brian m. lucey : Citation Profile


Are you brian m. lucey?

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

24

H index

50

i10 index

2318

Citations

RESEARCH PRODUCTION:

116

Articles

58

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 122
   Journals where brian m. lucey has often published
   Relations with other researchers
   Recent citing documents: 498.    Total self citations: 62 (2.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu85
   Updated: 2019-10-06    RAS profile: 2019-08-01    
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Relations with other researchers


Works with:

Batten, Jonathan (9)

Corbet, Shaen (5)

Uddin, Gazi (3)

Bekiros, Stelios (2)

Kearney, Fearghal (2)

Goldstein, Michael (2)

Mac an Bhaird, Ciarán (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 (78)

Hammoudeh, Shawkat (42)

Nguyen, Duc Khuong (41)

Czudaj, Robert (35)

Beckmann, Joscha (34)

Pierdzioch, Christian (33)

Tiwari, Aviral (30)

Reboredo, Juan (28)

Balcilar, Mehmet (28)

Bouri, Elie (27)

Shahbaz, Muhammad (27)

Cites to:

Harvey, Campbell (68)

Bekaert, Geert (58)

Johansen, Soren (41)

Baur, Dirk (40)

Shleifer, Andrei (38)

Aggarwal, Raj (35)

Engle, Robert (32)

Lopez-de-Silanes, Florencio (29)

Stulz, René (29)

La Porta, Rafael (28)

Batten, Jonathan (27)

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 Money9
Applied Financial Economics7
Research in International Business and Finance5
Journal of Banking & Finance4
Energy Economics4
Journal of Multinational Financial Management4
Applied Financial Economics Letters4
Physica A: Statistical Mechanics and its Applications4
Finance Research Letters3
The Financial Review3
Resources Policy3
Economic Modelling3
The Quarterly Review of Economics and Finance3
Emerging Markets Review3
Borsa Istanbul Review2
Emerging Markets Finance and Trade2
Economics Letters2

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
Documentos de Trabajo / Centro de Economa Aplicada, Universidad de Chile2

Recent works citing brian m. lucey (2019 and 2018)


YearTitle of citing document
2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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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). Selmi, Refk ; bouoiyour, jamal. 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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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2018). Barbi, A Q ; Prataviera, G A. In: Papers. RePEc:arx:papers:1711.06185.

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2018Bitcoin Risk Modeling with Blockchain Graphs. (2018). Akcora, Cuneyt ; Kantarcioglu, Murat ; Gel, Yulia ; Dixon, Matthew. In: Papers. RePEc:arx:papers:1805.04698.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072.

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2018Does 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. (2018). 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. (2018). Xu, Jiahua ; Livshits, Benjamin. 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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2019Allowance 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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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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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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

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

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness. (2018). Milunovich, George. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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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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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2018CRYPTO‐CURRENCIES – AN INTRODUCTION TO NOT‐SO‐FUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559.

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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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2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2018DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2018Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:11:n:5.

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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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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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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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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

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

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Akanni, Lateef ; Azeez, Rasheed O. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018The Systematic Risk of Gold at Different Timescales. (2018). Michis, Antonis A. In: Working Papers. RePEc:cyb:wpaper:2018-1.

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2018Changes in the stocks prices behavior before and after the public holidays: case of Bucharest Stock Exchange. (2018). Stefanescu, Razvan ; Dumitriu, Ramona. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2018:p:189-202.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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

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2017Corruption and business confidence: a panel data analysis. (2017). Montes, Gabriel ; Almeida, Andr. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00725.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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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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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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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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2017An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. (2017). Pitoska, Electra ; Tsilikas, Charalampos ; Giannarakis, Grigoris ; KATARACHIA, Androniki . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-16.

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2017Construction of an Optimum Currency Area Index Anchored to the Gold Dinar: The Case of Selected Islamic Countries. (2017). Agustiar, Memet ; Djafar, Fariastuti . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-8.

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2017Forecasting Gold Price with Auto Regressive Integrated Moving Average Model. (2017). Tripathy, Nalini Prava . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-41.

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2018Gold - Silver Nexus: A Threshold Cointegration Approach. (2018). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-28.

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2018An Analysis of Gold Futures as an Alternative Asset: Evidence from India. (2018). Jaiswal, Ritika ; Uchil, Rashmi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-21.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Integration of ASEAN banking sector stocks. (2018). Mensah, Jones Odei ; Premaratne, Gamini. In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:48-60.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2018Wine indices in practice: Nicely labeled but slightly corked. (2018). Masset, Philippe ; Weisskopf, Jean-Philippe . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:555-569.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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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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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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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). Lyócsa, Štefan ; 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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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. (2018). Fry, John. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:225-229.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Are generalized spillover indices overstating connectedness?. (2018). Beaumont, Paul ; Srivastava, Anuj ; Norrbin, Stefan C ; Thomas, . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134.

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2018Bitcoin risk modeling with blockchain graphs. (2018). Akcora, Cuneyt Gurcan ; Kantarcioglu, Murat ; Gel, Yulia R ; Dixon, Matthew F. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:138-142.

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2018Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2019Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122.

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2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

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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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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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article447
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: 447
paper
2015The Global Preference for Dividends in Declining Markets In: The Financial Review.
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article3
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: 3
paper
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]
article53
2009Shift-contagion Vulnerability in the MENA Stock Markets In: The World Economy.
[Full Text][Citation analysis]
article13
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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paper3
2006Contagion and interdependence: measuring CEE banking sector co-movements In: Research Discussion Papers.
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paper2
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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article10
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
2019The impact of terrorism on European tourism In: Annals of Tourism Research.
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article0
2019The determinants of IPO withdrawal – Evidence from Europe In: Journal of Corporate Finance.
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article0
2016Gold and silver manipulation: What can be empirically verified? In: Economic Modelling.
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article1
2017Is the price of gold to gold mining stocks asymmetric? In: Economic Modelling.
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article2
2017Gold and inflation(s) – A time-varying relationship In: Economic Modelling.
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article6
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
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article4
2018Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters.
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article52
2018Bitcoin Futures—What use are they? In: Economics Letters.
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article6
2007Contagion and interdependence: Measuring CEE banking sector co-movements In: Economic Systems.
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article11
2010Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world In: Emerging Markets Review.
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article32
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: 32
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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article5
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
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article1
2016Psychological barriers in oil futures markets In: Energy Economics.
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article6
2017The dynamic linkages between crude oil and natural gas markets In: Energy Economics.
[Full Text][Citation analysis]
article13
2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics.
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article0
2019Price and volatility spillovers across the international steam coal market 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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article59
2005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence In: International Review of Financial Analysis.
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article40
2008Halloween or January? Yet another puzzle In: International Review of Financial Analysis.
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article17
2011Robust global stock market interdependencies In: International Review of Financial Analysis.
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article13
2011Robust Global Stock Market Interdependencies.(2011) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article149
2014Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry In: International Review of Financial Analysis.
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article8
2015The financial economics of gold — A survey In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article53
2015The Financial Economics of Gold - a survey.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 53
paper
2017The financial economics of white precious metals — A survey In: International Review of Financial Analysis.
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article7
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
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article7
2019Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article11
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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article0
2018Datestamping the Bitcoin and Ethereum bubbles In: Finance Research Letters.
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article38
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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article1
2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2009Flights and contagion--An empirical analysis of stock-bond correlations In: Journal of Financial Stability.
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article86
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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article42
2008Efficiency in emerging markets--Evidence from the MENA region In: Journal of International Financial Markets, Institutions and Money.
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article53
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.
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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.
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article3
2016Discouraged borrowers: Evidence for Eurozone SMEs In: Journal of International Financial Markets, Institutions and Money.
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article6
2017Psychological price barriers in frontier equities In: Journal of International Financial Markets, Institutions and Money.
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article1
2018Does intraday technical trading have predictive power in precious metal markets? In: Journal of International Financial Markets, Institutions and Money.
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article1
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.
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article0
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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article10
2012Gravity and culture in foreign portfolio investment In: Journal of Banking & Finance.
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article47
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.
[Full Text][Citation analysis]
article20
2017Reassessing the role of precious metals as safe havens–What colour is your haven and why? In: Journal of Commodity Markets.
[Full Text][Citation analysis]
article3
2010The macroeconomic determinants of volatility in precious metals markets In: Resources Policy.
[Full Text][Citation analysis]
article116
2008The Macroeconomic Determinants of Volatility in Precious Metals Markets.(2008) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 116
paper
2014On the economic determinants of the gold–inflation relation In: Resources Policy.
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article44
2015Behavioral influences in non-ferrous metals prices In: Resources Policy.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article32
2008Robust global mood influences in equity pricing In: Journal of Multinational Financial Management.
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article39
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—Evidence from minimum spanning trees In: Physica A: Statistical Mechanics and its Applications.
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article48
2006The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
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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article24
2010Comovements in government bond markets: A minimum spanning tree analysis In: Physica A: Statistical Mechanics and its Applications.
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article25
2006Real and financial aspects of financial integration In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article1
2008The dynamics of Central European equity market comovements In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article49
2013Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article5
2007Psychological barriers in gold prices? In: Review of Financial Economics.
[Full Text][Citation analysis]
article38
2005Psychological Barriers in Gold Prices.(2005) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
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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article78
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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article3
2016The validity of Islamic art as an investment In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
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
2003Long 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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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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article4
2019An analysis of the intellectual structure of research on the financial economics of precious metals In: Post-Print.
[Citation analysis]
paper0
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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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paper27
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: 27
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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paper13
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.
[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.
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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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paper22
2010Volatility in the gold futures market.(2010) In: Applied Economics Letters.
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article
2008Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
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.
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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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paper16
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: 16
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]
paper2
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.
[Full Text][Citation analysis]
paper1
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
2014Behavioral Influences in Non-Ferrous Metals Prices 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? – Some Evidence. In: The Institute for International Integration Studies Discussion Paper Series.
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paper19
2015Which precious metals spill over on which, when and why? Some evidence.(2015) In: Applied Economics Letters.
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article
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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paper12
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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article0
2010Determinants of capital structure in Irish SMEs In: Small Business Economics.
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article36
2008Determinants of capital structure in Irish SMEs.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 36
paper
2007Capital Market Integration in the Middle East and North Africa In: Emerging Markets Finance and Trade.
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article11
2008The Capital Markets of the Middle East and North African Region: Situation and Characteristics In: Emerging Markets Finance and Trade.
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article8
2008The Microstructure of the Irish Stock Market In: Multinational Finance Journal.
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article0
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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article0
2014Learning from the Irish Experience – A Clinical Case Study in Banking Failure In: Comparative Economic Studies.
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article2
2010An empirical investigation of the financial growth life cycle In: MPRA Paper.
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paper0
2000Friday the 13th and the philosophical basis of financial economics In: Journal of Economics and Finance.
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article10
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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article5
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
2014Gold markets around the world - who spills over what, to whom, when? In: Applied Economics Letters.
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article24
2015What precious metals act as safe havens, and when? Some US evidence In: Applied Economics Letters.
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article22
2017Are gold bugs coherent? In: Applied Economics Letters.
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article1
2000Anomalous daily seasonality in Ireland? In: Applied Economics Letters.
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article8
2001Friday the 13th: international evidence In: Applied Economics Letters.
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article7
2002Market direction and moment seasonality: evidence from Irish equities In: Applied Economics Letters.
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article3
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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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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article6
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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2016Who Sets the Price of Gold? London or New York In: Journal of Futures Markets.
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article15
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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chapter0
2015World Metal Markets In: World Scientific Book Chapters.
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chapter1

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