All Stories

  1. Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector

    Article • Research in International Business and Finance, January 2020, Elsevier

    Dr Brian Lucey

  2. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?

    Article • Applied Economics Letters, July 2019, Taylor & Francis

    Dr Brian Lucey

  3. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis

    Article • Finance Research Letters, June 2019, Elsevier

    Dr Brian Lucey

  4. The determinants of IPO withdrawal – Evidence from Europe

    Article • Journal of Corporate Finance, June 2019, Elsevier

    Dr Brian Lucey

  5. Cryptocurrencies and the downside risk in equity investments

    Article • Finance Research Letters, June 2019, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  6. Identifying the multiscale financial contagion in precious metal markets

    Article • International Review of Financial Analysis, April 2019, Elsevier

    Dr Brian Lucey

  7. Dynamics and determinants of spillovers across the option-implied volatilities of US equities

    Article • The Quarterly Review of Economics and Finance, March 2019, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  8. Price and Volatility Spillovers Across the International Steam Coal Market

    Article • Energy Economics, January 2019, Elsevier

    Dr Brian Lucey

  9. Is Bitcoin a better safe-haven investment than gold and commodities?

    Article • International Review of Financial Analysis, January 2019, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  10. The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets

    Article • Journal of International Financial Markets Institutions and Money, December 2018, Elsevier

    Dr Brian Lucey

  11. Spillovers, integration and causality in LME non-ferrous metal markets

    Article • Journal of Commodity Markets, October 2018, Elsevier

    Dr Brian Lucey

  12. Cryptocurrencies as a Financial Asset: A systematic analysis

    Article • International Review of Financial Analysis, September 2018, Elsevier

    Dr Brian Lucey

  13. Trading volume and the predictability of return and volatility in the cryptocurrency market

    Article • Finance Research Letters, August 2018, Elsevier

    Dr Brian Lucey, Dr Elie Bouri

  14. Asymmetric linkages among the fear index and emerging market volatility indices

    Article • Emerging Markets Review, May 2018, Elsevier

    Dr Brian Lucey

  15. Future directions in international financial integration research - A crowdsourced perspective

    Article • International Review of Financial Analysis, January 2018, Elsevier

    Dr Brian Lucey

  16. Datestamping the Bitcoin and Ethereum bubbles

    Article • Finance Research Letters, December 2017, Elsevier

    Dr Brian Lucey

  17. Herding behavior, market sentiment and volatility: Will the bubble resume?

    Article • The North American Journal of Economics and Finance, November 2017, Elsevier

    Dr Brian Lucey

  18. Is gold a hedge against inflation? A wavelet time-scale perspective

    Article • Review of Quantitative Finance and Accounting, September 2017, Springer Science + Business Media

    Dr Brian Lucey

  19. Reassessing the role of precious metals as safe havens–What colour is your haven and why?

    Article • Journal of Commodity Markets, September 2017, Elsevier

    Dr Brian Lucey

  20. Does intraday technical trading have predictive power in precious metal markets?

    Article • Journal of International Financial Markets Institutions and Money, July 2017, Elsevier

    Dr Brian Lucey

  21. Psychological price barriers in frontier equities

    Article • Journal of International Financial Markets Institutions and Money, July 2017, Elsevier

    Dr Brian Lucey

  22. The financial economics of white precious metals — A survey

    Article • International Review of Financial Analysis, July 2017, Elsevier

    Dr Brian Lucey

  23. Stylized facts of intraday precious metals

    Article • PLoS ONE, April 2017, PLOS

    Dr Brian Lucey

  24. An Empirical Study of the Innovative Culture in Ireland’s Higher Education Institutions

    Article • Higher Education Policy, February 2017, Nature

    Dr Brian Lucey, Qiantao Zhang

  25. The dynamic linkages between crude oil and natural gas markets

    Article • Energy Economics, February 2017, Elsevier

    Dr Brian Lucey

  26. Is the price of gold to gold mining stocks asymmetric?

    Article • Economic Modelling, January 2017, Elsevier

    Dr Brian Lucey

  27. The Economic Impact of Higher Education Institutions

    Article • January 2017, Springer Science + Business Media

    Dr Brian Lucey, Qiantao Zhang

  28. Gold and inflation(s) – A time-varying relationship

    Article • Economic Modelling, November 2016, Elsevier

    Dr Brian Lucey

  29. Are gold bugs coherent?

    Article • Applied Economics Letters, October 2016, Taylor & Francis

    Dr Brian Lucey

  30. Discouraged borrowers: Evidence for Eurozone SMEs

    Article • Journal of International Financial Markets Institutions and Money, September 2016, Elsevier

    Dr Brian Lucey

  31. Universities, knowledge exchange and policy: A comparative study of Ireland and the UK

    Article • Science and Public Policy, August 2016, Oxford University Press (OUP)

    Dr Brian Lucey, Qiantao Zhang

  32. Gold and silver manipulation: What can be empirically verified?

    Article • Economic Modelling, August 2016, Elsevier

    Dr Brian Lucey

  33. Who Sets the Price of Gold? London or New York

    Article • Journal of Futures Markets, February 2016, Wiley

    Dr Brian Lucey

  34. The validity of Islamic art as an investment

    Article • Research in International Business and Finance, January 2016, Elsevier

    Dr Brian Lucey

  35. Psychological barriers in oil futures markets

    Article • Energy Economics, January 2016, Elsevier

    Dr Brian Lucey

  36. Do gold prices cause production costs? International evidence from country and company data

    Article • Journal of International Financial Markets Institutions and Money, January 2016, Elsevier

    Dr Brian Lucey

  37. The economic impact of higher education institutions in Ireland: evidence from disaggregated input–output tables

    Article • Studies in Higher Education, December 2015, Taylor & Francis

    Dr Brian Lucey, Qiantao Zhang

  38. The Global Preference for Dividends in Declining Markets

    Article • Financial Review, October 2015, Wiley

    Dr Brian Lucey

  39. The financial economics of gold — A survey

    Article • International Review of Financial Analysis, October 2015, Elsevier

    Dr Brian Lucey

  40. Behavioral influences in non-ferrous metals prices

    Article • Resources Policy, September 2015, Elsevier

    Dr Brian Lucey

  41. Was wine a premier cru investment?

    Article • Research in International Business and Finance, May 2015, Elsevier

    Dr Brian Lucey

  42. Editorial

    Article • Finance Research Letters, February 2015, Elsevier

    Dr Douglas John Cumming, Dr Brian Lucey

  43. Which precious metals spill over on which, when and why? Some evidence

    Article • Applied Economics Letters, December 2014, Taylor & Francis

    Dr Brian Lucey

  44. On the economic determinants of the gold–inflation relation

    Article • Resources Policy, September 2014, Elsevier

    Dr Brian Lucey

  45. What precious metals act as safe havens, and when? Some US evidence

    Article • Applied Economics Letters, July 2014, Taylor & Francis

    Dr Brian Lucey

  46. Rationality in precious metals forward markets: Evidence of behavioural deviations in the gold markets

    Article • Journal of Multinational Financial Management, July 2014, Elsevier

    Dr Brian Lucey

  47. Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry

    Article • International Review of Financial Analysis, July 2014, Elsevier

    Dr Brian Lucey

  48. Learning from the Irish Experience – A Clinical Case Study in Banking Failure

    Article • Comparative Economic Studies, June 2014, Nature

    Dr Brian Lucey

  49. Gold markets around the world – who spills over what, to whom, when?

    Article • Applied Economics Letters, April 2014, Taylor & Francis

    Dr Brian Lucey

  50. An introduction to the Journal of Behavioral and Experimental Finance

    Article • Journal of Behavioral and Experimental Finance, March 2014, Elsevier

    Dr Brian Lucey

  51. Culture's influences: An investigation of inter-country differences in capital structure

    Article • Borsa Istanbul Review, March 2014, Elsevier

    Dr Brian Lucey

  52. Cultural Behavioral Finance in Emerging Markets

    Article • January 2014, Elsevier

    Dr Brian Lucey

  53. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?

    Article • Emerging Markets Review, December 2013, Elsevier

    Dr Brian Lucey

  54. International financial integration

    Article • Journal of Banking & Finance, November 2013, Elsevier

    Dr Brian Lucey

  55. Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies

    Article • The Quarterly Review of Economics and Finance, November 2013, Elsevier

    Dr Brian Lucey

  56. Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates

    Article • International Review of Financial Analysis, September 2013, Elsevier

    Dr Brian Lucey

  57. CEO social status and acquisitiveness

    Article • Qualitative Research in Financial Markets, August 2013, Emerald

    Dr Brian Lucey

  58. The political economy of international integration

    Article • Journal of Banking & Finance, June 2013, Elsevier

    Dr Brian Lucey

  59. London or New York: where and when does the gold price originate?

    Article • Applied Economics Letters, May 2013, Taylor & Francis

    Dr Brian Lucey

  60. The structure of gold and silver spread returns

    Article • Quantitative Finance, April 2013, Taylor & Francis

    Dr Brian Lucey

  61. An empirical study of multiple direct international listings

    Article • Global Finance Journal, January 2013, Elsevier

    Dr Brian Lucey

  62. Equity market integration in the Asia Pacific region: Evidence from discount factors

    Article • Research in International Business and Finance, May 2012, Elsevier

    Dr Brian Lucey

  63. Perspectives on international and corporate finance

    Article • Journal of Banking & Finance, March 2012, Elsevier

    Dr Brian Lucey

  64. Gravity and culture in foreign portfolio investment

    Article • Journal of Banking & Finance, February 2012, Elsevier

    Professor Colm Kearney, Dr Brian Lucey

  65. CEO Social Status and Acquisitiveness

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr Brian Lucey

  66. Other Behavioral Biases

    Article • November 2011, Wiley

    Dr Brian Lucey

  67. An empirical investigation of the financial growth lifecycle

    Article • Journal of Small Business and Enterprise Development, October 2011, Emerald

    Dr Brian Lucey

  68. The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100

    Article • Applied Economics Letters, September 2011, Taylor & Francis

    Dr Brian Lucey

  69. Robust global stock market interdependencies

    Article • International Review of Financial Analysis, August 2011, Elsevier

    Dr Brian Lucey

  70. Financial integration and emerging markets capital structure

    Article • Journal of Banking & Finance, May 2011, Elsevier

    Dr Brian Lucey

  71. The Irish economy: Three strikes and you’re out?

    Article • Panoeconomicus, January 2011, National Library of Serbia

    Dr Brian Lucey

  72. International financial integration

    Article • Journal of Banking & Finance, December 2010, Elsevier

    Dr Brian Lucey

  73. Comovements in government bond markets: A minimum spanning tree analysis

    Article • Physica A Statistical Mechanics and its Applications, November 2010, Elsevier

    Dr Brian Lucey

  74. Investigating the determinants of banking coexceedances in Europe in the summer of 2008

    Article • Journal of International Financial Markets Institutions and Money, July 2010, Elsevier

    Dr Brian Lucey

  75. Lunar seasonality in precious metal returns?

    Article • Applied Economics Letters, June 2010, Taylor & Francis

    Dr Brian Lucey

  76. The macroeconomic determinants of volatility in precious metals markets

    Article • Resources Policy, June 2010, Elsevier

    Dr Brian Lucey

  77. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events

    Article • JCMS Journal of Common Market Studies, May 2010, Wiley

    Dr Brian Lucey

  78. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

    Article • Financial Review, May 2010, Wiley

    Dr Brian Lucey

  79. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world

    Article • Emerging Markets Review, March 2010, Elsevier

    Dr Brian Lucey

  80. Flights and contagion—An empirical analysis of stock–bond correlations

    Article • Journal of Financial Stability, December 2009, Elsevier

    Dr Brian Lucey

  81. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests

    Article • Financial Review, November 2009, Wiley

    Dr Brian Lucey

  82. Shift-contagion Vulnerability in the MENA Stock Markets

    Article • World Economy, October 2009, Wiley

    Dr Brian Lucey

  83. International financial integration

    Article • Journal of Banking & Finance, October 2009, Elsevier

    Dr Brian Lucey

  84. Determinants of capital structure in Irish SMEs

    Article • Small Business Economics, January 2009, Springer Science + Business Media

    Dr Brian Lucey

  85. Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests

    Article • Journal of International Money and Finance, December 2008, Elsevier

    Dr Brian Lucey

  86. Halloween or January? Yet another puzzle

    Article • International Review of Financial Analysis, December 2008, Elsevier

    Dr Brian Lucey

  87. An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees

    Article • Physica A Statistical Mechanics and its Applications, November 2008, Elsevier

    Dr Brian Lucey

  88. International influences on asset markets

    Article • Journal of Multinational Financial Management, October 2008, Elsevier

    Dr Brian Lucey

  89. The Capital Markets of the Middle East and North African Region: Situation and Characteristics

    Article • Emerging Markets Finance and Trade, September 2008, Taylor & Francis

    Dr Brian Lucey

  90. The dynamics of Central European equity market comovements

    Article • The Quarterly Review of Economics and Finance, August 2008, Elsevier

    Dr Brian Lucey

  91. Mood and UK equity pricing

    Article • Applied Financial Economics Letters, July 2008, Taylor & Francis

    Dr Brian Lucey

  92. Skewness and asymmetry in futures returns and volumes

    Article • Applied Financial Economics, June 2008, Taylor & Francis

    Dr Brian Lucey

  93. Reassessing co-movements among G7 equity markets: evidence from iShares†

    Article • Applied Financial Economics, June 2008, Taylor & Francis

    Dr Brian Lucey

  94. Volatility in the gold futures market

    Article • Applied Economics Letters, April 2008, Taylor & Francis

    Dr Brian Lucey

  95. Robust global mood influences in equity pricing

    Article • Journal of Multinational Financial Management, April 2008, Elsevier

    Dr Brian Lucey

  96. Efficiency in emerging markets—Evidence from the MENA region

    Article • Journal of International Financial Markets Institutions and Money, February 2008, Elsevier

    Dr Brian Lucey

  97. International portfolio diversification: Is there a role for the Middle East and North Africa?

    Article • Journal of Multinational Financial Management, December 2007, Elsevier

    Dr Brian Lucey

  98. A psychological, attitudinal and professional profile of Irish economists

    Article • The Journal of Socio-Economics, December 2007, Elsevier

    Dr Brian Lucey

  99. Measuring and managing integration: What do we know?

    Article • Journal of Multinational Financial Management, October 2007, Elsevier

    Dr Brian Lucey

  100. Capital Market Integration in the Middle East and North Africa

    Article • Emerging Markets Finance and Trade, June 2007, Taylor & Francis

    Dr Brian Lucey

  101. A power GARCH examination of the gold market

    Article • Research in International Business and Finance, June 2007, Elsevier

    Dr Brian Lucey

  102. The evolution of interdependence in world equity markets—Evidence from minimum spanning trees

    Article • Physica A Statistical Mechanics and its Applications, March 2007, Elsevier

    Dr Brian Lucey

  103. Portfolio management under sudden changes in volatility and heterogeneous investment horizons

    Article • Physica A Statistical Mechanics and its Applications, March 2007, Elsevier

    Dr Brian Lucey

  104. Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange

    Article • Applied Economics Letters, March 2007, Taylor & Francis

    Dr Brian Lucey

  105. Contagion and interdependence: Measuring CEE banking sector co-movements

    Article • Economic Systems, March 2007, Elsevier

    Dr Brian Lucey

  106. Psychological barriers in gold prices?

    Article • Review of Financial Economics, January 2007, Elsevier

    Dr Brian Lucey

  107. Mood and UK Equity Pricing

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Dr Brian Lucey

  108. Integration of smaller European equity markets: a time-varying integration score analysis

    Article • Applied Financial Economics Letters, November 2006, Taylor & Francis

    Dr Brian Lucey

  109. Real and financial aspects of financial integration

    Article • The Quarterly Review of Economics and Finance, July 2006, Elsevier

    Dr Brian Lucey

  110. Investigating the determinants of the Wednesday seasonal in Irish Equities

    Article • Research in International Business and Finance, March 2006, Elsevier

    Dr Brian Lucey

  111. Seasonality, risk and return in daily COMEX gold and silver data 1982–2002

    Article • Applied Financial Economics, February 2006, Taylor & Francis

    Dr Brian Lucey

  112. Measuring and assessing the effects and extent of international bond market integration

    Article • Journal of International Financial Markets Institutions and Money, February 2006, Elsevier

    Dr Brian Lucey

  113. Dynamics of bond market integration between established and accession European Union countries

    Article • Journal of International Financial Markets Institutions and Money, February 2006, Elsevier

    Dr Brian Lucey

  114. The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note

    Article • Applied Financial Economics Letters, January 2006, Taylor & Francis

    Dr Brian Lucey

  115. The 7 Deadly Sins of Investors

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Dr Brian Lucey

  116. Making Density Forecasting Models Statistically Consistent

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Dr Brian Lucey

  117. The Role of Feelings in Investor Decision-Making

    Article • Journal of Economic Surveys, April 2005, Wiley

    Dr Brian Lucey

  118. Are local or international influences responsible for the pre-holiday behaviour of Irish equities?

    Article • Applied Financial Economics, March 2005, Taylor & Francis

    Dr Brian Lucey

  119. Why investors should not be cautious about the academic approach to testing for stock market anomalies

    Article • Applied Financial Economics, February 2005, Taylor & Francis

    Dr Brian Lucey

  120. Weather, biorhythms, beliefs and stock returns—Some preliminary Irish evidence

    Article • International Review of Financial Analysis, January 2005, Elsevier

    Dr Brian Lucey

  121. Robust estimates of daily seasonality in the Irish equity market

    Article • Applied Financial Economics, April 2004, Taylor & Francis

    Dr Brian Lucey

  122. Monthly and semi-annual seasonality in the Irish equity market 1934–2000

    Article • Applied Financial Economics, February 2004, Taylor & Francis

    Dr Brian Lucey

  123. International equity market integration: Theory, evidence and implications

    Article • International Review of Financial Analysis, January 2004, Elsevier

    Dr Brian Lucey

  124. Market direction and moment seasonality: evidence from Irish equities

    Article • Applied Economics Letters, August 2002, Taylor & Francis

    Dr Brian Lucey

  125. Friday the 13th: international evidence

    Article • Applied Economics Letters, September 2001, Taylor & Francis

    Dr Brian Lucey

  126. Reviews

    Article • Accounting Education, June 1995, Taylor & Francis

    Dr Brian Lucey

  127. Volatility in the Gold Futures Market

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  128. The relations between emerging european and developed stock markets before and after the russian crisis of 1997–1998

    Article • Emerald

    Dr Brian Lucey

  129. The Microstructure of the Irish Stock Market

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  130. Speculation or Hedging in the Irish Stock Exchange

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  131. Psychological Barriers in Gold Prices?

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  132. Preholiday Behaviour of Irish Stock Exchange Indices

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  133. Market Direction and Moment Seasonality: Evidence from Irish Equities

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  134. Lunar Seasonality in Precious Metal Returns?

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  135. Investigating the Determinants of the Wednesday Seasonal in Irish Equities

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  136. Halloween or January? Yet Another Puzzle

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  137. Friday the 13th: International Evidence

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  138. Friday the 13th and the Philosophical Basis of Financial Economics

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  139. Fractionally Integrated Dynamics in Irish Stock Returns

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  140. Does Volume Provide Information? Evidence from the Irish Stock Market

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Brian Lucey

  141. Distributional Aspects of Irish Financial Accounting Ratios

    Article • SSRN Electronic Journal, Elsevier

    Dr Brian Lucey