Details about Brian M. Lucey
Access statistics for papers by Brian M. Lucey.
Last updated 2024-08-17. Update your information in the RePEc Author Service.
Short-id: plu85
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Working Papers
2023
- The efficiency of the London Gold Fixing: From Gold Standard to hoarded commodity (1919-68)
eabh Papers, The European Association for Banking and Financial History (EABH)
2022
- How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?
Post-Print, HAL View citations (32)
See also Journal Article How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?, Technological Forecasting and Social Change, Elsevier (2022) View citations (32) (2022)
2021
- The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (3)
2020
- Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic
Working Papers in Economics, University of Waikato View citations (69)
See also Journal Article Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic, Finance Research Letters, Elsevier (2021) View citations (46) (2021)
- Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
Working Papers, University of Pretoria, Department of Economics
See also Journal Article Oil price shocks and yield curve dynamics in emerging markets, International Review of Economics & Finance, Elsevier (2022) View citations (3) (2022)
- The journal quality perception gap
Post-Print, HAL View citations (8)
See also Journal Article The journal quality perception gap, Research Policy, Elsevier (2020) View citations (8) (2020)
2019
- An analysis of the intellectual structure of research on the financial economics of precious metals
Post-Print, HAL View citations (21)
See also Journal Article An analysis of the intellectual structure of research on the financial economics of precious metals, Resources Policy, Elsevier (2019) View citations (21) (2019)
2018
- Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis
QBS Working Paper Series, Queen's University Belfast, Queen's Business School View citations (8)
See also Journal Article Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis, Energy Economics, Elsevier (2018) View citations (14) (2018)
2015
- The Financial Economics of Gold - a survey
MPRA Paper, University Library of Munich, Germany View citations (105)
See also Journal Article The financial economics of gold — A survey, International Review of Financial Analysis, Elsevier (2015) View citations (77) (2015)
2014
- Behavioral Influences in Non-Ferrous Metals Prices
The Institute for International Integration Studies Discussion Paper Series, IIIS
See also Journal Article Behavioral influences in non-ferrous metals prices, Resources Policy, Elsevier (2015) View citations (8) (2015)
- Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (19)
- Return and Volatility Spillovers in Industrial Metals
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
- The Global Preference for Dividends in Declining Markets
The Institute for International Integration Studies Discussion Paper Series, IIIS
See also Journal Article The Global Preference for Dividends in Declining Markets, The Financial Review, Eastern Finance Association (2015) View citations (7) (2015)
- Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (10)
See also Journal Article Which precious metals spill over on which, when and why? Some evidence, Applied Economics Letters, Taylor & Francis Journals (2015) View citations (72) (2015)
2013
- Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry
The Institute for International Integration Studies Discussion Paper Series, IIIS
See also Journal Article Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry, International Review of Financial Analysis, Elsevier (2014) View citations (23) (2014)
- WHAT DO THE IRISH KNOW ABOUT ECONOMICS
The Institute for International Integration Studies Discussion Paper Series, IIIS
2012
- Culture and capital structure in small and medium sized firms
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
- Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
- Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract
The Institute for International Integration Studies Discussion Paper Series, IIIS
- London or New York: where and when does the gold price originate?
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
See also Journal Article London or New York: where and when does the gold price originate?, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (34) (2013)
- Psychological Barriers and Price Clustering in Energy Futures
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
- Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
- What determines the decision to apply for credit? Evidence for Eurozone SMEs
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
2011
- Robust Global Stock Market Interdependencies
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (21)
See also Journal Article Robust global stock market interdependencies, International Review of Financial Analysis, Elsevier (2011) View citations (20) (2011)
2010
- An empirical investigation of the financial growth life cycle
MPRA Paper, University Library of Munich, Germany
2009
- Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
See also Journal Article Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world, Emerging Markets Review, Elsevier (2010) View citations (58) (2010)
- Emerging Markets Capital Structure and Financial Integration
The Institute for International Integration Studies Discussion Paper Series, IIIS
- Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
See also Journal Article Investigating the determinants of banking coexceedances in Europe in the summer of 2008, Journal of International Financial Markets, Institutions and Money, Elsevier (2010) View citations (10) (2010)
2008
- An Empirical Study of Multiple Listings
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
- Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis
The Institute for International Integration Studies Discussion Paper Series, IIIS
- Determinants of capital structure in Irish SMEs
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article Determinants of capital structure in Irish SMEs, Small Business Economics, Springer (2010) View citations (74) (2010)
- Emerging Markets Variance Shocks: Local or International in Origin?
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
- Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
- The Macroeconomic Determinants of Volatility in Precious Metals Markets
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (8)
See also Journal Article The macroeconomic determinants of volatility in precious metals markets, Resources Policy, Elsevier (2010) View citations (237) (2010)
2007
- An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (17)
See also Journal Article Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold, The Financial Review, Eastern Finance Association (2010) View citations (1392) (2010)
- Volatility in the Gold Futures Market
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
See also Journal Article Volatility in the gold futures market, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (31) (2010)
2006
- Contagion and interdependence: measuring CEE banking sector co-movements
Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
See also Journal Article Contagion and interdependence: Measuring CEE banking sector co-movements, Economic Systems, Elsevier (2007) View citations (19) (2007)
- Equity Markets and Economic Development: What Do We Know
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
- Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
- Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (15)
- Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
See also Journal Article Integration of smaller European equity markets: a time-varying integration score analysis, Applied Financial Economics Letters, Taylor & Francis Journals (2006) View citations (1) (2006)
- Portfolio allocations in the Middle East and North Africa
The Institute for International Integration Studies Discussion Paper Series, IIIS
- Portfolio management implications of volatility shifts: Evidence from simulated data
Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (1)
Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations (1)
- Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
- The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
See also Journal Article The evolution of interdependence in world equity markets—Evidence from minimum spanning trees, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (74) (2007)
- The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
2005
- Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (4)
See also Journal Article Are local or international influences responsible for the pre-holiday behaviour of Irish equities?, Applied Financial Economics, Taylor & Francis Journals (2005) View citations (3) (2005)
- CEE Banking Sector Co-Movement: Contagion or Interdependence?
The Institute for International Integration Studies Discussion Paper Series, IIIS
- Dynamics of Bond Market Integration between Existing And Accession EU Countries
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
- Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (3)
- Equity market integration in the Middle East and North Africa: in search for diversification benefits
The Institute for International Integration Studies Discussion Paper Series, IIIS
- Integration among G7 Equity Market: Evidence from iShares
The Institute for International Integration Studies Discussion Paper Series, IIIS
- International Portfolio Formation, Skewness & the Role of Gold
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
See also Journal Article International Portfolio Formation, Skewness & the Role of Gold, Frontiers in Finance and Economics, SKEMA Business School (2006) (2006)
- Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
- Psychological Barriers in Gold Prices
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
See also Journal Article Psychological barriers in gold prices?, Review of Financial Economics, Elsevier (2007) View citations (84) (2007)
- Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
- Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
See also Journal Article Seasonality, risk and return in daily COMEX gold and silver data 1982-2002, Applied Financial Economics, Taylor & Francis Journals (2006) View citations (52) (2006)
- Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (6)
- The Dynamics of Central European Equity Market Integration
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (12)
- The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998
The Institute for International Integration Studies Discussion Paper Series, IIIS
2004
- Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events
The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (19)
- Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations
Papers, arXiv.org
2001
- Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits
Middle East and North Africa, EcoMod
Journal Articles
2024
- A bibliometric and systemic literature review of biodiversity finance
Finance Research Letters, 2024, 64, (C) View citations (1)
- BigTech, FinTech, and banks: A tangle or unity?
Finance Research Letters, 2024, 64, (C) View citations (1)
- Climate impacts on the loan quality of Chinese regional commercial banks
Journal of International Money and Finance, 2024, 140, (C) View citations (5)
- Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Research in International Business and Finance, 2024, 70, (PA) View citations (4)
- Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures
The European Journal of Finance, 2024, 30, (13), 1470-1489
- Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses
Global Finance Journal, 2024, 61, (C)
- ESG disclosure and internal pay gap: Empirical evidence from China
International Review of Economics & Finance, 2024, 92, (C), 228-244 View citations (3)
- Effects of climate risk on corporate green innovation cycles
Technological Forecasting and Social Change, 2024, 205, (C) View citations (1)
- Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
International Review of Financial Analysis, 2024, 94, (C)
- Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives
Research in International Business and Finance, 2024, 67, (PA)
- Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
Finance Research Letters, 2024, 64, (C)
- Interconnectedness and risk profile of hydrogen against major asset classes
Renewable and Sustainable Energy Reviews, 2024, 192, (C) View citations (1)
- MetaMoney: Exploring the intersection of financial systems and virtual worlds
Research in International Business and Finance, 2024, 68, (C) View citations (3)
- Quantile coherency across bonds, commodities, currencies, and equities
Journal of Commodity Markets, 2024, 33, (C) View citations (2)
- Shining in or fading out: Do precious metals sparkle for cryptocurrencies?
Resources Policy, 2024, 90, (C)
- Tail risk spillovers between Shanghai oil and other markets
Energy Economics, 2024, 130, (C)
- Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
International Review of Economics & Finance, 2024, 92, (C), 1595-1615
- Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (5)
2023
- An examination of green bonds as a hedge and safe haven for international equity markets
Global Finance Journal, 2023, 58, (C) View citations (1)
- An optimized GRT model with blockchain digital smart contracts for power generation enterprises
Energy Economics, 2023, 128, (C) View citations (3)
- Assessing linkages between alternative energy markets and cryptocurrencies
Journal of Economic Behavior & Organization, 2023, 211, (C), 513-529 View citations (19)
- Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram
Finance Research Letters, 2023, 54, (C) View citations (34)
- Border disputes, conflicts, war, and financial markets research: A systematic review
Research in International Business and Finance, 2023, 65, (C) View citations (18)
- COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Energy Economics, 2023, 122, (C) View citations (15)
- Can altcoins act as hedges or safe-havens for Bitcoin?
Finance Research Letters, 2023, 52, (C) View citations (1)
- ChatGPT for (Finance) research: The Bananarama Conjecture
Finance Research Letters, 2023, 53, (C) View citations (30)
- Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers
Energy Economics, 2023, 126, (C) View citations (6)
- Corporate commodity exposure: A multi-country longitudinal study
Journal of Commodity Markets, 2023, 30, (C)
- Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Journal of Commodity Markets, 2023, 29, (C) View citations (17)
- Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
Energy Economics, 2023, 123, (C) View citations (17)
- Do green energy markets catch cold when conventional energy markets sneeze?
Energy Economics, 2023, 127, (PA) View citations (3)
- ESG disclosure and technological innovation capabilities of the Chinese listed companies
Research in International Business and Finance, 2023, 65, (C) View citations (15)
- Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits
Finance Research Letters, 2023, 58, (PA) View citations (9)
- From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets
Finance Research Letters, 2023, 55, (PB) View citations (9)
- Growth … What growth?
Finance Research Letters, 2023, 52, (C)
- Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model
Energy Economics, 2023, 119, (C) View citations (8)
- Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests
Renewable and Sustainable Energy Reviews, 2023, 173, (C) View citations (55)
- Justice as efficiency: Courts and the allocation of electricity in China
Journal of International Financial Markets, Institutions and Money, 2023, 84, (C) View citations (3)
- Macro-financial implications of central bank digital currencies
Research in International Business and Finance, 2023, 64, (C) View citations (3)
- Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints
Finance Research Letters, 2023, 58, (PA) View citations (2)
- Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries
Journal of International Financial Markets, Institutions and Money, 2023, 87, (C) View citations (5)
- Predictors of clean energy stock returns: An analysis with best subset regressions
Finance Research Letters, 2023, 55, (PA) View citations (1)
- Return spillover analysis across central bank digital currency attention and cryptocurrency markets
Research in International Business and Finance, 2023, 64, (C) View citations (26)
- The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?
Emerging Markets Review, 2023, 54, (C) View citations (11)
- The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
Finance Research Letters, 2023, 55, (PB) View citations (9)
- The impacts of climate policy uncertainty on stock markets: Comparison between China and the US
International Review of Financial Analysis, 2023, 88, (C) View citations (15)
- The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China
International Review of Financial Analysis, 2023, 90, (C) View citations (2)
- Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
Energy Economics, 2023, 126, (C) View citations (11)
- Turkish Lira crisis and its impact on sector returns
Finance Research Letters, 2023, 52, (C) View citations (1)
- Unveiling commodities-financial markets intersections from a bibliometric perspective
Resources Policy, 2023, 83, (C) View citations (8)
- “I just like the stock”: The role of Reddit sentiment in the GameStop share rally
The Financial Review, 2023, 58, (1), 19-37 View citations (7)
2022
- A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies
Energy Economics, 2022, 109, (C) View citations (36)
- Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi markets
Journal of Chinese Economic and Business Studies, 2022, 20, (4), 415-436 View citations (18)
- Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
Journal of Commodity Markets, 2022, 27, (C) View citations (6)
- Crypto and digital currencies — nine research priorities
Nature, 2022, 604, (7904), 36-39
- Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
Finance Research Letters, 2022, 45, (C) View citations (21)
- Determinants of cryptocurrency returns: A LASSO quantile regression approach
Finance Research Letters, 2022, 49, (C) View citations (12)
- Do clean and dirty cryptocurrency markets herd differently?
Finance Research Letters, 2022, 47, (PB) View citations (18)
- Do ethics outpace sins?
Finance Research Letters, 2022, 47, (PB) View citations (5)
- Do financial volatilities mitigate the risk of cryptocurrency indexes?
Finance Research Letters, 2022, 50, (C) View citations (12)
- Do institutional affiliation affect the renewable energy-growth nexus in the Sub-Saharan Africa: Evidence from a multi-quantitative approach
Renewable Energy, 2022, 191, (C), 785-795 View citations (11)
- Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies
Finance Research Letters, 2022, 47, (PB) View citations (110)
- Financing Irish high-tech SMEs: The analysis of capital structure
International Review of Financial Analysis, 2022, 83, (C) View citations (7)
- Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data
Journal of International Financial Markets, Institutions and Money, 2022, 81, (C) View citations (19)
- How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?
Technological Forecasting and Social Change, 2022, 185, (C) View citations (32)
See also Working Paper How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?, Post-Print (2022) View citations (32) (2022)
- Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries
Renewable Energy, 2022, 198, (C), 213-221 View citations (21)
- Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
Energy Economics, 2022, 112, (C) View citations (30)
- Oil price shocks and yield curve dynamics in emerging markets
International Review of Economics & Finance, 2022, 80, (C), 613-623 View citations (3)
See also Working Paper Oil Price Shocks and Yield Curve Dynamics in Emerging Markets, Working Papers (2020) (2020)
- Regional imbalances of market efficiency in China’s pilot emission trading schemes (ETS): A multifractal perspective
Research in International Business and Finance, 2022, 63, (C) View citations (5)
- Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (62)
- Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
Energy Economics, 2022, 115, (C) View citations (15)
- Stock market contagion during the COVID-19 pandemic in emerging economies
International Review of Economics & Finance, 2022, 79, (C), 302-309 View citations (21)
- Sustainable behaviors and firm performance: The role of financial constraints’ alleviation
Economic Analysis and Policy, 2022, 74, (C), 220-233 View citations (41)
- The Effects of Central Bank Digital Currencies News on Financial Markets
Technological Forecasting and Social Change, 2022, 180, (C) View citations (30)
- The cryptocurrency uncertainty index
Finance Research Letters, 2022, 45, (C) View citations (83)
- UK Vice Chancellor compensation: Do they get what they deserve?
The British Accounting Review, 2022, 54, (4) View citations (1)
2021
- Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
Finance Research Letters, 2021, 38, (C) View citations (46)
See also Working Paper Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic, Working Papers in Economics (2020) View citations (69) (2020)
- Bitcoin-energy markets interrelationships - New evidence
Resources Policy, 2021, 70, (C) View citations (53)
- Board characteristics, external governance and the use of renewable energy: International evidence
Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (25)
- Commonality in FX liquidity: High-frequency evidence
Finance Research Letters, 2021, 39, (C) View citations (5)
- Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (11)
- Does news tone help forecast oil?
Economic Modelling, 2021, 104, (C) View citations (7)
- Gold and US sectoral stocks during COVID-19 pandemic
Research in International Business and Finance, 2021, 57, (C) View citations (22)
- Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
Economic Modelling, 2021, 102, (C) View citations (166)
- Re-examining the real option characteristics of gold for gold mining companies
Resources Policy, 2021, 70, (C) View citations (1)
- Realised volatility connectedness among Bitcoin exchange markets
Finance Research Letters, 2021, 38, (C) View citations (15)
- The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models
Renewable and Sustainable Energy Reviews, 2021, 151, (C) View citations (8)
- The realized volatility of commodity futures: Interconnectedness and determinants#
International Review of Economics & Finance, 2021, 73, (C), 139-151 View citations (53)
- Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict
Finance Research Letters, 2021, 40, (C) View citations (13)
- What is the optimal weight for gold in a portfolio?
Annals of Operations Research, 2021, 297, (1), 277-291 View citations (7)
- When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines
Annals of Tourism Research, 2021, 87, (C) View citations (10)
2020
- Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
The Quarterly Review of Economics and Finance, 2020, 77, (C), 156-164 View citations (145)
- Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions
Finance Research Letters, 2020, 34, (C) View citations (4)
- Cryptocurrencies and the downside risk in equity investments
Finance Research Letters, 2020, 33, (C) View citations (48)
- Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
Journal of Financial Stability, 2020, 46, (C) View citations (68)
- Dynamics and determinants of spillovers across the option-implied volatilities of US equities
The Quarterly Review of Economics and Finance, 2020, 75, (C), 257-264 View citations (8)
- Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
International Review of Financial Analysis, 2020, 72, (C) View citations (70)
- How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
Energy Economics, 2020, 86, (C) View citations (25)
- KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
Applied Economics Letters, 2020, 27, (7), 518-524 View citations (20)
- Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
Technological Forecasting and Social Change, 2020, 159, (C) View citations (23)
- Spillovers, integration and causality in LME non-ferrous metal markets
Journal of Commodity Markets, 2020, 17, (C) View citations (24)
- The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
Finance Research Letters, 2020, 35, (C) View citations (353)
- The destabilising effects of cryptocurrency cybercriminality
Economics Letters, 2020, 191, (C) View citations (32)
- The impact of macroeconomic news on Bitcoin returns
The European Journal of Finance, 2020, 26, (14), 1396-1416 View citations (50)
- The journal quality perception gap
Research Policy, 2020, 49, (5) View citations (8)
See also Working Paper The journal quality perception gap, Post-Print (2020) View citations (8) (2020)
- The relationship between implied volatility and cryptocurrency returns
Finance Research Letters, 2020, 33, (C) View citations (51)
- The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach
Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 23 View citations (1)
- The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
Finance Research Letters, 2020, 33, (C) View citations (25)
- Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector
Research in International Business and Finance, 2020, 51, (C) View citations (3)
2019
- An analysis of the intellectual structure of research on the financial economics of precious metals
Resources Policy, 2019, 63, (C), - View citations (21)
See also Working Paper An analysis of the intellectual structure of research on the financial economics of precious metals, Post-Print (2019) View citations (21) (2019)
- Cryptocurrencies as a financial asset: A systematic analysis
International Review of Financial Analysis, 2019, 62, (C), 182-199 View citations (370)
- Globalisation, the Mobility of Skilled Workers, and Economic Growth: Constructing a Novel Brain Drain/Gain Index for European Countries
Journal of the Knowledge Economy, 2019, 10, (4), 1620-1642 View citations (4)
- Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
Resources Policy, 2019, 64, (C) View citations (33)
- High frequency volatility co-movements in cryptocurrency markets
Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 35-52 View citations (101)
- Identifying the multiscale financial contagion in precious metal markets
International Review of Financial Analysis, 2019, 63, (C), 209-219 View citations (21)
- Is Bitcoin a better safe-haven investment than gold and commodities?
International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (275)
- Price and volatility spillovers across the international steam coal market
Energy Economics, 2019, 77, (C), 119-138 View citations (23)
- The determinants of IPO withdrawal – Evidence from Europe
Journal of Corporate Finance, 2019, 56, (C), 415-436 View citations (6)
- The effectiveness of technical trading rules in cryptocurrency markets
Finance Research Letters, 2019, 31, (C), 32-37 View citations (52)
- The impact of terrorism on European tourism
Annals of Tourism Research, 2019, 75, (C), 1-17 View citations (29)
- The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets
Journal of International Financial Markets, Institutions and Money, 2019, 60, (C), 19-38 View citations (13)
- Trading volume and the predictability of return and volatility in the cryptocurrency market
Finance Research Letters, 2019, 29, (C), 340-346 View citations (92)
- Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
Finance Research Letters, 2019, 29, (C), 68-74 View citations (98)
2018
- Asymmetric linkages among the fear index and emerging market volatility indices
Emerging Markets Review, 2018, 37, (C), 17-31 View citations (34)
- Bitcoin Futures—What use are they?
Economics Letters, 2018, 172, (C), 23-27 View citations (110)
- Datestamping the Bitcoin and Ethereum bubbles
Finance Research Letters, 2018, 26, (C), 81-88 View citations (311)
- Does intraday technical trading have predictive power in precious metal markets?
Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 102-113 View citations (16)
- Exploring the dynamic relationships between cryptocurrencies and other financial assets
Economics Letters, 2018, 165, (C), 28-34 View citations (586)
- Future directions in international financial integration research - A crowdsourced perspective
International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (22)
- Is gold a hedge against inflation? A wavelet time-scale perspective
Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 View citations (31)
- Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
Energy Economics, 2018, 76, (C), 584-593 View citations (14)
See also Working Paper Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis, QBS Working Paper Series (2018) View citations (8) (2018)
2017
- Are gold bugs coherent?
Applied Economics Letters, 2017, 24, (2), 90-94 View citations (5)
- Gold and inflation(s) – A time-varying relationship
Economic Modelling, 2017, 67, (C), 88-101 View citations (23)
- Herding behavior, market sentiment and volatility: Will the bubble resume?
The North American Journal of Economics and Finance, 2017, 42, (C), 107-131 View citations (39)
- Is the price of gold to gold mining stocks asymmetric?
Economic Modelling, 2017, 60, (C), 402-407 View citations (9)
- Psychological price barriers in frontier equities
Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 1-14 View citations (8)
- Reassessing the role of precious metals as safe havens–What colour is your haven and why?
Journal of Commodity Markets, 2017, 7, (C), 1-14 View citations (89)
- Stylized facts of intraday precious metals
PLOS ONE, 2017, 12, (4), 1-21 View citations (8)
- The dynamic linkages between crude oil and natural gas markets
Energy Economics, 2017, 62, (C), 155-170 View citations (84)
- The financial economics of white precious metals — A survey
International Review of Financial Analysis, 2017, 52, (C), 292-308 View citations (50)
- Universities, knowledge exchange and policy: A comparative study of Ireland and the UK
Science and Public Policy, 2017, 44, (2), 174-185 View citations (1)
2016
- Discouraged borrowers: Evidence for Eurozone SMEs
Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 46-55 View citations (47)
- Do gold prices cause production costs? International evidence from country and company data
Journal of International Financial Markets, Institutions and Money, 2016, 40, (C), 186-196 View citations (15)
- Gold and silver manipulation: What can be empirically verified?
Economic Modelling, 2016, 56, (C), 168-176 View citations (8)
- Psychological barriers in oil futures markets
Energy Economics, 2016, 53, (C), 293-304 View citations (30)
- The validity of Islamic art as an investment
Research in International Business and Finance, 2016, 36, (C), 388-401 View citations (3)
- Who Sets the Price of Gold? London or New York
Journal of Futures Markets, 2016, 36, (6), 564-586 View citations (58)
2015
- Behavioral influences in non-ferrous metals prices
Resources Policy, 2015, 45, (C), 9-22 View citations (8)
See also Working Paper Behavioral Influences in Non-Ferrous Metals Prices, The Institute for International Integration Studies Discussion Paper Series (2014) (2014)
- The Global Preference for Dividends in Declining Markets
The Financial Review, 2015, 50, (4), 575-609 View citations (7)
See also Working Paper The Global Preference for Dividends in Declining Markets, The Institute for International Integration Studies Discussion Paper Series (2014) (2014)
- The financial economics of gold — A survey
International Review of Financial Analysis, 2015, 41, (C), 186-205 View citations (77)
See also Working Paper The Financial Economics of Gold - a survey, MPRA Paper (2015) View citations (105) (2015)
- Was wine a premier cru investment?
Research in International Business and Finance, 2015, 34, (C), 33-51 View citations (13)
- What precious metals act as safe havens, and when? Some US evidence
Applied Economics Letters, 2015, 22, (1), 35-45 View citations (155)
- Which precious metals spill over on which, when and why? Some evidence
Applied Economics Letters, 2015, 22, (6), 466-473 View citations (72)
See also Working Paper Which Precious Metals Spill Over on Which, When and Why? – Some Evidence, The Institute for International Integration Studies Discussion Paper Series (2014) View citations (10) (2014)
2014
- Culture’s influences: An investigation of inter-country differences in capital structure
Borsa Istanbul Review, 2014, 14, (1), 1-9 View citations (10)
- From hubris to nemesis: Irish banks, behavioural biases and the crisis
Journal of Risk Management in Financial Institutions, 2014, 7, (2), 122-133
- Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry
International Review of Financial Analysis, 2014, 34, (C), 124-139 View citations (23)
See also Working Paper Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry, The Institute for International Integration Studies Discussion Paper Series (2013) (2013)
- Gold markets around the world - who spills over what, to whom, when?
Applied Economics Letters, 2014, 21, (13), 887-892 View citations (56)
- Learning from the Irish Experience – A Clinical Case Study in Banking Failure
Comparative Economic Studies, 2014, 56, (2), 295-312 View citations (2)
- On the economic determinants of the gold–inflation relation
Resources Policy, 2014, 41, (C), 101-108 View citations (65)
2013
- An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?
Emerging Markets Review, 2013, 17, (C), 14-28 View citations (12)
- An empirical study of multiple direct international listings
Global Finance Journal, 2013, 24, (1), 69-84 View citations (14)
- Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
The Quarterly Review of Economics and Finance, 2013, 53, (4), 476-485 View citations (9)
- Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models
Borsa Istanbul Review, 2013, 13, (3), 53-63 View citations (28)
- Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
International Review of Financial Analysis, 2013, 29, (C), 202-211 View citations (409)
- London or New York: where and when does the gold price originate?
Applied Economics Letters, 2013, 20, (8), 813-817 View citations (34)
See also Working Paper London or New York: where and when does the gold price originate?, The Institute for International Integration Studies Discussion Paper Series (2012) View citations (4) (2012)
- The structure of gold and silver spread returns
Quantitative Finance, 2013, 13, (4), 561-570 View citations (31)
2012
- Equity market integration in the Asia Pacific region: Evidence from discount factors
Research in International Business and Finance, 2012, 26, (2), 137-163 View citations (11)
- Gravity and culture in foreign portfolio investment
Journal of Banking & Finance, 2012, 36, (2), 525-538 View citations (103)
2011
- Financial integration and emerging markets capital structure
Journal of Banking & Finance, 2011, 35, (5), 1228-1238 View citations (22)
- Robust global stock market interdependencies
International Review of Financial Analysis, 2011, 20, (4), 215-224 View citations (20)
See also Working Paper Robust Global Stock Market Interdependencies, The Institute for International Integration Studies Discussion Paper Series (2011) View citations (21) (2011)
- The Irish Economy: Three Strikes and You’re Out?
Panoeconomicus, 2011, 58, (1), 19-41
- The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100
Applied Economics Letters, 2011, 18, (13), 1225-1229 View citations (1)
2010
- Comovements in government bond markets: A minimum spanning tree analysis
Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4875-4886 View citations (47)
- Determinants of capital structure in Irish SMEs
Small Business Economics, 2010, 35, (3), 357-375 View citations (74)
See also Working Paper Determinants of capital structure in Irish SMEs, MPRA Paper (2008) View citations (5) (2008)
- Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world
Emerging Markets Review, 2010, 11, (1), 62-78 View citations (58)
See also Working Paper Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world, The Institute for International Integration Studies Discussion Paper Series (2009) View citations (4) (2009)
- Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
Journal of Common Market Studies, 2010, 48, (3), 641-660 View citations (10)
- International financial integration
Journal of Banking & Finance, 2010, 34, (12), 2837-2837 View citations (3)
Also in Journal of Banking & Finance, 2009, 33, (10), 1739-1740 (2009)
- Investigating the determinants of banking coexceedances in Europe in the summer of 2008
Journal of International Financial Markets, Institutions and Money, 2010, 20, (3), 275-283 View citations (10)
See also Working Paper Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008, The Institute for International Integration Studies Discussion Paper Series (2009) View citations (1) (2009)
- Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
The Financial Review, 2010, 45, (2), 217-229 View citations (1392)
See also Working Paper Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (17) (2007)
- Lunar seasonality in precious metal returns?
Applied Economics Letters, 2010, 17, (9), 835-838 View citations (13)
- The macroeconomic determinants of volatility in precious metals markets
Resources Policy, 2010, 35, (2), 65-71 View citations (237)
See also Working Paper The Macroeconomic Determinants of Volatility in Precious Metals Markets, The Institute for International Integration Studies Discussion Paper Series (2008) View citations (8) (2008)
- Volatility in the gold futures market
Applied Economics Letters, 2010, 17, (2), 187-190 View citations (31)
See also Working Paper Volatility in the Gold Futures Market, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (9) (2007)
2009
- Flights and contagion--An empirical analysis of stock-bond correlations
Journal of Financial Stability, 2009, 5, (4), 339-352 View citations (159)
- Shift‐contagion Vulnerability in the MENA Stock Markets
The World Economy, 2009, 32, (10), 1478-1497 View citations (19)
- The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
The Financial Review, 2009, 44, (4), 625-645 View citations (6)
2008
- A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES
Advances in Complex Systems (ACS), 2008, 11, (05), 655-668 View citations (1)
- An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees
Physica A: Statistical Mechanics and its Applications, 2008, 387, (25), 6319-6329 View citations (39)
- Efficiency in emerging markets--Evidence from the MENA region
Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 94-105 View citations (66)
- Halloween or January? Yet another puzzle
International Review of Financial Analysis, 2008, 17, (5), 1055-1069 View citations (29)
- International influences on asset markets
Journal of Multinational Financial Management, 2008, 18, (4), 291-292
- Mood and UK equity pricing
Applied Financial Economics Letters, 2008, 4, (4), 233-240
- Reassessing co-movements among G7 equity markets: evidence from iShares
Applied Financial Economics, 2008, 18, (11), 863-877 View citations (8)
- Robust global mood influences in equity pricing
Journal of Multinational Financial Management, 2008, 18, (2), 145-164 View citations (61)
- Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests
Journal of International Money and Finance, 2008, 27, (8), 1303-1324 View citations (33)
- Skewness and asymmetry in futures returns and volumes
Applied Financial Economics, 2008, 18, (10), 777-800 View citations (6)
- The Capital Markets of the Middle East and North African Region: Situation and Characteristics
Emerging Markets Finance and Trade, 2008, 44, (5), 68-81 View citations (8)
- The Microstructure of the Irish Stock Market
Multinational Finance Journal, 2008, 12, (3-4), 279-311
- The dynamics of Central European equity market comovements
The Quarterly Review of Economics and Finance, 2008, 48, (3), 605-622 View citations (69)
2007
- A power GARCH examination of the gold market
Research in International Business and Finance, 2007, 21, (2), 316-325 View citations (189)
- A psychological, attitudinal and professional profile of Irish economists
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2007, 36, (6), 841-855 View citations (2)
- Capital Market Integration in the Middle East and North Africa
Emerging Markets Finance and Trade, 2007, 43, (3), 34-57 View citations (20)
- Contagion and interdependence: Measuring CEE banking sector co-movements
Economic Systems, 2007, 31, (1), 71-96 View citations (19)
See also Working Paper Contagion and interdependence: measuring CEE banking sector co-movements, Bank of Finland Research Discussion Papers (2006) View citations (1) (2006)
- Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange
Applied Economics Letters, 2007, 14, (4), 277-282 View citations (1)
- International portfolio diversification: Is there a role for the Middle East and North Africa?
Journal of Multinational Financial Management, 2007, 17, (5), 401-416 View citations (41)
- Measuring and managing integration: What do we know?
Journal of Multinational Financial Management, 2007, 17, (4), 273-274
- Portfolio management under sudden changes in volatility and heterogeneous investment horizons
Physica A: Statistical Mechanics and its Applications, 2007, 375, (2), 612-624 View citations (16)
- Psychological barriers in gold prices?
Review of Financial Economics, 2007, 16, (2), 217-230 View citations (84)
Also in Review of Financial Economics, 2007, 16, (2), 217-230 (2007) View citations (20)
See also Working Paper Psychological Barriers in Gold Prices, The Institute for International Integration Studies Discussion Paper Series (2005) View citations (1) (2005)
- The evolution of interdependence in world equity markets—Evidence from minimum spanning trees
Physica A: Statistical Mechanics and its Applications, 2007, 376, (C), 455-466 View citations (74)
See also Working Paper The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees, The Institute for International Integration Studies Discussion Paper Series (2006) View citations (9) (2006)
2006
- Dynamics of bond market integration between established and accession European Union countries
Journal of International Financial Markets, Institutions and Money, 2006, 16, (1), 41-56 View citations (53)
- Integration of smaller European equity markets: a time-varying integration score analysis
Applied Financial Economics Letters, 2006, 2, (6), 395-400 View citations (1)
See also Working Paper Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis, The Institute for International Integration Studies Discussion Paper Series (2006) View citations (4) (2006)
- International Portfolio Formation, Skewness & the Role of Gold
Frontiers in Finance and Economics, 2006, 3, (1), 49-68
See also Working Paper International Portfolio Formation, Skewness & the Role of Gold, The Institute for International Integration Studies Discussion Paper Series (2005) View citations (2) (2005)
- Investigating the determinants of the Wednesday seasonal in Irish Equities
Research in International Business and Finance, 2006, 20, (1), 62-76 View citations (2)
- Measuring and assessing the effects and extent of international bond market integration
Journal of International Financial Markets, Institutions and Money, 2006, 16, (1), 1-3 View citations (6)
- Real and financial aspects of financial integration
The Quarterly Review of Economics and Finance, 2006, 46, (3), 315-316 View citations (1)
- Seasonality, risk and return in daily COMEX gold and silver data 1982-2002
Applied Financial Economics, 2006, 16, (4), 319-333 View citations (52)
See also Working Paper Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002, The Institute for International Integration Studies Discussion Paper Series (2005) View citations (3) (2005)
2005
- Are local or international influences responsible for the pre-holiday behaviour of Irish equities?
Applied Financial Economics, 2005, 15, (6), 381-389 View citations (3)
See also Working Paper Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?, The Institute for International Integration Studies Discussion Paper Series (2005) View citations (4) (2005)
- The Role of Feelings in Investor Decision‐Making
Journal of Economic Surveys, 2005, 19, (2), 211-237 View citations (119)
- Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence
International Review of Financial Analysis, 2005, 14, (3), 337-355 View citations (56)
- Why investors should not be cautious about the academic approach to testing for stock market anomalies
Applied Financial Economics, 2005, 15, (3), 165-171 View citations (13)
2004
- International equity market integration: Theory, evidence and implications
International Review of Financial Analysis, 2004, 13, (5), 571-583 View citations (105)
- Monthly and semi-annual seasonality in the Irish equity market 1934-2000
Applied Financial Economics, 2004, 14, (3), 203-208 View citations (8)
- Robust estimates of daily seasonality in the Irish equity market
Applied Financial Economics, 2004, 14, (7), 517-523 View citations (7)
2003
- An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001
The Economic and Social Review, 2003, 34, (2), 109-143 View citations (5)
2002
- Market direction and moment seasonality: evidence from Irish equities
Applied Economics Letters, 2002, 9, (10), 657-664 View citations (4)
2001
- Friday the 13th: international evidence
Applied Economics Letters, 2001, 8, (9), 577-579 View citations (7)
- Irish economic association
Economics Bulletin, 2001, 28, (57), A0
- Preholiday calendar regularities in Ireland
Atlantic Economic Journal, 2001, 29, (4), 472-472
2000
- Anomalous daily seasonality in Ireland?
Applied Economics Letters, 2000, 7, (10), 637-640 View citations (12)
- Friday the 13th and the philosophical basis of financial economics
Journal of Economics and Finance, 2000, 24, (3), 294-301 View citations (13)
Chapters
2018
- Dynamics of Bond Market Integration between Established and New European Union Countries
Chapter 11 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 369-389
2015
- World Metal Markets
Chapter 10 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 325-347 View citations (4)
Editor
- International Review of Financial Analysis
Elsevier
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