2017Financial Stability in Europe: Banking and Sovereign Risk. (2017). Kočenda, Evžen ; Kocenda, Even ; Bruha, Jan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6453.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Caporale, Guglielmo Maria ; You, Kefei ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6477.

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2016The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets. (2016). Aloui, Chaker ; Dakhlaoui, Imen . In: International Economics. RePEc:cii:cepiie:2016-q2-146-7.

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2016In Search of Hedges and Safe Havens in Global Financial Markets. (2016). Wanat, Stanisław ; Papie, Monika ; Miech, Sawomir . In: Statistics in Transition new series. RePEc:csb:stintr:v:17:y:2016:i:3:p:557-574.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Caporale, Guglielmo Maria ; You, Kefei ; Gil-Alana, Luis A. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1668.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216.

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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

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2016Festivity Anomaly in Indian Stock Market. (2016). Lu, Xing ; Patel, Neel . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00286.

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2016Determinants of Gold Demand in Reserve Bank of Indias foreign exchange reserve portfolio.. (2016). Ghosh, Amit . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00570.

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2017Gold as inflation and exchange rate hedge: The case of India. (2017). Kumar, Amrendra ; Gautam, Vikash . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00692.

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2016Taking gravity online: the role of virtual proximity in international finance. (2016). Schmitz, Martin ; Hellmanzik, Christiane. In: Working Paper Series. RePEc:ecb:ecbwps:20161879.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2016Market Interactions in Gold and Stock Markets: Evidences from Saudi Arabia. (2016). Haque, Mohammad Imdadul ; Afsal, E M. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-27.

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2017The Impact of Stock Market Performance on Foreign Portfolio Investment in China. (2017). Haider, Muhammad Afaq ; Hashmi, Shujahat Haider ; Saddique, Shamila ; Khan, Muhammad Asif . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-60.

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2017Water Gain: As a Common Good Becomes a Financial Opportunity. (2017). Fiorelli, Cristiana ; Mele, Marco . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-82.

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2016Ruling Family Political Connections and Risk Reporting: Evidence from the GCC. (2016). Al-Yahyaee, Khamis ; Taylor, Grantley ; Al-Hadi, Ahmed . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:4:p:504-524.

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2016Supply of capital and capital structure: The role of financial development. (2016). Antzoulatos, Angelos ; Koufopoulos, Kostas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:166-195.

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2016The impact of cultural diversity in corporate boards on firm performance. (2016). Frijns, Bart ; Cimerova, Helena ; Dodd, Olga . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:521-541.

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2016The gravity of culture for finance. (2016). Karolyi, G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:610-625.

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2017Countries lending infrastructure and capital structure determination: The case of European SMEs. (2017). Murro, Pierluigi ; O'Donohoe, Sheila ; Mc, Andrea . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:122-138.

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2016What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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2016Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:40-53.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; van Hoang, Thi Hong ; Heller, David . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

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2016Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

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2016Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226.

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2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

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2016Safe-haven demand for housing in London. (2016). Eraslan, Sercan . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:482-493.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan A ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2016Invisible walls: Do psychological barriers really exist in stock index levels?. (2016). Woodhouse, Sam Alan ; Kumar, Kuldeep ; Bhattacharya, Sukanto ; Singh, Harminder . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:267-278.

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2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). , Ahmed ; Ramchander, Sanjay ; Hammoudeh, Shawkat ; Otranto, Edoardo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

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2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2016Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2016). Sensoy, Ahmet ; Eraslan, Veysel ; Erturk, Mutahhar . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:4:p:552-567.

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2016A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil. (2016). Iseri, Ali ; Kizilaslan, Recep ; Freund, Steven . In: European Journal of Operational Research. RePEc:eee:ejores:v:253:y:2016:i:3:p:697-710.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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2016On time-varying predictability of emerging stock market returns. (2016). Auer, Benjamin R. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:1-13.

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2016Financial crises and contagion vulnerability of MENA stock markets. (2016). Neaime, Simon. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:14-35.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2017Commodity price cycles and financial pressures in African commodities exporters. (2017). Kablan, Sandrine ; Guesmi, Khaled ; Ftiti, Zied . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:215-231.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2016Air pollution and stock returns: Evidence from a natural experiment. (2016). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:25-42.

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2016Time-varying integration of the sovereign bond markets in European post-transition economies. (2016). Vizek, Maruška ; Tkalec, Marina ; Lee, Junsoo ; Imovi, Petra Posedel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:30-40.

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2016The short trading day anomaly. (2016). Kliger, Doron ; Qadan, Mahmoud . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:62-80.

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2016The shine of precious metals around the global financial crisis. (2016). Figuerola-Ferretti, Isabel ; McCrorie, Roderick J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:717-738.

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2016Psychological barriers in oil futures markets. (2016). Dowling, Michael ; Lucey, Brian M ; Cummins, Mark . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:293-304.

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2016Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

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2016Evolution of the world crude oil market integration: A graph theory analysis. (2016). Ji, Qiang ; Fan, Ying . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:90-100.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016On the dynamic links between commodities and Islamic equity. (2016). Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2016How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:621-628.

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2016Diamonds vs. precious metals: What shines brightest in your investment portfolio?. (2016). faff, robert ; Yao, Yiran ; Yew, Rand Kwong . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:1-14.

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2016Price discovery of cross-listed firms. (2016). Ghadhab, Imen ; Hellara, Slaheddine . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:177-188.

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2016Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, PAUL ; Boako, Gideon . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

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2016Determinants of asymmetric return comovements of gold and other financial assets. (2016). Mandal, Anandadeep ; Poshakwale, Sunil S. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:229-242.

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2016International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

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2016A melting pot — Gold price forecasts under model and parameter uncertainty. (2016). Czudaj, Robert ; Beckmann, Joscha ; Baur, Dirk G. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:282-291.

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2016What drives asymmetric dependence structure of asset return comovements?. (2016). Poshakwale, Sunil S ; Mandal, Anandadeep . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:312-330.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2016Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2016Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144.

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2016Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies. (2016). Dos, Marco Aurelio ; Distadio, Luiz Fernando ; Lopes, Luiz Paulo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:179-189.

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2016On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations. (2016). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:255-267.

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2016Global Merger and Acquisition (M&A) activity: 1992–2011. (2016). Yilmaz, Iil Sevilay ; Tanyeri, Baak . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:110-117.

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2016Mind the gap: Psychological barriers in gold and silver pricesAuthor-Name: Lucey, Michael E.. (2016). O'Connor, Fergal A. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:135-140.

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2016What drives gold demand in central banks foreign exchange reserve portfolio?. (2016). Ghosh, Amit . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:146-150.

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2016The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry. (2016). Apergis, Emmanuel. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:186-192.

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2016Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. (2016). Tiwari, Aviral ; Ftiti, Zied . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:33-40.

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2016Turn-of-the-month effect: New evidence from an emerging stock market. (2016). Kayacetin, Volkan ; Lekpek, Senad . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:142-157.

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2016The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market. (2016). Luo, Xingguo ; Ye, Zinan ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:105-111.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016Testing the adaptive market hypothesis and its determinants for the Indian stock markets. (2016). Hiremath, Gourishankar S ; Narayan, Seema . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:173-180.

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2017Examining the flight-to-safety with the implied volatilities. (2017). GhulamSarwar, . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:118-124.

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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter ; Roubaud, David . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Miech, Sawomir ; Papie, Monika . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2016Does mood affect trading behavior?. (2016). Kaustia, Markku ; Rantapuska, Elias . In: Journal of Financial Markets. RePEc:eee:finmar:v:29:y:2016:i:c:p:1-26.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2016Discouraged borrowers: Evidence for Eurozone SMEs. (2016). Mac an Bhaird, Ciarán ; Lucey, Brian ; Vidal, Javier Sanchez . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:46-55.

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2016Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms. (2016). Dorfleitner, Gregor ; de Castro, Ivan ; Stoiber, Johannes ; Priberny, Christopher ; Kammler, Julia ; Weber, Martina ; Schuster, Stephanie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:169-187.

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2017Which market integration measure?. (2017). Donadelli, Michael ; Billio, Monica ; Riedel, M ; Paradiso, A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2016Investor mood, herding and the Ramadan effect. (2016). Gavriilidis, Konstantinos ; Tsalavoutas, Ioannis ; Kallinterakis, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:23-38.

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More than 100 citations found, this list is not complete...

brian m. lucey is editor of


Journal
International Review of Financial Analysis

Works by brian m. lucey:


YearTitleTypeCited
2004Modelling the term structure of interest rates \{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations In: Papers.
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paper0
2009The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests In: The Financial Review.
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article1
2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold In: The Financial Review.
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article261
2007Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold.(2007) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 261
paper
2010Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events In: Journal of Common Market Studies.
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article5
2005The Role of Feelings in Investor Decision-Making In: Journal of Economic Surveys.
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article37
2009Shift-contagion Vulnerability in the MENA Stock Markets In: The World Economy.
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article11
2013Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models In: Borsa Istanbul Review.
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article9
2014Culture’s influences: An investigation of inter-country differences in capital structure In: Borsa Istanbul Review.
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article0
2001Irish economic association In: Economics Bulletin.
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article0
2006Portfolio management implications of volatility shifts: Evidence from simulated data In: Documentos de Trabajo.
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paper1
2006Portfolio management implications of volatility shifts: Evidence from simulated data.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
2008Emerging Markets Variance Shocks: Local or International in Origin? In: Documentos de Trabajo.
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paper2
2007Contagion and interdependence: Measuring CEE banking sector co-movements In: Economic Systems.
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article9
2010Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world In: Emerging Markets Review.
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article24
2009Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world.(2009) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 24
paper
2013An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample? In: Emerging Markets Review.
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article4
2004International equity market integration: Theory, evidence and implications In: International Review of Financial Analysis.
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article47
2005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence In: International Review of Financial Analysis.
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article25
2008Halloween or January? Yet another puzzle In: International Review of Financial Analysis.
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article14
2011Robust global stock market interdependencies In: International Review of Financial Analysis.
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article11
2011Robust Global Stock Market Interdependencies.(2011) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 11
paper
2013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates In: International Review of Financial Analysis.
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article85
2009Flights and contagion--An empirical analysis of stock-bond correlations In: Journal of Financial Stability.
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article52
2013An empirical study of multiple direct international listings In: Global Finance Journal.
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article2
2006Measuring and assessing the effects and extent of international bond market integration In: Journal of International Financial Markets, Institutions and Money.
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article3
2006Dynamics of bond market integration between established and accession European Union countries In: Journal of International Financial Markets, Institutions and Money.
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article38
2008Efficiency in emerging markets--Evidence from the MENA region In: Journal of International Financial Markets, Institutions and Money.
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article40
2010Investigating the determinants of banking coexceedances in Europe in the summer of 2008 In: Journal of International Financial Markets, Institutions and Money.
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article5
2009Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008.(2009) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 5
paper
2009International financial integration In: Journal of Banking & Finance.
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article1
2010International financial integration.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 1
article
2011Financial integration and emerging markets capital structure In: Journal of Banking & Finance.
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article7
2012Gravity and culture in foreign portfolio investment In: Journal of Banking & Finance.
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article25
2008Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests In: Journal of International Money and Finance.
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article13
2010The macroeconomic determinants of volatility in precious metals markets In: Resources Policy.
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article76
2008The Macroeconomic Determinants of Volatility in Precious Metals Markets.(2008) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 76
paper
2007Measuring and managing integration: What do we know? In: Journal of Multinational Financial Management.
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article0
2007International portfolio diversification: Is there a role for the Middle East and North Africa? In: Journal of Multinational Financial Management.
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article27
2008Robust global mood influences in equity pricing In: Journal of Multinational Financial Management.
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article33
2008International influences on asset markets In: Journal of Multinational Financial Management.
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article0
2007Portfolio management under sudden changes in volatility and heterogeneous investment horizons In: Physica A: Statistical Mechanics and its Applications.
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article14
2007The evolution of interdependence in world equity markets—Evidence from minimum spanning trees In: Physica A: Statistical Mechanics and its Applications.
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article41
2006The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 41
paper
2008An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees In: Physica A: Statistical Mechanics and its Applications.
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article21
2010Comovements in government bond markets: A minimum spanning tree analysis In: Physica A: Statistical Mechanics and its Applications.
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article20
2006Real and financial aspects of financial integration In: The Quarterly Review of Economics and Finance.
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article1
2008The dynamics of Central European equity market comovements In: The Quarterly Review of Economics and Finance.
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article40
2013Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies In: The Quarterly Review of Economics and Finance.
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article2
2007Psychological barriers in gold prices? In: Review of Financial Economics.
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article34
2005Psychological Barriers in Gold Prices.(2005) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 34
paper
2006Investigating the determinants of the Wednesday seasonal in Irish Equities In: Research in International Business and Finance.
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article1
2007A power GARCH examination of the gold market In: Research in International Business and Finance.
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article66
2012Equity market integration in the Asia Pacific region: Evidence from discount factors In: Research in International Business and Finance.
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article5
2007A psychological, attitudinal and professional profile of Irish economists In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article0
2013CEO social status and acquisitiveness In: Qualitative Research in Financial Markets.
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article2
2003An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001 In: The Economic and Social Review.
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article3
2004Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events. In: The Institute for International Integration Studies Discussion Paper Series.
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paper15
2005Dynamics of Bond Market Integration between Existing And Accession EU Countries In: The Institute for International Integration Studies Discussion Paper Series.
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paper5
2005International Portfolio Formation, Skewness & the Role of Gold In: The Institute for International Integration Studies Discussion Paper Series.
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paper2
2005Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998 In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2005The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998 In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2005Are Local or International influences responsible for the pre-holiday behaviour of Irish equities? In: The Institute for International Integration Studies Discussion Paper Series.
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paper3
2005Are local or international influences responsible for the pre-holiday behaviour of Irish equities?.(2005) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 3
article
2005Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002 In: The Institute for International Integration Studies Discussion Paper Series.
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paper19
2006Seasonality, risk and return in daily COMEX gold and silver data 1982-2002.(2006) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 19
article
2005The Dynamics of Central European Equity Market Integration In: The Institute for International Integration Studies Discussion Paper Series.
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paper6
2005Equity market integration in the Middle East and North Africa: in search for diversification benefits In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2005CEE Banking Sector Co-Movement: Contagion or Interdependence? In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2005CEE Banking Sector Co-Movement: Contagion or Interdependence?.(2005) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 0
paper
2006Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
2006Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper11
2006The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2006Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper1
2006Portfolio allocations in the Middle East and North Africa In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2006Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper2
2006Equity Markets and Economic Development: What Do We Know In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2007An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees In: The Institute for International Integration Studies Discussion Paper Series.
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paper2
2007Volatility in the Gold Futures Market In: The Institute for International Integration Studies Discussion Paper Series.
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paper16
2010Volatility in the gold futures market.(2010) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 16
article
2008Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
2008Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2008An Empirical Study of Multiple Listings In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
2009Emerging Markets Capital Structure and Financial Integration In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2012Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract: In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2012Psychological Barriers and Price Clustering in Energy Futures In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2012Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2012London or New York: where and when does the gold price originate? In: The Institute for International Integration Studies Discussion Paper Series.
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paper11
2013London or New York: where and when does the gold price originate?.(2013) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 11
article
2012What determines the decision to apply for credit? Evidence for Eurozone SMEs In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper1
2012Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models. In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
paper1
2012Culture and capital structure in small and medium sized firms In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2013WHAT DO THE IRISH KNOW ABOUT ECONOMICS In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2013Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2005Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis In: The Institute for International Integration Studies Discussion Paper Series.
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paper4
2001Preholiday calendar regularities in Ireland In: Atlantic Economic Journal.
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article0
2010Determinants of capital structure in Irish SMEs In: Small Business Economics.
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article21
2007Capital Market Integration in the Middle East and North Africa In: Emerging Markets Finance and Trade.
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article9
2008The Capital Markets of the Middle East and North African Region: Situation and Characteristics In: Emerging Markets Finance and Trade.
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article6
2005Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time In: Money Macro and Finance (MMF) Research Group Conference 2005.
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paper2
2014Learning from the Irish Experience – A Clinical Case Study in Banking Failure In: Comparative Economic Studies.
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article1
2000Friday the 13th and the philosophical basis of financial economics In: Journal of Economics and Finance.
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article4
2007Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange In: Applied Economics Letters.
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article0
2010Lunar seasonality in precious metal returns? In: Applied Economics Letters.
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article6
2011The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100 In: Applied Economics Letters.
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article0
2000Anomalous daily seasonality in Ireland? In: Applied Economics Letters.
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article5
2001Friday the 13th: international evidence In: Applied Economics Letters.
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article3
2002Market direction and moment seasonality: evidence from Irish equities In: Applied Economics Letters.
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article1
2005Speculation or hedging in the Irish stock exchange In: Applied Financial Economics Letters.
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article2
2005Does volume provide information? Evidence from the Irish Stock Market In: Applied Financial Economics Letters.
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article3
2006The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note In: Applied Financial Economics Letters.
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article15
2008Mood and UK equity pricing In: Applied Financial Economics Letters.
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article4
2004Monthly and semi-annual seasonality in the Irish equity market 1934-2000 In: Applied Financial Economics.
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article5
2004Robust estimates of daily seasonality in the Irish equity market In: Applied Financial Economics.
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article1
2005Why investors should not be cautious about the academic approach to testing for stock market anomalies In: Applied Financial Economics.
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article6
2008Skewness and asymmetry in futures returns and volumes In: Applied Financial Economics.
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article1
2008Reassessing co-movements among G7 equity markets: evidence from iShares In: Applied Financial Economics.
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article3
2013The structure of gold and silver spread returns In: Quantitative Finance.
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article8
2011The Irish Economy: Three Strikes and You’re Out? In: Panoeconomicus.
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2008A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES In: Advances in Complex Systems (ACS).
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