brian m. lucey : Citation Profile


Are you brian m. lucey?

Trinity College Dublin (86% share)
Trinity College Dublin (14% share)

28

H index

59

i10 index

3214

Citations

RESEARCH PRODUCTION:

135

Articles

60

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 160
   Journals where brian m. lucey has often published
   Relations with other researchers
   Recent citing documents: 710.    Total self citations: 80 (2.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu85
   Updated: 2020-10-24    RAS profile: 2020-08-20    
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Relations with other researchers


Works with:

Corbet, Shaen (15)

Batten, Jonathan (8)

Larkin, Charles (4)

Uddin, Gazi (4)

Sensoy, Ahmet (2)

Kearney, Fearghal (2)

Bekiros, Stelios (2)

Bouri, Elie (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:

GUPTA, RANGAN (108)

Tiwari, Aviral (63)

Bouri, Elie (52)

Nguyen, Duc Khuong (44)

Czudaj, Robert (43)

Hammoudeh, Shawkat (42)

Pierdzioch, Christian (42)

Shahbaz, Muhammad (37)

Balcilar, Mehmet (35)

Beckmann, Joscha (34)

Sensoy, Ahmet (33)

Cites to:

Harvey, Campbell (67)

Corbet, Shaen (62)

Bekaert, Geert (58)

Bouri, Elie (52)

Baur, Dirk (47)

Johansen, Soren (41)

Engle, Robert (39)

Shleifer, Andrei (38)

Batten, Jonathan (36)

Aggarwal, Raj (36)

GUPTA, RANGAN (31)

Main data


Where brian m. lucey has published?


Journals with more than one article published# docs
International Review of Financial Analysis12
Applied Economics Letters12
Journal of International Financial Markets, Institutions and Money10
Finance Research Letters9
Applied Financial Economics7
Research in International Business and Finance6
Energy Economics5
Resources Policy5
Physica A: Statistical Mechanics and its Applications4
The Quarterly Review of Economics and Finance4
Journal of Multinational Financial Management4
Applied Financial Economics Letters4
Journal of Banking & Finance4
Economics Letters3
Emerging Markets Review3
The Financial Review3
Economic Modelling3
Emerging Markets Finance and Trade2
Journal of Financial Stability2
Journal of Common Market Studies2
Journal of Commodity Markets2
Borsa Istanbul Review2

Working Papers Series with more than one paper published# docs
The Institute for International Integration Studies Discussion Paper Series / IIIS47
MPRA Paper / University Library of Munich, Germany3
Post-Print / HAL2
Documentos de Trabajo / Centro de EconomŪa Aplicada, Universidad de Chile2

Recent works citing brian m. lucey (2020 and 2019)


YearTitle of citing document
2020Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202.

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2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2019). Prataviera, G A ; Barbi, A Q. In: Papers. RePEc:arx:papers:1711.06185.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2019An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

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2019The Anatomy of a Cryptocurrency Pump-and-Dump Scheme. (2019). Livshits, Benjamin ; Xu, Jiahua. In: Papers. RePEc:arx:papers:1811.10109.

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2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

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2019A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933.

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2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2019Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281.

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2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

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2019A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166.

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2020Conditional Correlations and Principal Regression Analysis for Futures. (2019). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine. In: Papers. RePEc:arx:papers:1912.12354.

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2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

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2020KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments. (2020). Alencar, Paulo ; Ahmed, Nauman ; Mohapatra, Shubhankar. In: Papers. RePEc:arx:papers:2003.04967.

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2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). KriŇ°toufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

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2020Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759.

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2020Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020Topological Data Analysis for Portfolio Management of Cryptocurrencies. (2020). Burnaev, Evgeny ; Pilyugina, Polina ; Rivera-Castro, Rodrigo. In: Papers. RePEc:arx:papers:2009.03362.

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2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Wkatorek, Marcin ; Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2009.10030.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Fernandez Bariviera, Aurelio ; Perez-Laborda, Alejandro ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561.

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2020Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318.

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2019Life Cycle Theory of the Capital Structure: Evidence from Tunisian SMEs. (2019). Walid, Youssef. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:432-449.

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2020Interbank relationship lending in Colombia. (2020). Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1118.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

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2020Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares. (2020). Barrios, John ; Isidro, Helena ; Bianchi, Pietro A. In: Working Papers. RePEc:bfi:wpaper:2020-20.

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2019What does not kill us makes us stronger: the story of repetitive consumer loan applications. (2019). Talavera, Oleksandr ; Caglayan, Mustafa ; Xiong, Lin. In: Discussion Papers. RePEc:bir:birmec:19-01.

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2019Performance attribution of mutual funds in India: outperformance or mis‚Äźrepresentation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2020The seasonality of gold prices in China does the risk‚Äźaversion level matter?. (2020). Wong, Wing Keung ; Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

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2020Bitcoin‚ÄĒA hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

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2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

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2019Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2019). Oosterlinck, Kim ; van Hoang, Thi Hong ; Gallaishamonno, Georges. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:3:p:1048-1072.

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2019Confucianism, openness to the West, and corporate investment efficiency. (2019). Jin, Zhi ; Chen, Lei ; Xu, Hui ; Ma, Yongqiang. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:554-590.

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2019Gold and inflation: Expected inflation effect or carrying cost effect?. (2019). Ortiz, Jaime ; Su, Chiwei ; Liu, Zhixin ; Xu, Yingying. In: International Finance. RePEc:bla:intfin:v:22:y:2019:i:3:p:380-398.

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2020Are Gold and Government Bond Safe‚ÄźHaven Assets? An Extremal Quantile Regression Analysis. (2020). Liu, WeiHan . In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:451-483.

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2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2020The role of uncertainty on agricultural futures markets momentum trading and volatility. (2020). Czudaj, Robert ; Robert, Czudaj. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:3.

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2020GARCH Modelling of High-Capitalization Cryptocurrencies Impacts During Bearish Markets. (2020). Athanasios, Pandazis ; Anastasios-Taxiarchis, Koutsioukis ; Efthymios, Katsaros ; Panagiotis, Anastasiadis. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:87-106.

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2019Another Look at Cryptocurrency Bubbles. (2019). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7743.

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2019Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917.

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2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

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2020Cyber-Attacks and Cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8124.

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2020The Trading Response of Individual Investors to Local Bankruptcies. (2020). Wohlfart, Johannes ; Pirschel, Jenny ; Loos, Benjamin ; Laudenbach, Christine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8191.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2019Volatility in the Cryptocurrency Market. (2019). Serletis, Apostolos ; Liu, Jinan. In: Working Papers. RePEc:clg:wpaper:2019-09.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017629.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2019Capital Market Union and Growth Prospects for Small and Medium Enterprises. (2019). Pozzolo, Alberto ; Ottaviano, Gianmarco ; Calzolari, Giacomo ; Barba Navaretti, Giorgio. In: Development Working Papers. RePEc:csl:devewp:449.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2019The systematic risk of gold at different time-scales. (2019). Michis, Antonis A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00547.

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2019Some economic consequences of the GDPR. (2019). , Darcy ; Potts, Jason ; Markey-Towler, Brendan ; Berg, Chris. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00834.

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2019The limits to integration before and after the great financial crisis. (2019). Marchionne, Francesco ; Lazareva, Evelina . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00114.

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2019Was there a bubble in the ICO market?. (2019). Stolbov, Mikhail. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00673.

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2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

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2020Bitcoin and Global Political Uncertainty √Ę‚ā¨‚Äú Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047.

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2019In search for stability in crypto-assets: are stablecoins the solution?. (2019). Pinna, Andrea ; Klemm, Jonas ; Bullmann, Dirk. In: Occasional Paper Series. RePEc:ecb:ecbops:2019230.

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2020Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks. (2020). Musdholifah, Musdholifah ; Wulandari, Yulita ; Hartono, Ulil. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-13.

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2020Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-8.

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2020Price and Volatility Spillovers between Crude Oil and Natural Gas markets in Europe and Japan-Korea. (2020). Dagoumas, Athanasios ; Perifanis, Theodosios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-50.

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2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

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2019Stock and bond returns correlation in Korea: Local versus global risk during crisis periods. (2019). Ho, Young ; Fang, Zhongzheng ; Park, Keehwan. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818303282.

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2019Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model. (2019). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:57-63.

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2019Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts. (2019). Breitmayer, Bastian ; Pelster, Matthias ; Hasso, Tim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:23:y:2019:i:c:p:64-74.

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2019Herd behavior and mood: An experimental study on the forecasting of share prices. (2019). Spiwoks, Markus ; Nahmer, Thomas ; Filiz, Ibrahim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300218.

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2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

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2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

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2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Spillover effects of government initiatives fostering entrepreneurship on the access to bank credit for entrepreneurial firms in Europe. (2020). Piga, Claudio ; Ferrando, Annalisa ; Fink, Matthias ; Maresch, Daniela ; Moro, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030047x.

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2020Mining and human capital accumulation: Evidence from the Colombian gold rush. (2020). bonilla mejia, leonardo ; Bonillamejia, Leonardo . In: Journal of Development Economics. RePEc:eee:deveco:v:145:y:2020:i:c:s0304387820300468.

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2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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2020The relationship between commodity prices and world trade uncertainty. (2020). Bilgin, Mehmet ; Doker, Asli Cansin ; Karabulut, Gokhan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:276-281.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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2019Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. (2019). Lin, Hai ; Premachandra, IM ; Kuruppuarachchi, Duminda. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:92-112.

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2019A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Volatility transmission to the fine wine market. (2020). ben Ameur, Hachmi ; le Fur, Eric ; Lefur, Eric . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). KriŇ°toufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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2019Network-based asset allocation strategies. (2019). Ly√ɬ≥csa, ҆tefan ; Baumohl, Eduard ; Lyocsa, Tefan ; Vrost, Tomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:516-536.

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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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article3
2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold In: The Financial Review.
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article611
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: 611
paper
2015The Global Preference for Dividends in Declining Markets In: The Financial Review.
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article2
2014The Global Preference for Dividends in Declining Markets.(2014) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events In: Journal of Common Market Studies.
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article0
2010Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events In: Journal of Common Market Studies.
[Full Text][Citation analysis]
article6
2005The Role of Feelings in Investor Decision-Making In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article71
2009Shift‚Äźcontagion Vulnerability in the MENA Stock Markets In: The World Economy.
[Full Text][Citation analysis]
article15
2005Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests In: BOFIT Discussion Papers.
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paper4
2006Contagion and interdependence: measuring CEE banking sector co-movements In: Research Discussion Papers.
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paper13
2007Contagion and interdependence: Measuring CEE banking sector co-movements.(2007) In: Economic Systems.
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This paper has another version. Agregated cites: 13
article
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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article11
2014Culture’s influences: An investigation of inter-country differences in capital structure In: Borsa Istanbul Review.
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article2
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
2019The impact of terrorism on European tourism In: Annals of Tourism Research.
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article3
2019The determinants of IPO withdrawal ‚Äď Evidence from Europe In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article0
2016Gold and silver manipulation: What can be empirically verified? In: Economic Modelling.
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article3
2017Is the price of gold to gold mining stocks asymmetric? In: Economic Modelling.
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article3
2017Gold and inflation(s) ‚Äď A time-varying relationship In: Economic Modelling.
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article15
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
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article8
2018Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters.
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article165
2018Bitcoin Futures‚ÄĒWhat use are they? In: Economics Letters.
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article27
2020The destabilising effects of cryptocurrency cybercriminality In: Economics Letters.
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article0
2010Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world In: Emerging Markets Review.
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article37
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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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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article8
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
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article4
2016Psychological barriers in oil futures markets In: Energy Economics.
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article14
2017The dynamic linkages between crude oil and natural gas markets In: Energy Economics.
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article25
2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics.
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article5
2019Price and volatility spillovers across the international steam coal market In: Energy Economics.
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article4
2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective In: Energy Economics.
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article0
2004International equity market integration: Theory, evidence and implications In: International Review of Financial Analysis.
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article65
2005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence In: International Review of Financial Analysis.
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article44
2008Halloween or January? Yet another puzzle In: International Review of Financial Analysis.
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article18
2011Robust global stock market interdependencies In: International Review of Financial Analysis.
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article14
2011Robust Global Stock Market Interdependencies.(2011) In: The Institute for International Integration Studies Discussion Paper Series.
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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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article184
2014Fuel hedging, operational hedging and risk exposure ‚ÄĒ Evidence from the global airline industry In: International Review of Financial Analysis.
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article11
2013Fuel Hedging, Operational Hedging and Risk Exposure‚Äď Evidence from the Global Airline Industry.(2013) In: The Institute for International Integration Studies Discussion Paper Series.
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paper
2015The financial economics of gold ‚ÄĒ A survey In: International Review of Financial Analysis.
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article64
2015The Financial Economics of Gold - a survey.(2015) In: MPRA Paper.
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paper
2017The financial economics of white precious metals ‚ÄĒ A survey In: International Review of Financial Analysis.
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article15
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
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article9
2019Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis.
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article78
2019Identifying the multiscale financial contagion in precious metal markets In: International Review of Financial Analysis.
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article0
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
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article31
2018Datestamping the Bitcoin and Ethereum bubbles In: Finance Research Letters.
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article102
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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article11
2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis In: Finance Research Letters.
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article9
2019The effectiveness of technical trading rules in cryptocurrency markets In: Finance Research Letters.
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article8
2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
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article0
2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
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article1
2020The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters.
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article3
2020Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions In: Finance Research Letters.
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article0
2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies In: Finance Research Letters.
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article9
2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position In: Journal of Financial Stability.
[Full Text][Citation analysis]
article9
2009Flights and contagion--An empirical analysis of stock-bond correlations In: Journal of Financial Stability.
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article102
2013An empirical study of multiple direct international listings In: Global Finance Journal.
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article6
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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article43
2008Efficiency in emerging markets--Evidence from the MENA region In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article54
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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article6
2009Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008.(2009) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016Do gold prices cause production costs? International evidence from country and company data In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2016Discouraged borrowers: Evidence for Eurozone SMEs In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article13
2017Psychological price barriers in frontier equities In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2018Does intraday technical trading have predictive power in precious metal markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article2
2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2019High frequency volatility co-movements in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money.
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article5
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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article12
2012Gravity and culture in foreign portfolio investment In: Journal of Banking & Finance.
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article56
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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article23
2020Spillovers, integration and causality in LME non-ferrous metal markets In: Journal of Commodity Markets.
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article1
2017Reassessing the role of precious metals as safe havens‚ÄďWhat colour is your haven and why? In: Journal of Commodity Markets.
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article13
2010The macroeconomic determinants of volatility in precious metals markets In: Resources Policy.
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article140
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: 140
paper
2014On the economic determinants of the gold‚Äďinflation relation In: Resources Policy.
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article53
2015Behavioral influences in non-ferrous metals prices In: Resources Policy.
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article3
2014Behavioral Influences in Non-Ferrous Metals Prices.(2014) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 3
paper
2019An analysis of the intellectual structure of research on the financial economics of precious metals In: Resources Policy.
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article1
2019An analysis of the intellectual structure of research on the financial economics of precious metals.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis In: Resources Policy.
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article2
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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article34
2008Robust global mood influences in equity pricing In: Journal of Multinational Financial Management.
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article45
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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article15
2007The evolution of interdependence in world equity markets‚ÄĒEvidence from minimum spanning trees In: Physica A: Statistical Mechanics and its Applications.
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article52
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: 52
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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article27
2010Comovements in government bond markets: A minimum spanning tree analysis In: Physica A: Statistical Mechanics and its Applications.
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article27
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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article53
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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article5
2020Dynamics and determinants of spillovers across the option-implied volatilities of US equities In: The Quarterly Review of Economics and Finance.
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article1
2020The journal quality perception gap In: Research Policy.
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article0
2020The journal quality perception gap.(2020) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2007Psychological barriers in gold prices? In: Review of Financial Economics.
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article46
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: 46
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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article92
2012Equity market integration in the Asia Pacific region: Evidence from discount factors In: Research in International Business and Finance.
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article9
2015Was wine a premier cru investment? In: Research in International Business and Finance.
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article4
2016The validity of Islamic art as an investment In: Research in International Business and Finance.
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article1
2020Which form of hedging matters ‚ÄĒ Operational or financial? Evidence from the US oil and gas sector In: Research in International Business and Finance.
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article0
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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article1
2001Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits In: Middle East and North Africa.
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paper0
2013CEO social status and acquisitiveness In: Qualitative Research in Financial Markets.
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article3
2003An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001 In: The Economic and Social Review.
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article4
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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paper17
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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paper4
2005Are local or international influences responsible for the pre-holiday behaviour of Irish equities?.(2005) In: Applied Financial Economics.
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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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paper30
2006Seasonality, risk and return in daily COMEX gold and silver data 1982-2002.(2006) In: Applied Financial Economics.
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article
2005The Dynamics of Central European Equity Market Integration In: The Institute for International Integration Studies Discussion Paper Series.
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paper7
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
2005Integration among G7 Equity Market: Evidence from iShares In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
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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paper2
2006Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations In: The Institute for International Integration Studies Discussion Paper Series.
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paper14
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]
paper1
2006Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis In: The Institute for International Integration Studies Discussion Paper Series.
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paper2
2006Portfolio allocations in the Middle East and North Africa In: The Institute for International Integration Studies Discussion Paper Series.
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2006Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe In: The Institute for International Integration Studies Discussion Paper Series.
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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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paper24
2010Volatility in the gold futures market.(2010) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 24
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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paper2
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.
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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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paper17
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: 17
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]
paper3
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.
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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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paper1
2013WHAT DO THE IRISH KNOW ABOUT ECONOMICS In: The Institute for International Integration Studies Discussion Paper Series.
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paper0
2014Which Precious Metals Spill Over on Which, When and Why? ‚Äď Some Evidence. In: The Institute for International Integration Studies Discussion Paper Series.
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paper33
2015Which precious metals spill over on which, when and why? Some evidence.(2015) In: Applied Economics Letters.
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2014Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets In: The Institute for International Integration Studies Discussion Paper Series.
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paper13
2014Return and Volatility Spillovers in Industrial Metals In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
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
2018Is gold a hedge against inflation? A wavelet time-scale perspective In: Review of Quantitative Finance and Accounting.
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2010Determinants of capital structure in Irish SMEs In: Small Business Economics.
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article41
2008Determinants of capital structure in Irish SMEs.(2008) In: MPRA Paper.
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2007Capital Market Integration in the Middle East and North Africa In: Emerging Markets Finance and Trade.
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2008The Capital Markets of the Middle East and North African Region: Situation and Characteristics In: Emerging Markets Finance and Trade.
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2008The Microstructure of the Irish Stock Market In: Multinational Finance Journal.
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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
2017Universities, knowledge exchange and policy: A comparative study of Ireland and the UK In: Science and Public Policy.
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2014Learning from the Irish Experience ‚Äď A Clinical Case Study in Banking Failure In: Comparative Economic Studies.
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article2
2017Stylized facts of intraday precious metals In: PLOS ONE.
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2010An empirical investigation of the financial growth life cycle In: MPRA Paper.
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2000Friday the 13th and the philosophical basis of financial economics In: Journal of Economics and Finance.
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article10
2019Globalisation, the Mobility of Skilled Workers, and Economic Growth: Constructing a Novel Brain Drain/Gain Index for European Countries In: Journal of the Knowledge Economy.
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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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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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2014Gold markets around the world - who spills over what, to whom, when? In: Applied Economics Letters.
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2015What precious metals act as safe havens, and when? Some US evidence In: Applied Economics Letters.
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2017Are gold bugs coherent? In: Applied Economics Letters.
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2000Anomalous daily seasonality in Ireland? In: Applied Economics Letters.
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2001Friday the 13th: international evidence In: Applied Economics Letters.
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2002Market direction and moment seasonality: evidence from Irish equities In: Applied Economics Letters.
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2005Speculation or hedging in the Irish stock exchange In: Applied Financial Economics Letters.
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2005Does volume provide information? Evidence from the Irish Stock Market In: Applied Financial Economics Letters.
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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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2008Mood and UK equity pricing In: Applied Financial Economics Letters.
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2004Monthly and semi-annual seasonality in the Irish equity market 1934-2000 In: Applied Financial Economics.
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2004Robust estimates of daily seasonality in the Irish equity market In: Applied Financial Economics.
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2005Why investors should not be cautious about the academic approach to testing for stock market anomalies In: Applied Financial Economics.
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2008Skewness and asymmetry in futures returns and volumes In: Applied Financial Economics.
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2008Reassessing co-movements among G7 equity markets: evidence from iShares In: Applied Financial Economics.
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2013The structure of gold and silver spread returns In: Quantitative Finance.
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2011The Irish Economy: Three Strikes and You’re Out? In: Panoeconomicus.
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2020Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic In: Working Papers in Economics.
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2016Who Sets the Price of Gold? London or New York In: Journal of Futures Markets.
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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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2018Dynamics of Bond Market Integration between Established and New European Union Countries In: World Scientific Book Chapters.
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2015World Metal Markets In: World Scientific Book Chapters.
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