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Details about Brian M. Lucey

Workplace:School of Business, Trinity College Dublin, (more information at EDIRC)
Trinity Research in Social Studies (TRiSS), Trinity College Dublin, (more information at EDIRC)

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

  1. 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) Downloads

2022

  1. 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) Downloads View citations (32) (2022)

2021

  1. 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 Downloads View citations (3)

2020

  1. Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic
    Working Papers in Economics, University of Waikato Downloads 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) Downloads View citations (46) (2021)
  2. 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) Downloads View citations (3) (2022)
  3. The journal quality perception gap
    Post-Print, HAL View citations (8)
    See also Journal Article The journal quality perception gap, Research Policy, Elsevier (2020) Downloads View citations (8) (2020)

2019

  1. 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) Downloads View citations (21) (2019)

2018

  1. 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 Downloads 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) Downloads View citations (14) (2018)

2015

  1. The Financial Economics of Gold - a survey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (105)
    See also Journal Article The financial economics of gold — A survey, International Review of Financial Analysis, Elsevier (2015) Downloads View citations (77) (2015)

2014

  1. Behavioral Influences in Non-Ferrous Metals Prices
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
    See also Journal Article Behavioral influences in non-ferrous metals prices, Resources Policy, Elsevier (2015) Downloads View citations (8) (2015)
  2. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (19)
  3. Return and Volatility Spillovers in Industrial Metals
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
  4. The Global Preference for Dividends in Declining Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
    See also Journal Article The Global Preference for Dividends in Declining Markets, The Financial Review, Eastern Finance Association (2015) Downloads View citations (7) (2015)
  5. Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (72) (2015)

2013

  1. Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
    See also Journal Article Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry, International Review of Financial Analysis, Elsevier (2014) Downloads View citations (23) (2014)
  2. WHAT DO THE IRISH KNOW ABOUT ECONOMICS
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads

2012

  1. Culture and capital structure in small and medium sized firms
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (2)
  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 Downloads View citations (1)
  3. 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 Downloads
  4. London or New York: where and when does the gold price originate?
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (34) (2013)
  5. Psychological Barriers and Price Clustering in Energy Futures
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
  6. Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (3)
  7. What determines the decision to apply for credit? Evidence for Eurozone SMEs
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (4)

2011

  1. Robust Global Stock Market Interdependencies
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (21)
    See also Journal Article Robust global stock market interdependencies, International Review of Financial Analysis, Elsevier (2011) Downloads View citations (20) (2011)

2010

  1. An empirical investigation of the financial growth life cycle
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. 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 Downloads 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) Downloads View citations (58) (2010)
  2. Emerging Markets Capital Structure and Financial Integration
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  3. Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (10) (2010)

2008

  1. An Empirical Study of Multiple Listings
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
  2. 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 Downloads
  3. Determinants of capital structure in Irish SMEs
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article Determinants of capital structure in Irish SMEs, Small Business Economics, Springer (2010) Downloads View citations (74) (2010)
  4. Emerging Markets Variance Shocks: Local or International in Origin?
    Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile Downloads View citations (2)
  5. Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (2)
  6. The Macroeconomic Determinants of Volatility in Precious Metals Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (8)
    See also Journal Article The macroeconomic determinants of volatility in precious metals markets, Resources Policy, Elsevier (2010) Downloads View citations (237) (2010)

2007

  1. 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 Downloads View citations (2)
  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 Downloads 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) Downloads View citations (1392) (2010)
  3. Volatility in the Gold Futures Market
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (9)
    See also Journal Article Volatility in the gold futures market, Applied Economics Letters, Taylor & Francis Journals (2010) Downloads View citations (31) (2010)

2006

  1. Contagion and interdependence: measuring CEE banking sector co-movements
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads View citations (1)
    See also Journal Article Contagion and interdependence: Measuring CEE banking sector co-movements, Economic Systems, Elsevier (2007) Downloads View citations (19) (2007)
  2. Equity Markets and Economic Development: What Do We Know
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (3)
  3. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (4)
  4. Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (15)
  5. Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (1) (2006)
  6. Portfolio allocations in the Middle East and North Africa
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  7. Portfolio management implications of volatility shifts: Evidence from simulated data
    Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile Downloads View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) Downloads View citations (1)
  8. Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (2)
  9. The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (74) (2007)
  10. The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)

2005

  1. Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (3) (2005)
  2. CEE Banking Sector Co-Movement: Contagion or Interdependence?
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  3. Dynamics of Bond Market Integration between Existing And Accession EU Countries
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (9)
  4. 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 Downloads View citations (3)
  5. 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 Downloads
  6. Integration among G7 Equity Market: Evidence from iShares
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
  7. International Portfolio Formation, Skewness & the Role of Gold
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (2)
    See also Journal Article International Portfolio Formation, Skewness & the Role of Gold, Frontiers in Finance and Economics, SKEMA Business School (2006) Downloads (2006)
  8. 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 Downloads View citations (2)
  9. Psychological Barriers in Gold Prices
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
    See also Journal Article Psychological barriers in gold prices?, Review of Financial Economics, Elsevier (2007) Downloads View citations (84) (2007)
  10. 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) Downloads
  11. Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads 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) Downloads View citations (52) (2006)
  12. 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 Downloads View citations (6)
  13. The Dynamics of Central European Equity Market Integration
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (12)
  14. 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 Downloads

2004

  1. 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 Downloads View citations (19)
  2. Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations
    Papers, arXiv.org Downloads

2001

  1. Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits
    Middle East and North Africa, EcoMod Downloads

Journal Articles

2024

  1. A bibliometric and systemic literature review of biodiversity finance
    Finance Research Letters, 2024, 64, (C) Downloads View citations (1)
  2. BigTech, FinTech, and banks: A tangle or unity?
    Finance Research Letters, 2024, 64, (C) Downloads View citations (1)
  3. Climate impacts on the loan quality of Chinese regional commercial banks
    Journal of International Money and Finance, 2024, 140, (C) Downloads View citations (5)
  4. Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
    Research in International Business and Finance, 2024, 70, (PA) Downloads View citations (4)
  5. 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 Downloads
  6. 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) Downloads
  7. ESG disclosure and internal pay gap: Empirical evidence from China
    International Review of Economics & Finance, 2024, 92, (C), 228-244 Downloads View citations (3)
  8. Effects of climate risk on corporate green innovation cycles
    Technological Forecasting and Social Change, 2024, 205, (C) Downloads View citations (1)
  9. Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
    International Review of Financial Analysis, 2024, 94, (C) Downloads
  10. 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) Downloads
  11. Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)
    Finance Research Letters, 2024, 64, (C) Downloads
  12. Interconnectedness and risk profile of hydrogen against major asset classes
    Renewable and Sustainable Energy Reviews, 2024, 192, (C) Downloads View citations (1)
  13. MetaMoney: Exploring the intersection of financial systems and virtual worlds
    Research in International Business and Finance, 2024, 68, (C) Downloads View citations (3)
  14. Quantile coherency across bonds, commodities, currencies, and equities
    Journal of Commodity Markets, 2024, 33, (C) Downloads View citations (2)
  15. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?
    Resources Policy, 2024, 90, (C) Downloads
  16. Tail risk spillovers between Shanghai oil and other markets
    Energy Economics, 2024, 130, (C) Downloads
  17. Volatility forecasting on China's oil futures: New evidence from interpretable ensemble boosting trees
    International Review of Economics & Finance, 2024, 92, (C), 1595-1615 Downloads
  18. Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
    Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) Downloads View citations (5)

2023

  1. An examination of green bonds as a hedge and safe haven for international equity markets
    Global Finance Journal, 2023, 58, (C) Downloads View citations (1)
  2. An optimized GRT model with blockchain digital smart contracts for power generation enterprises
    Energy Economics, 2023, 128, (C) Downloads View citations (3)
  3. Assessing linkages between alternative energy markets and cryptocurrencies
    Journal of Economic Behavior & Organization, 2023, 211, (C), 513-529 Downloads View citations (19)
  4. Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram
    Finance Research Letters, 2023, 54, (C) Downloads View citations (34)
  5. Border disputes, conflicts, war, and financial markets research: A systematic review
    Research in International Business and Finance, 2023, 65, (C) Downloads View citations (18)
  6. COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
    Energy Economics, 2023, 122, (C) Downloads View citations (15)
  7. Can altcoins act as hedges or safe-havens for Bitcoin?
    Finance Research Letters, 2023, 52, (C) Downloads View citations (1)
  8. ChatGPT for (Finance) research: The Bananarama Conjecture
    Finance Research Letters, 2023, 53, (C) Downloads View citations (30)
  9. Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers
    Energy Economics, 2023, 126, (C) Downloads View citations (6)
  10. Corporate commodity exposure: A multi-country longitudinal study
    Journal of Commodity Markets, 2023, 30, (C) Downloads
  11. Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
    Journal of Commodity Markets, 2023, 29, (C) Downloads View citations (17)
  12. Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
    Energy Economics, 2023, 123, (C) Downloads View citations (17)
  13. Do green energy markets catch cold when conventional energy markets sneeze?
    Energy Economics, 2023, 127, (PA) Downloads View citations (3)
  14. ESG disclosure and technological innovation capabilities of the Chinese listed companies
    Research in International Business and Finance, 2023, 65, (C) Downloads View citations (15)
  15. Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits
    Finance Research Letters, 2023, 58, (PA) Downloads View citations (9)
  16. 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) Downloads View citations (9)
  17. Growth … What growth?
    Finance Research Letters, 2023, 52, (C) Downloads
  18. Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model
    Energy Economics, 2023, 119, (C) Downloads View citations (8)
  19. 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) Downloads View citations (55)
  20. Justice as efficiency: Courts and the allocation of electricity in China
    Journal of International Financial Markets, Institutions and Money, 2023, 84, (C) Downloads View citations (3)
  21. Macro-financial implications of central bank digital currencies
    Research in International Business and Finance, 2023, 64, (C) Downloads View citations (3)
  22. Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints
    Finance Research Letters, 2023, 58, (PA) Downloads View citations (2)
  23. 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) Downloads View citations (5)
  24. Predictors of clean energy stock returns: An analysis with best subset regressions
    Finance Research Letters, 2023, 55, (PA) Downloads View citations (1)
  25. Return spillover analysis across central bank digital currency attention and cryptocurrency markets
    Research in International Business and Finance, 2023, 64, (C) Downloads View citations (26)
  26. The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?
    Emerging Markets Review, 2023, 54, (C) Downloads View citations (11)
  27. 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) Downloads View citations (9)
  28. The impacts of climate policy uncertainty on stock markets: Comparison between China and the US
    International Review of Financial Analysis, 2023, 88, (C) Downloads View citations (15)
  29. 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) Downloads View citations (2)
  30. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
    Energy Economics, 2023, 126, (C) Downloads View citations (11)
  31. Turkish Lira crisis and its impact on sector returns
    Finance Research Letters, 2023, 52, (C) Downloads View citations (1)
  32. Unveiling commodities-financial markets intersections from a bibliometric perspective
    Resources Policy, 2023, 83, (C) Downloads View citations (8)
  33. “I just like the stock”: The role of Reddit sentiment in the GameStop share rally
    The Financial Review, 2023, 58, (1), 19-37 Downloads View citations (7)

2022

  1. A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies
    Energy Economics, 2022, 109, (C) Downloads View citations (36)
  2. 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 Downloads View citations (18)
  3. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
    Journal of Commodity Markets, 2022, 27, (C) Downloads View citations (6)
  4. Crypto and digital currencies — nine research priorities
    Nature, 2022, 604, (7904), 36-39 Downloads
  5. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
    Finance Research Letters, 2022, 45, (C) Downloads View citations (21)
  6. Determinants of cryptocurrency returns: A LASSO quantile regression approach
    Finance Research Letters, 2022, 49, (C) Downloads View citations (12)
  7. Do clean and dirty cryptocurrency markets herd differently?
    Finance Research Letters, 2022, 47, (PB) Downloads View citations (18)
  8. Do ethics outpace sins?
    Finance Research Letters, 2022, 47, (PB) Downloads View citations (5)
  9. Do financial volatilities mitigate the risk of cryptocurrency indexes?
    Finance Research Letters, 2022, 50, (C) Downloads View citations (12)
  10. 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 Downloads View citations (11)
  11. Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies
    Finance Research Letters, 2022, 47, (PB) Downloads View citations (110)
  12. Financing Irish high-tech SMEs: The analysis of capital structure
    International Review of Financial Analysis, 2022, 83, (C) Downloads View citations (7)
  13. 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) Downloads View citations (19)
  14. How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?
    Technological Forecasting and Social Change, 2022, 185, (C) Downloads 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)
  15. Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries
    Renewable Energy, 2022, 198, (C), 213-221 Downloads View citations (21)
  16. Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
    Energy Economics, 2022, 112, (C) Downloads View citations (30)
  17. Oil price shocks and yield curve dynamics in emerging markets
    International Review of Economics & Finance, 2022, 80, (C), 613-623 Downloads View citations (3)
    See also Working Paper Oil Price Shocks and Yield Curve Dynamics in Emerging Markets, Working Papers (2020) (2020)
  18. 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) Downloads View citations (5)
  19. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
    Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) Downloads View citations (62)
  20. Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
    Energy Economics, 2022, 115, (C) Downloads View citations (15)
  21. Stock market contagion during the COVID-19 pandemic in emerging economies
    International Review of Economics & Finance, 2022, 79, (C), 302-309 Downloads View citations (21)
  22. Sustainable behaviors and firm performance: The role of financial constraints’ alleviation
    Economic Analysis and Policy, 2022, 74, (C), 220-233 Downloads View citations (41)
  23. The Effects of Central Bank Digital Currencies News on Financial Markets
    Technological Forecasting and Social Change, 2022, 180, (C) Downloads View citations (30)
  24. The cryptocurrency uncertainty index
    Finance Research Letters, 2022, 45, (C) Downloads View citations (83)
  25. UK Vice Chancellor compensation: Do they get what they deserve?
    The British Accounting Review, 2022, 54, (4) Downloads View citations (1)

2021

  1. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
    Finance Research Letters, 2021, 38, (C) Downloads 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) Downloads View citations (69) (2020)
  2. Bitcoin-energy markets interrelationships - New evidence
    Resources Policy, 2021, 70, (C) Downloads View citations (53)
  3. Board characteristics, external governance and the use of renewable energy: International evidence
    Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) Downloads View citations (25)
  4. Commonality in FX liquidity: High-frequency evidence
    Finance Research Letters, 2021, 39, (C) Downloads View citations (5)
  5. Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) Downloads View citations (11)
  6. Does news tone help forecast oil?
    Economic Modelling, 2021, 104, (C) Downloads View citations (7)
  7. Gold and US sectoral stocks during COVID-19 pandemic
    Research in International Business and Finance, 2021, 57, (C) Downloads View citations (22)
  8. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
    Economic Modelling, 2021, 102, (C) Downloads View citations (166)
  9. Re-examining the real option characteristics of gold for gold mining companies
    Resources Policy, 2021, 70, (C) Downloads View citations (1)
  10. Realised volatility connectedness among Bitcoin exchange markets
    Finance Research Letters, 2021, 38, (C) Downloads View citations (15)
  11. The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models
    Renewable and Sustainable Energy Reviews, 2021, 151, (C) Downloads View citations (8)
  12. The realized volatility of commodity futures: Interconnectedness and determinants#
    International Review of Economics & Finance, 2021, 73, (C), 139-151 Downloads View citations (53)
  13. Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict
    Finance Research Letters, 2021, 40, (C) Downloads View citations (13)
  14. What is the optimal weight for gold in a portfolio?
    Annals of Operations Research, 2021, 297, (1), 277-291 Downloads View citations (7)
  15. When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines
    Annals of Tourism Research, 2021, 87, (C) Downloads View citations (10)

2020

  1. 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 Downloads View citations (145)
  2. Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions
    Finance Research Letters, 2020, 34, (C) Downloads View citations (4)
  3. Cryptocurrencies and the downside risk in equity investments
    Finance Research Letters, 2020, 33, (C) Downloads View citations (48)
  4. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
    Journal of Financial Stability, 2020, 46, (C) Downloads View citations (68)
  5. 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 Downloads View citations (8)
  6. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
    International Review of Financial Analysis, 2020, 72, (C) Downloads View citations (70)
  7. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
    Energy Economics, 2020, 86, (C) Downloads View citations (25)
  8. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
    Applied Economics Letters, 2020, 27, (7), 518-524 Downloads View citations (20)
  9. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
    Technological Forecasting and Social Change, 2020, 159, (C) Downloads View citations (23)
  10. Spillovers, integration and causality in LME non-ferrous metal markets
    Journal of Commodity Markets, 2020, 17, (C) Downloads View citations (24)
  11. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
    Finance Research Letters, 2020, 35, (C) Downloads View citations (353)
  12. The destabilising effects of cryptocurrency cybercriminality
    Economics Letters, 2020, 191, (C) Downloads View citations (32)
  13. The impact of macroeconomic news on Bitcoin returns
    The European Journal of Finance, 2020, 26, (14), 1396-1416 Downloads View citations (50)
  14. The journal quality perception gap
    Research Policy, 2020, 49, (5) Downloads View citations (8)
    See also Working Paper The journal quality perception gap, Post-Print (2020) View citations (8) (2020)
  15. The relationship between implied volatility and cryptocurrency returns
    Finance Research Letters, 2020, 33, (C) Downloads View citations (51)
  16. The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 23 Downloads View citations (1)
  17. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
    Finance Research Letters, 2020, 33, (C) Downloads View citations (25)
  18. 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) Downloads View citations (3)

2019

  1. An analysis of the intellectual structure of research on the financial economics of precious metals
    Resources Policy, 2019, 63, (C), - Downloads 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)
  2. Cryptocurrencies as a financial asset: A systematic analysis
    International Review of Financial Analysis, 2019, 62, (C), 182-199 Downloads View citations (370)
  3. 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 Downloads View citations (4)
  4. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) Downloads View citations (33)
  5. High frequency volatility co-movements in cryptocurrency markets
    Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 35-52 Downloads View citations (101)
  6. Identifying the multiscale financial contagion in precious metal markets
    International Review of Financial Analysis, 2019, 63, (C), 209-219 Downloads View citations (21)
  7. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 Downloads View citations (275)
  8. Price and volatility spillovers across the international steam coal market
    Energy Economics, 2019, 77, (C), 119-138 Downloads View citations (23)
  9. The determinants of IPO withdrawal – Evidence from Europe
    Journal of Corporate Finance, 2019, 56, (C), 415-436 Downloads View citations (6)
  10. The effectiveness of technical trading rules in cryptocurrency markets
    Finance Research Letters, 2019, 31, (C), 32-37 Downloads View citations (52)
  11. The impact of terrorism on European tourism
    Annals of Tourism Research, 2019, 75, (C), 1-17 Downloads View citations (29)
  12. 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 Downloads View citations (13)
  13. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 Downloads View citations (92)
  14. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
    Finance Research Letters, 2019, 29, (C), 68-74 Downloads View citations (98)

2018

  1. Asymmetric linkages among the fear index and emerging market volatility indices
    Emerging Markets Review, 2018, 37, (C), 17-31 Downloads View citations (34)
  2. Bitcoin Futures—What use are they?
    Economics Letters, 2018, 172, (C), 23-27 Downloads View citations (110)
  3. Datestamping the Bitcoin and Ethereum bubbles
    Finance Research Letters, 2018, 26, (C), 81-88 Downloads View citations (311)
  4. Does intraday technical trading have predictive power in precious metal markets?
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 102-113 Downloads View citations (16)
  5. Exploring the dynamic relationships between cryptocurrencies and other financial assets
    Economics Letters, 2018, 165, (C), 28-34 Downloads View citations (586)
  6. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 Downloads View citations (22)
  7. Is gold a hedge against inflation? A wavelet time-scale perspective
    Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 Downloads View citations (31)
  8. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
    Energy Economics, 2018, 76, (C), 584-593 Downloads 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) Downloads View citations (8) (2018)

2017

  1. Are gold bugs coherent?
    Applied Economics Letters, 2017, 24, (2), 90-94 Downloads View citations (5)
  2. Gold and inflation(s) – A time-varying relationship
    Economic Modelling, 2017, 67, (C), 88-101 Downloads View citations (23)
  3. Herding behavior, market sentiment and volatility: Will the bubble resume?
    The North American Journal of Economics and Finance, 2017, 42, (C), 107-131 Downloads View citations (39)
  4. Is the price of gold to gold mining stocks asymmetric?
    Economic Modelling, 2017, 60, (C), 402-407 Downloads View citations (9)
  5. Psychological price barriers in frontier equities
    Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 1-14 Downloads View citations (8)
  6. 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 Downloads View citations (89)
  7. Stylized facts of intraday precious metals
    PLOS ONE, 2017, 12, (4), 1-21 Downloads View citations (8)
  8. The dynamic linkages between crude oil and natural gas markets
    Energy Economics, 2017, 62, (C), 155-170 Downloads View citations (84)
  9. The financial economics of white precious metals — A survey
    International Review of Financial Analysis, 2017, 52, (C), 292-308 Downloads View citations (50)
  10. Universities, knowledge exchange and policy: A comparative study of Ireland and the UK
    Science and Public Policy, 2017, 44, (2), 174-185 Downloads View citations (1)

2016

  1. Discouraged borrowers: Evidence for Eurozone SMEs
    Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 46-55 Downloads View citations (47)
  2. 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 Downloads View citations (15)
  3. Gold and silver manipulation: What can be empirically verified?
    Economic Modelling, 2016, 56, (C), 168-176 Downloads View citations (8)
  4. Psychological barriers in oil futures markets
    Energy Economics, 2016, 53, (C), 293-304 Downloads View citations (30)
  5. The validity of Islamic art as an investment
    Research in International Business and Finance, 2016, 36, (C), 388-401 Downloads View citations (3)
  6. Who Sets the Price of Gold? London or New York
    Journal of Futures Markets, 2016, 36, (6), 564-586 Downloads View citations (58)

2015

  1. Behavioral influences in non-ferrous metals prices
    Resources Policy, 2015, 45, (C), 9-22 Downloads View citations (8)
    See also Working Paper Behavioral Influences in Non-Ferrous Metals Prices, The Institute for International Integration Studies Discussion Paper Series (2014) Downloads (2014)
  2. The Global Preference for Dividends in Declining Markets
    The Financial Review, 2015, 50, (4), 575-609 Downloads 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) Downloads (2014)
  3. The financial economics of gold — A survey
    International Review of Financial Analysis, 2015, 41, (C), 186-205 Downloads View citations (77)
    See also Working Paper The Financial Economics of Gold - a survey, MPRA Paper (2015) Downloads View citations (105) (2015)
  4. Was wine a premier cru investment?
    Research in International Business and Finance, 2015, 34, (C), 33-51 Downloads View citations (13)
  5. What precious metals act as safe havens, and when? Some US evidence
    Applied Economics Letters, 2015, 22, (1), 35-45 Downloads View citations (155)
  6. Which precious metals spill over on which, when and why? Some evidence
    Applied Economics Letters, 2015, 22, (6), 466-473 Downloads 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) Downloads View citations (10) (2014)

2014

  1. Culture’s influences: An investigation of inter-country differences in capital structure
    Borsa Istanbul Review, 2014, 14, (1), 1-9 Downloads View citations (10)
  2. From hubris to nemesis: Irish banks, behavioural biases and the crisis
    Journal of Risk Management in Financial Institutions, 2014, 7, (2), 122-133 Downloads
  3. Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry
    International Review of Financial Analysis, 2014, 34, (C), 124-139 Downloads 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) Downloads (2013)
  4. Gold markets around the world - who spills over what, to whom, when?
    Applied Economics Letters, 2014, 21, (13), 887-892 Downloads View citations (56)
  5. Learning from the Irish Experience – A Clinical Case Study in Banking Failure
    Comparative Economic Studies, 2014, 56, (2), 295-312 Downloads View citations (2)
  6. On the economic determinants of the gold–inflation relation
    Resources Policy, 2014, 41, (C), 101-108 Downloads View citations (65)

2013

  1. 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 Downloads View citations (12)
  2. An empirical study of multiple direct international listings
    Global Finance Journal, 2013, 24, (1), 69-84 Downloads View citations (14)
  3. 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 Downloads View citations (9)
  4. 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 Downloads View citations (28)
  5. Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
    International Review of Financial Analysis, 2013, 29, (C), 202-211 Downloads View citations (409)
  6. London or New York: where and when does the gold price originate?
    Applied Economics Letters, 2013, 20, (8), 813-817 Downloads 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) Downloads View citations (4) (2012)
  7. The structure of gold and silver spread returns
    Quantitative Finance, 2013, 13, (4), 561-570 Downloads View citations (31)

2012

  1. Equity market integration in the Asia Pacific region: Evidence from discount factors
    Research in International Business and Finance, 2012, 26, (2), 137-163 Downloads View citations (11)
  2. Gravity and culture in foreign portfolio investment
    Journal of Banking & Finance, 2012, 36, (2), 525-538 Downloads View citations (103)

2011

  1. Financial integration and emerging markets capital structure
    Journal of Banking & Finance, 2011, 35, (5), 1228-1238 Downloads View citations (22)
  2. Robust global stock market interdependencies
    International Review of Financial Analysis, 2011, 20, (4), 215-224 Downloads View citations (20)
    See also Working Paper Robust Global Stock Market Interdependencies, The Institute for International Integration Studies Discussion Paper Series (2011) Downloads View citations (21) (2011)
  3. The Irish Economy: Three Strikes and You’re Out?
    Panoeconomicus, 2011, 58, (1), 19-41 Downloads
  4. 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 Downloads View citations (1)

2010

  1. Comovements in government bond markets: A minimum spanning tree analysis
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4875-4886 Downloads View citations (47)
  2. Determinants of capital structure in Irish SMEs
    Small Business Economics, 2010, 35, (3), 357-375 Downloads View citations (74)
    See also Working Paper Determinants of capital structure in Irish SMEs, MPRA Paper (2008) Downloads View citations (5) (2008)
  3. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world
    Emerging Markets Review, 2010, 11, (1), 62-78 Downloads 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) Downloads View citations (4) (2009)
  4. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
    Journal of Common Market Studies, 2010, 48, (3), 641-660 Downloads View citations (10)
  5. International financial integration
    Journal of Banking & Finance, 2010, 34, (12), 2837-2837 Downloads View citations (3)
    Also in Journal of Banking & Finance, 2009, 33, (10), 1739-1740 (2009) Downloads
  6. 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 Downloads 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) Downloads View citations (1) (2009)
  7. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
    The Financial Review, 2010, 45, (2), 217-229 Downloads 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) Downloads View citations (17) (2007)
  8. Lunar seasonality in precious metal returns?
    Applied Economics Letters, 2010, 17, (9), 835-838 Downloads View citations (13)
  9. The macroeconomic determinants of volatility in precious metals markets
    Resources Policy, 2010, 35, (2), 65-71 Downloads 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) Downloads View citations (8) (2008)
  10. Volatility in the gold futures market
    Applied Economics Letters, 2010, 17, (2), 187-190 Downloads View citations (31)
    See also Working Paper Volatility in the Gold Futures Market, The Institute for International Integration Studies Discussion Paper Series (2007) Downloads View citations (9) (2007)

2009

  1. Flights and contagion--An empirical analysis of stock-bond correlations
    Journal of Financial Stability, 2009, 5, (4), 339-352 Downloads View citations (159)
  2. Shift‐contagion Vulnerability in the MENA Stock Markets
    The World Economy, 2009, 32, (10), 1478-1497 Downloads View citations (19)
  3. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
    The Financial Review, 2009, 44, (4), 625-645 Downloads View citations (6)

2008

  1. A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES
    Advances in Complex Systems (ACS), 2008, 11, (05), 655-668 Downloads View citations (1)
  2. 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 Downloads View citations (39)
  3. Efficiency in emerging markets--Evidence from the MENA region
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 94-105 Downloads View citations (66)
  4. Halloween or January? Yet another puzzle
    International Review of Financial Analysis, 2008, 17, (5), 1055-1069 Downloads View citations (29)
  5. International influences on asset markets
    Journal of Multinational Financial Management, 2008, 18, (4), 291-292 Downloads
  6. Mood and UK equity pricing
    Applied Financial Economics Letters, 2008, 4, (4), 233-240 Downloads
  7. Reassessing co-movements among G7 equity markets: evidence from iShares
    Applied Financial Economics, 2008, 18, (11), 863-877 Downloads View citations (8)
  8. Robust global mood influences in equity pricing
    Journal of Multinational Financial Management, 2008, 18, (2), 145-164 Downloads View citations (61)
  9. 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 Downloads View citations (33)
  10. Skewness and asymmetry in futures returns and volumes
    Applied Financial Economics, 2008, 18, (10), 777-800 Downloads View citations (6)
  11. The Capital Markets of the Middle East and North African Region: Situation and Characteristics
    Emerging Markets Finance and Trade, 2008, 44, (5), 68-81 Downloads View citations (8)
  12. The Microstructure of the Irish Stock Market
    Multinational Finance Journal, 2008, 12, (3-4), 279-311 Downloads
  13. The dynamics of Central European equity market comovements
    The Quarterly Review of Economics and Finance, 2008, 48, (3), 605-622 Downloads View citations (69)

2007

  1. A power GARCH examination of the gold market
    Research in International Business and Finance, 2007, 21, (2), 316-325 Downloads View citations (189)
  2. 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 Downloads View citations (2)
  3. Capital Market Integration in the Middle East and North Africa
    Emerging Markets Finance and Trade, 2007, 43, (3), 34-57 Downloads View citations (20)
  4. Contagion and interdependence: Measuring CEE banking sector co-movements
    Economic Systems, 2007, 31, (1), 71-96 Downloads View citations (19)
    See also Working Paper Contagion and interdependence: measuring CEE banking sector co-movements, Bank of Finland Research Discussion Papers (2006) Downloads View citations (1) (2006)
  5. Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange
    Applied Economics Letters, 2007, 14, (4), 277-282 Downloads View citations (1)
  6. International portfolio diversification: Is there a role for the Middle East and North Africa?
    Journal of Multinational Financial Management, 2007, 17, (5), 401-416 Downloads View citations (41)
  7. Measuring and managing integration: What do we know?
    Journal of Multinational Financial Management, 2007, 17, (4), 273-274 Downloads
  8. Portfolio management under sudden changes in volatility and heterogeneous investment horizons
    Physica A: Statistical Mechanics and its Applications, 2007, 375, (2), 612-624 Downloads View citations (16)
  9. Psychological barriers in gold prices?
    Review of Financial Economics, 2007, 16, (2), 217-230 Downloads View citations (84)
    Also in Review of Financial Economics, 2007, 16, (2), 217-230 (2007) Downloads View citations (20)

    See also Working Paper Psychological Barriers in Gold Prices, The Institute for International Integration Studies Discussion Paper Series (2005) Downloads View citations (1) (2005)
  10. 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 Downloads 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) Downloads View citations (9) (2006)

2006

  1. 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 Downloads View citations (53)
  2. Integration of smaller European equity markets: a time-varying integration score analysis
    Applied Financial Economics Letters, 2006, 2, (6), 395-400 Downloads 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) Downloads View citations (4) (2006)
  3. International Portfolio Formation, Skewness & the Role of Gold
    Frontiers in Finance and Economics, 2006, 3, (1), 49-68 Downloads
    See also Working Paper International Portfolio Formation, Skewness & the Role of Gold, The Institute for International Integration Studies Discussion Paper Series (2005) Downloads View citations (2) (2005)
  4. Investigating the determinants of the Wednesday seasonal in Irish Equities
    Research in International Business and Finance, 2006, 20, (1), 62-76 Downloads View citations (2)
  5. 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 Downloads View citations (6)
  6. Real and financial aspects of financial integration
    The Quarterly Review of Economics and Finance, 2006, 46, (3), 315-316 Downloads View citations (1)
  7. Seasonality, risk and return in daily COMEX gold and silver data 1982-2002
    Applied Financial Economics, 2006, 16, (4), 319-333 Downloads 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) Downloads View citations (3) (2005)

2005

  1. Are local or international influences responsible for the pre-holiday behaviour of Irish equities?
    Applied Financial Economics, 2005, 15, (6), 381-389 Downloads 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) Downloads View citations (4) (2005)
  2. The Role of Feelings in Investor Decision‐Making
    Journal of Economic Surveys, 2005, 19, (2), 211-237 Downloads View citations (119)
  3. Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence
    International Review of Financial Analysis, 2005, 14, (3), 337-355 Downloads View citations (56)
  4. Why investors should not be cautious about the academic approach to testing for stock market anomalies
    Applied Financial Economics, 2005, 15, (3), 165-171 Downloads View citations (13)

2004

  1. International equity market integration: Theory, evidence and implications
    International Review of Financial Analysis, 2004, 13, (5), 571-583 Downloads View citations (105)
  2. Monthly and semi-annual seasonality in the Irish equity market 1934-2000
    Applied Financial Economics, 2004, 14, (3), 203-208 Downloads View citations (8)
  3. Robust estimates of daily seasonality in the Irish equity market
    Applied Financial Economics, 2004, 14, (7), 517-523 Downloads View citations (7)

2003

  1. An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001
    The Economic and Social Review, 2003, 34, (2), 109-143 Downloads View citations (5)

2002

  1. Market direction and moment seasonality: evidence from Irish equities
    Applied Economics Letters, 2002, 9, (10), 657-664 Downloads View citations (4)

2001

  1. Friday the 13th: international evidence
    Applied Economics Letters, 2001, 8, (9), 577-579 Downloads View citations (7)
  2. Irish economic association
    Economics Bulletin, 2001, 28, (57), A0 Downloads
  3. Preholiday calendar regularities in Ireland
    Atlantic Economic Journal, 2001, 29, (4), 472-472 Downloads

2000

  1. Anomalous daily seasonality in Ireland?
    Applied Economics Letters, 2000, 7, (10), 637-640 Downloads View citations (12)
  2. Friday the 13th and the philosophical basis of financial economics
    Journal of Economics and Finance, 2000, 24, (3), 294-301 Downloads View citations (13)

Chapters

2018

  1. 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 Downloads

2015

  1. World Metal Markets
    Chapter 10 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 325-347 Downloads View citations (4)

Editor

  1. International Review of Financial Analysis
    Elsevier
 
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