brian m. lucey : Citation Profile


Are you brian m. lucey?

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

41

H index

108

i10 index

7637

Citations

RESEARCH PRODUCTION:

207

Articles

66

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 332
   Journals where brian m. lucey has often published
   Relations with other researchers
   Recent citing documents: 1308.    Total self citations: 124 (1.6 %)

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   Permalink: http://citec.repec.org/plu85
   Updated: 2023-11-04    RAS profile: 2023-08-21    
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Relations with other researchers


Works with:

Corbet, Shaen (23)

Yarovaya, Larisa (16)

Bouri, Elie (9)

Larkin, Charles (7)

Roubaud, David (6)

Sensoy, Ahmet (5)

Uddin, Gazi (5)

Shahzad, Syed Jawad Hussain (4)

Krištoufek, Ladislav (3)

HU, YANG (3)

Brzeszczynski, Janusz (3)

Ren, Boru (3)

Vo, Xuan Vinh (3)

GUPTA, RANGAN (2)

Ji, Qiang (2)

Lau, Chi Keung (2)

Kearney, Fearghal (2)

Oxley, Les (2)

Batten, Jonathan (2)

Cumming, Douglas (2)

Bekiros, Stelios (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:

Corbet, Shaen (184)

GUPTA, RANGAN (179)

Tiwari, Aviral (137)

Bouri, Elie (135)

Yarovaya, Larisa (83)

Sensoy, Ahmet (75)

Yousaf, Imran (68)

Shahzad, Syed Jawad Hussain (68)

Salisu, Afees (67)

Vo, Xuan Vinh (65)

Nguyen, Duc Khuong (64)

Cites to:

Corbet, Shaen (135)

Bouri, Elie (132)

Yarovaya, Larisa (128)

Roubaud, David (118)

GUPTA, RANGAN (85)

Baur, Dirk (82)

Bekaert, Geert (76)

Harvey, Campbell (75)

Diebold, Francis (70)

Larkin, Charles (64)

Tiwari, Aviral (59)

Main data


Where brian m. lucey has published?


Journals with more than one article published# docs
Finance Research Letters28
International Review of Financial Analysis15
Journal of International Financial Markets, Institutions and Money15
Applied Economics Letters13
Research in International Business and Finance12
Energy Economics11
Resources Policy8
The Quarterly Review of Economics and Finance5
Economic Modelling5
Journal of Commodity Markets5
Emerging Markets Review4
Journal of Banking & Finance4
Journal of Multinational Financial Management4
The Financial Review4
Physica A: Statistical Mechanics and its Applications4
Economics Letters3
Technological Forecasting and Social Change3
International Review of Economics & Finance3
Journal of Financial Stability2
Renewable Energy2
Emerging Markets Finance and Trade2
Borsa Istanbul Review2
Renewable and Sustainable Energy Reviews2
Annals of Tourism Research2

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 / HAL3
Documentos de Trabajo / Centro de Economía Aplicada, Universidad de Chile2

Recent works citing brian m. lucey (2023 and 2022)


YearTitle of citing document
2022Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?. (2022). Ligocka, Marie ; Ermak, Michal. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:330101.

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2023.

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2022Bitcoin: Medium of Exchange or Speculative Asset?. (2022). Diaconu, Ioana Raluca. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2022:i:24:p:72-82.

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2023Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023BILATERAL INTERNATIONAL INVESTMENTS:THE BIG SUR?. (2023). Schmukler, Sergio ; Broner, Fernando ; von Peter, Goetz ; Didier, Tatiana. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:181.

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2022The Characteristics of Cryptocurrency Market Volatility: Empirical Study For Five Cryptocurrency. (2022). Fidan, Layda Sabetli ; Guz, Tuba. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:10:y:2022:i:2:p:69-84.

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2022Cryptocurrency 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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2022Landscape of Academic Finance with the Structural Topic Model. (2021). Ardia, David ; Meghani, Mohammad Abbas ; Bluteau, Keven. In: Papers. RePEc:arx:papers:2112.14902.

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2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2022Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal. (2022). Gautam, Madhu Sudan ; Bhusal, Aneel. In: Papers. RePEc:arx:papers:2202.00007.

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2022On the Dynamics of Solid, Liquid and Digital Gold Futures. (2022). Matsui, Toshiko ; Knottenbelt, William J ; Al-Ali, Ali. In: Papers. RePEc:arx:papers:2202.09845.

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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022Predicting the Bubble of Non-Fungible Tokens (NFTs): An Empirical Investigation. (2022). Mogi, Gento ; Shibano, Kyohei ; Ito, Kensuke. In: Papers. RePEc:arx:papers:2203.12587.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2022Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time. (2022). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2208.01445.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2022Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND. (2022). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2209.04385.

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2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

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2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

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2022Macro carbon price prediction with support vector regression and Paris accord targets. (2022). Li, Jinhui. In: Papers. RePEc:arx:papers:2212.11787.

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2023Cryptocurrency co-investment network: token returns reflect investment patterns. (2023). Alessandretti, Laura ; Bartolucci, Silvia ; Mungo, Luca. In: Papers. RePEc:arx:papers:2301.02027.

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2023Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023Time-frequency co-movements between commodities and economic policy uncertainty across different crises. (2023). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2304.05517.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis. (2023). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2305.12739.

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2023Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Reconstructing cryptocurrency processes via Markov chains. (2023). Barbosa, Paulo ; Ara, Tanya. In: Papers. RePEc:arx:papers:2308.07626.

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2023To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis. (2023). Raabe, Jun-Patrick ; Leible, Stephan ; Lohden, Thomas ; Matthies, Tim. In: Papers. RePEc:arx:papers:2308.09968.

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2023GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice. (2023). Abbas, Sami ; Niszczota, Pawel. In: Papers. RePEc:arx:papers:2309.00649.

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2022Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003.

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2022Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies. (2022). Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1013.

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2022Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal. (2022). Batten, Jonathan ; Szilagyi, Peter G ; Lonarski, Igor. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:1-23.

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2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

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2023Corruption and corporate leverage in an emerging economy: The role of economic freedom. (2023). Le, Anh Tuan ; Truong, Haiyen ; Nguyen, Phantamnhu ; Doan, Anhtuan. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:2:p:599-629.

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2022How do zombie firms affect innovation: from the perspective of credit resources distortion. (2022). Fan, Xiaomin ; Song, Lin ; Qiao, Xiaole. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:36:y:2022:i:1:p:67-87.

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2023Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2023The role of the U.S. exchange?rate equity market volatility on agricultural exports and forecasts. (2023). Nganje, William ; Addey, Kwame Asiam. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:1:p:25-47.

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2022Transaction fee economics in the Ethereum blockchain. (2022). Karaivanov, Alexander ; Donmez, Anil. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:265-292.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2022Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207.

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2023Time?frequency comovement among green financial assets and cryptocurrency uncertainties. (2023). Ul, Inzamam. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12216.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2022.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023NaĂŻve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741.

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2022Seasoned equity offerings and payout policy. (2022). Yost, Keven ; Walker, Mark D. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:695-718.

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2022Boards of a Feather: Homophily in Foreign Director Appointments Around the World. (2022). Isidro, Helena ; Bianchi, Pietro A ; Barrios, John M ; Nanda, Dhananjay. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:4:p:1293-1335.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2022Does air pollution affect investor cognition and land valuation? Evidence from the Chinese land market. (2022). Du, Xuejun ; Huang, Zhonghua. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:593-613.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2022Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis. (2022). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10084.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492.

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2023Using GPT-4 for Financial Advice. (2023). Streich, David J ; Hornuf, Lars ; Fieberg, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10529.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

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2022How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin. (2022). Gonalves, Joo Quental. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9662.

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2022Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2023Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022. (2023). Pemberton, Jared. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_5.

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2022The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00769.

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2022Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation. (2022). Kalai, Lamia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-4.

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2022The Impact of the Corona Crisis on the Worldwide Stock Markets: An Empirical Analysis with Cross National Event Study Approach. (2022). Svoboda, Martin ; Reuse, Svend ; Opala, Noel ; Fischer, Annika. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-18.

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2022Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches. (2022). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-7.

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2023Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1.

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2022The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Ozay, Tugba ; Umut, Alican ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54.

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2022Dynamic Relationship between the Return of Gold, Crude Oil, and the Stock Exchange of Thailand Based on a Vector Autoregressive Model. (2022). Uthumrat, Wongtawan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-37.

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2022Analysis of Precious Metal Price Movements Using Long Memory Model and Fuzzy Time Series Markov Chain. (2022). Afrimayani, Afrimayani ; Yollanda, Mutia ; Devianto, Dodi ; Arif, Erman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-27.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-42.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2022A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu. (2022). Sharma, Abhinav ; Nicolau, Juan Luis. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000810.

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2022Did COVID-19 tourism sector supports alleviate investor fear?. (2022). Oxley, Les ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000858.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2022Impact of uncertainty and exchange rate shocks: Theory and global empirics. (2022). Suah, Jing Lian. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000653.

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2022The psychological and economic roles of culture on global underpricing difference: A new hierarchical evidence. (2022). Ahmed, Abdullahi D ; Jamaani, Fouad. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001593.

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2022Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach. (2022). Yarovaya, Larisa ; Patel, Ritesh ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000570.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624.

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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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2009The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests In: The Financial Review.
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2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold In: The Financial Review.
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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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2015The Global Preference for Dividends in Declining Markets In: The Financial Review.
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2014The Global Preference for Dividends in Declining Markets.(2014) In: The Institute for International Integration Studies Discussion Paper Series.
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2023“I just like the stock”: The role of Reddit sentiment in the GameStop share rally In: The Financial Review.
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2010Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events In: Journal of Common Market Studies.
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2005The Role of Feelings in Investor Decision?Making In: Journal of Economic Surveys.
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2009Shift?contagion Vulnerability in the MENA Stock Markets In: The World Economy.
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article18
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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paper7
2006Contagion and interdependence: measuring CEE banking sector co-movements In: Research Discussion Papers.
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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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2014Culture’s influences: An investigation of inter-country differences in capital structure In: Borsa Istanbul Review.
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2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics.
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2001Irish economic association In: Economics Bulletin.
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2006Portfolio management implications of volatility shifts: Evidence from simulated data In: Documentos de Trabajo.
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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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2008Emerging Markets Variance Shocks: Local or International in Origin? In: Documentos de Trabajo.
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2019The impact of terrorism on European tourism In: Annals of Tourism Research.
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2021When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines In: Annals of Tourism Research.
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2022UK Vice Chancellor compensation: Do they get what they deserve? In: The British Accounting Review.
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2019The determinants of IPO withdrawal – Evidence from Europe In: Journal of Corporate Finance.
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2022Sustainable behaviors and firm performance: The role of financial constraints’ alleviation In: Economic Analysis and Policy.
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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis? In: Economic Modelling.
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2021Does news tone help forecast oil? In: Economic Modelling.
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2016Gold and silver manipulation: What can be empirically verified? In: Economic Modelling.
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2017Is the price of gold to gold mining stocks asymmetric? In: Economic Modelling.
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2017Gold and inflation(s) – A time-varying relationship In: Economic Modelling.
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2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets In: Economics Letters.
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2018Bitcoin Futures—What use are they? In: Economics Letters.
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2020The destabilising effects of cryptocurrency cybercriminality In: Economics Letters.
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2007Contagion and interdependence: Measuring CEE banking sector co-movements In: Economic Systems.
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2010Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world In: Emerging Markets Review.
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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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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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2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
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2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk? In: Emerging Markets Review.
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2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies In: Energy Economics.
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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain In: Energy Economics.
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2022Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries In: Energy Economics.
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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model In: Energy Economics.
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2023COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs In: Energy Economics.
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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach In: Energy Economics.
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2016Psychological barriers in oil futures markets In: Energy Economics.
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2017The dynamic linkages between crude oil and natural gas markets In: Energy Economics.
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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis In: Energy Economics.
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2019Price and volatility spillovers across the international steam coal market In: Energy Economics.
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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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2004International equity market integration: Theory, evidence and implications In: International Review of Financial Analysis.
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2005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence In: International Review of Financial Analysis.
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2008Halloween or January? Yet another puzzle In: International Review of Financial Analysis.
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2011Robust global stock market interdependencies In: International Review of Financial Analysis.
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2011Robust Global Stock Market Interdependencies.(2011) In: The Institute for International Integration Studies Discussion Paper Series.
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2013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates In: International Review of Financial Analysis.
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2014Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry In: International Review of Financial Analysis.
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2013Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry.(2013) In: The Institute for International Integration Studies Discussion Paper Series.
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2015The financial economics of gold — A survey In: International Review of Financial Analysis.
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2015The Financial Economics of Gold - a survey.(2015) In: MPRA Paper.
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2017The financial economics of white precious metals — A survey In: International Review of Financial Analysis.
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article41
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
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article16
2019Cryptocurrencies as a financial asset: A systematic analysis In: International Review of Financial Analysis.
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article301
2019Identifying the multiscale financial contagion in precious metal markets In: International Review of Financial Analysis.
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article15
2019Is Bitcoin a better safe-haven investment than gold and commodities? In: International Review of Financial Analysis.
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article216
2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis In: International Review of Financial Analysis.
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article34
2022Financing Irish high-tech SMEs: The analysis of capital structure In: International Review of Financial Analysis.
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article3
2023The impacts of climate policy uncertainty on stock markets: Comparison between China and the US 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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article263
2019Trading volume and the predictability of return and volatility in the cryptocurrency market In: Finance Research Letters.
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2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis In: Finance Research Letters.
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2019The effectiveness of technical trading rules in cryptocurrency markets In: Finance Research Letters.
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article41
2020Cryptocurrencies and the downside risk in equity investments In: Finance Research Letters.
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article31
2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages In: Finance Research Letters.
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article14
2020The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters.
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article31
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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article3
2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies In: Finance Research Letters.
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article300
2021Realised volatility connectedness among Bitcoin exchange markets In: Finance Research Letters.
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article8
2021Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic In: Finance Research Letters.
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2020Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic.(2020) In: Working Papers in Economics.
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2021Commonality in FX liquidity: High-frequency evidence In: Finance Research Letters.
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article3
2021Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict In: Finance Research Letters.
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article9
2022Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic In: Finance Research Letters.
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article12
2022The cryptocurrency uncertainty index In: Finance Research Letters.
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article28
2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies In: Finance Research Letters.
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article51
2022Do clean and dirty cryptocurrency markets herd differently? In: Finance Research Letters.
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article6
2022Do ethics outpace sins? In: Finance Research Letters.
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article1
2022Determinants of cryptocurrency returns: A LASSO quantile regression approach In: Finance Research Letters.
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article4
2022Do financial volatilities mitigate the risk of cryptocurrency indexes? In: Finance Research Letters.
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article5
2023Can altcoins act as hedges or safe-havens for Bitcoin? In: Finance Research Letters.
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article0
2023Turkish Lira crisis and its impact on sector returns In: Finance Research Letters.
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article0
2023Growth … What growth? In: Finance Research Letters.
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article0
2023ChatGPT for (Finance) research: The Bananarama Conjecture In: Finance Research Letters.
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article4
2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram In: Finance Research Letters.
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article0
2023Predictors of clean energy stock returns: An analysis with best subset regressions In: Finance Research Letters.
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article0
2023The domino effect: Analyzing the impact of Silicon Valley Banks fall on top equity indices around the world In: Finance Research Letters.
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article0
2023From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets In: Finance Research Letters.
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article0
2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position In: Journal of Financial Stability.
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2009Flights and contagion--An empirical analysis of stock-bond correlations In: Journal of Financial Stability.
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2013An empirical study of multiple direct international listings In: Global Finance Journal.
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article12
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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article53
2008Efficiency in emerging markets--Evidence from the MENA region In: Journal of International Financial Markets, Institutions and Money.
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article64
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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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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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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2016Discouraged borrowers: Evidence for Eurozone SMEs In: Journal of International Financial Markets, Institutions and Money.
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2017Psychological price barriers in frontier equities In: Journal of International Financial Markets, Institutions and Money.
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2018Does intraday technical trading have predictive power in precious metal markets? In: Journal of International Financial Markets, Institutions and Money.
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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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2019High frequency volatility co-movements in cryptocurrency markets In: Journal of International Financial Markets, Institutions and Money.
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2021Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture? In: Journal of International Financial Markets, Institutions and Money.
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2021Board characteristics, external governance and the use of renewable energy: International evidence In: Journal of International Financial Markets, Institutions and Money.
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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic In: Journal of International Financial Markets, Institutions and Money.
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2022Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data In: Journal of International Financial Markets, Institutions and Money.
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2023Justice as efficiency: Courts and the allocation of electricity in China In: Journal of International Financial Markets, Institutions and Money.
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2009International financial integration In: Journal of Banking & Finance.
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2010International financial integration.(2010) In: Journal of Banking & Finance.
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2011Financial integration and emerging markets capital structure In: Journal of Banking & Finance.
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2012Gravity and culture in foreign portfolio investment In: Journal of Banking & Finance.
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2023Assessing linkages between alternative energy markets and cryptocurrencies In: Journal of Economic Behavior & Organization.
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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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2020Spillovers, integration and causality in LME non-ferrous metal markets In: Journal of Commodity Markets.
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2022Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling In: Journal of Commodity Markets.
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2023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets In: Journal of Commodity Markets.
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article2
2023Corporate commodity exposure: A multi-country longitudinal study In: Journal of Commodity Markets.
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2017Reassessing the role of precious metals as safe havens–What colour is your haven and why? In: Journal of Commodity Markets.
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2010The macroeconomic determinants of volatility in precious metals markets In: Resources Policy.
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2008The Macroeconomic Determinants of Volatility in Precious Metals Markets.(2008) In: The Institute for International Integration Studies Discussion Paper Series.
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2014On the economic determinants of the gold–inflation relation In: Resources Policy.
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2015Behavioral influences in non-ferrous metals prices In: Resources Policy.
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2014Behavioral Influences in Non-Ferrous Metals Prices.(2014) In: The Institute for International Integration Studies Discussion Paper Series.
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2019An analysis of the intellectual structure of research on the financial economics of precious metals In: Resources Policy.
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2019An analysis of the intellectual structure of research on the financial economics of precious metals.(2019) In: Post-Print.
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2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis In: Resources Policy.
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2021Re-examining the real option characteristics of gold for gold mining companies In: Resources Policy.
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2021Bitcoin-energy markets interrelationships - New evidence In: Resources Policy.
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2023Unveiling commodities-financial markets intersections from a bibliometric perspective In: Resources Policy.
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2007Measuring and managing integration: What do we know? In: Journal of Multinational Financial Management.
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2007International portfolio diversification: Is there a role for the Middle East and North Africa? In: Journal of Multinational Financial Management.
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2008Robust global mood influences in equity pricing In: Journal of Multinational Financial Management.
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2008International influences on asset markets In: Journal of Multinational Financial Management.
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2007Portfolio management under sudden changes in volatility and heterogeneous investment horizons In: Physica A: Statistical Mechanics and its Applications.
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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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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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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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2010Comovements in government bond markets: A minimum spanning tree analysis In: Physica A: Statistical Mechanics and its Applications.
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2006Real and financial aspects of financial integration In: The Quarterly Review of Economics and Finance.
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2008The dynamics of Central European equity market comovements In: The Quarterly Review of Economics and Finance.
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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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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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2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis In: The Quarterly Review of Economics and Finance.
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2022Do institutional affiliation affect the renewable energy-growth nexus in the Sub-Saharan Africa: Evidence from a multi-quantitative approach In: Renewable Energy.
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2022Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries In: Renewable Energy.
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2021The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models In: Renewable and Sustainable Energy Reviews.
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2023Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests In: Renewable and Sustainable Energy Reviews.
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2020The journal quality perception gap In: Research Policy.
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2020The journal quality perception gap.(2020) In: Post-Print.
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2022Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance.
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2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers.
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2007Psychological barriers in gold prices? In: Review of Financial Economics.
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2005Psychological Barriers in Gold Prices.(2005) In: The Institute for International Integration Studies Discussion Paper Series.
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2007Psychological barriers in gold prices?.(2007) In: Review of Financial Economics.
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2006Investigating the determinants of the Wednesday seasonal in Irish Equities In: Research in International Business and Finance.
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2007A power GARCH examination of the gold market In: Research in International Business and Finance.
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2012Equity market integration in the Asia Pacific region: Evidence from discount factors In: Research in International Business and Finance.
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2015Was wine a premier cru investment? In: Research in International Business and Finance.
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2016The validity of Islamic art as an investment In: Research in International Business and Finance.
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2020Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector In: Research in International Business and Finance.
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2021Gold and US sectoral stocks during COVID-19 pandemic In: Research in International Business and Finance.
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