Details about Brian M. Lucey

Access statistics for papers by Brian M. Lucey.

Last updated 2021-08-15. Update your information in the RePEc Author Service.

Short-id: plu85

Working Papers

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 View citations (3)

2020

2. Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic
   Working Papers in Economics, University of Waikato View citations (63)
   See also Journal Article in Finance Research Letters (2021)
3. Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
   Working Papers, University of Pretoria, Department of Economics
4. The journal quality perception gap
   Post-Print, HAL View citations (7)
   See also Journal Article in Research Policy (2020)

2019

5. An analysis of the intellectual structure of research on the financial economics of precious metals
   Post-Print, HAL View citations (14)
   See also Journal Article in Resources Policy (2019)

2015

6. The Financial Economics of Gold - a survey
   MPRA Paper, University Library of Munich, Germany View citations (102)
   See also Journal Article in International Review of Financial Analysis (2015)

2014

7. Behavioral Influences in Non-Ferrous Metals Prices
   The Institute for International Integration Studies Discussion Paper Series, IIIS
   See also Journal Article in Resources Policy (2015)
8. 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 (18)
9. Return and Volatility Spillovers in Industrial Metals
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
10. The Global Preference for Dividends in Declining Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS
    See also Journal Article in The Financial Review (2015)
11. Which Precious Metals Spill Over on Which, When and Why? – Some Evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
    See also Journal Article in Applied Economics Letters (2015)

2013

12. 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 in International Review of Financial Analysis (2014)
13. WHAT DO THE IRISH KNOW ABOUT ECONOMICS
    The Institute for International Integration Studies Discussion Paper Series, IIIS

2012

14. Culture and capital structure in small and medium sized firms
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
15. 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)
16. 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
17. 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 in Applied Economics Letters (2013)
18. Psychological Barriers and Price Clustering in Energy Futures
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
19. Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
20. 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

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

2010

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

2009

23. 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 in Emerging Markets Review (2010)
24. Emerging Markets Capital Structure and Financial Integration
    The Institute for International Integration Studies Discussion Paper Series, IIIS
25. 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 in Journal of International Financial Markets, Institutions and Money (2010)

2008

26. An Empirical Study of Multiple Listings
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
27. 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
28. Determinants of capital structure in Irish SMEs
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article in Small Business Economics (2010)
29. Emerging Markets Variance Shocks: Local or International in Origin?
    Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile View citations (2)
30. 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)
31. 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 in Resources Policy (2010)

2007

32. 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)
33. 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 in The Financial Review (2010)
34. Volatility in the Gold Futures Market
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)
    See also Journal Article in Applied Economics Letters (2010)

2006

35. Equity Markets and Economic Development: What Do We Know
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
36. 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)
37. Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (14)
38. Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
39. Portfolio allocations in the Middle East and North Africa
    The Institute for International Integration Studies Discussion Paper Series, IIIS
40. Portfolio management implications of volatility shifts: Evidence from simulated data
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
    Also in Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile (2006) View citations (1)
41. 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)
42. 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 in Physica A: Statistical Mechanics and its Applications (2007)
43. 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

44. 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)
45. CEE Banking Sector Co-Movement: Contagion or Interdependence?
    The Institute for International Integration Studies Discussion Paper Series, IIIS
46. Dynamics of Bond Market Integration between Existing And Accession EU Countries
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (8)
47. 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)
48. 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
49. Integration among G7 Equity Market: Evidence from iShares
    The Institute for International Integration Studies Discussion Paper Series, IIIS
50. 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 in Frontiers in Finance and Economics (2006)
51. 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 (1)
52. Psychological Barriers in Gold Prices
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
    See also Journal Article in Review of Financial Economics (2007)
53. 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)
54. 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)
55. The Dynamics of Central European Equity Market Integration
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (12)
56. 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

57. 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 (20)
58. Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations
    Papers, arXiv.org

2001

59. 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

2021

1. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
   Finance Research Letters, 2021, 38, (C) View citations (27)
   See also Working Paper (2020)
2. Bitcoin-energy markets interrelationships - New evidence
   Resources Policy, 2021, 70, (C) View citations (22)
3. 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 (8)
4. Commonality in FX liquidity: High-frequency evidence
   Finance Research Letters, 2021, 39, (C) View citations (2)
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 (2)
6. Gold and US sectoral stocks during COVID-19 pandemic
   Research in International Business and Finance, 2021, 57, (C) View citations (15)
7. Re-examining the real option characteristics of gold for gold mining companies
   Resources Policy, 2021, 70, (C)
8. Realised volatility connectedness among Bitcoin exchange markets
   Finance Research Letters, 2021, 38, (C) View citations (7)
9. The realized volatility of commodity futures: Interconnectedness and determinants#
   International Review of Economics & Finance, 2021, 73, (C), 139-151 View citations (25)
10. Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict
    Finance Research Letters, 2021, 40, (C) View citations (7)
11. What is the optimal weight for gold in a portfolio?
    Annals of Operations Research, 2021, 297, (1), 277-291 View citations (4)
12. When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines
    Annals of Tourism Research, 2021, 87, (C) View citations (8)

2020

13. 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 (89)
14. 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 (3)
15. Cryptocurrencies and the downside risk in equity investments
    Finance Research Letters, 2020, 33, (C) View citations (28)
16. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
    Journal of Financial Stability, 2020, 46, (C) View citations (51)
17. 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 (7)
18. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
    International Review of Financial Analysis, 2020, 72, (C) View citations (24)
19. 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 (15)
20. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
    Applied Economics Letters, 2020, 27, (7), 518-524 View citations (12)
21. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
    Technological Forecasting and Social Change, 2020, 159, (C) View citations (16)
22. Spillovers, integration and causality in LME non-ferrous metal markets
    Journal of Commodity Markets, 2020, 17, (C) View citations (14)
23. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
    Finance Research Letters, 2020, 35, (C) View citations (274)
24. The destabilising effects of cryptocurrency cybercriminality
    Economics Letters, 2020, 191, (C) View citations (13)
25. The impact of macroeconomic news on Bitcoin returns
    The European Journal of Finance, 2020, 26, (14), 1396-1416 View citations (25)
26. The journal quality perception gap
    Research Policy, 2020, 49, (5) View citations (7)
    See also Working Paper (2020)
27. The relationship between implied volatility and cryptocurrency returns
    Finance Research Letters, 2020, 33, (C) View citations (24)
28. The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 23
29. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
    Finance Research Letters, 2020, 33, (C) View citations (14)
30. 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 (1)

2019

31. An analysis of the intellectual structure of research on the financial economics of precious metals
    Resources Policy, 2019, 63, (C), - View citations (14)
    See also Working Paper (2019)
32. Cryptocurrencies as a financial asset: A systematic analysis
    International Review of Financial Analysis, 2019, 62, (C), 182-199 View citations (284)
33. 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 (3)
34. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
    Resources Policy, 2019, 64, (C) View citations (29)
35. High frequency volatility co-movements in cryptocurrency markets
    Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 35-52 View citations (65)
36. Identifying the multiscale financial contagion in precious metal markets
    International Review of Financial Analysis, 2019, 63, (C), 209-219 View citations (14)
37. Is Bitcoin a better safe-haven investment than gold and commodities?
    International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (195)
38. Price and volatility spillovers across the international steam coal market
    Energy Economics, 2019, 77, (C), 119-138 View citations (22)
39. The determinants of IPO withdrawal – Evidence from Europe
    Journal of Corporate Finance, 2019, 56, (C), 415-436 View citations (5)
40. The effectiveness of technical trading rules in cryptocurrency markets
    Finance Research Letters, 2019, 31, (C), 32-37 View citations (40)
41. The impact of terrorism on European tourism
    Annals of Tourism Research, 2019, 75, (C), 1-17 View citations (23)
42. 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 (10)
43. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 View citations (59)
44. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
    Finance Research Letters, 2019, 29, (C), 68-74 View citations (82)

2018

45. Asymmetric linkages among the fear index and emerging market volatility indices
    Emerging Markets Review, 2018, 37, (C), 17-31 View citations (27)
46. Bitcoin Futures—What use are they?
    Economics Letters, 2018, 172, (C), 23-27 View citations (86)
47. Datestamping the Bitcoin and Ethereum bubbles
    Finance Research Letters, 2018, 26, (C), 81-88 View citations (247)
48. 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 (11)
49. Exploring the dynamic relationships between cryptocurrencies and other financial assets
    Economics Letters, 2018, 165, (C), 28-34 View citations (438)
50. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (18)
51. Is gold a hedge against inflation? A wavelet time-scale perspective
    Review of Quantitative Finance and Accounting, 2018, 51, (2), 317-345 View citations (21)
52. 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)

2017

53. Are gold bugs coherent?
    Applied Economics Letters, 2017, 24, (2), 90-94 View citations (4)
54. Gold and inflation(s) – A time-varying relationship
    Economic Modelling, 2017, 67, (C), 88-101 View citations (22)
55. 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 (30)
56. Is the price of gold to gold mining stocks asymmetric?
    Economic Modelling, 2017, 60, (C), 402-407 View citations (7)
57. Psychological price barriers in frontier equities
    Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 1-14 View citations (5)
58. 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 (71)
59. Stylized facts of intraday precious metals
    PLOS ONE, 2017, 12, (4), 1-21 View citations (9)
60. The dynamic linkages between crude oil and natural gas markets
    Energy Economics, 2017, 62, (C), 155-170 View citations (69)
61. The financial economics of white precious metals — A survey
    International Review of Financial Analysis, 2017, 52, (C), 292-308 View citations (41)
62. 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

63. Discouraged borrowers: Evidence for Eurozone SMEs
    Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 46-55 View citations (37)
64. 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 (13)
65. Gold and silver manipulation: What can be empirically verified?
    Economic Modelling, 2016, 56, (C), 168-176 View citations (8)
66. Psychological barriers in oil futures markets
    Energy Economics, 2016, 53, (C), 293-304 View citations (25)
67. The validity of Islamic art as an investment
    Research in International Business and Finance, 2016, 36, (C), 388-401 View citations (3)
68. Who Sets the Price of Gold? London or New York
    Journal of Futures Markets, 2016, 36, (6), 564-586 View citations (53)

2015

69. Behavioral influences in non-ferrous metals prices
    Resources Policy, 2015, 45, (C), 9-22 View citations (6)
    See also Working Paper (2014)
70. The Global Preference for Dividends in Declining Markets
    The Financial Review, 2015, 50, (4), 575-609 View citations (5)
    See also Working Paper (2014)
71. The financial economics of gold — A survey
    International Review of Financial Analysis, 2015, 41, (C), 186-205 View citations (76)
    See also Working Paper (2015)
72. Was wine a premier cru investment?
    Research in International Business and Finance, 2015, 34, (C), 33-51 View citations (12)
73. What precious metals act as safe havens, and when? Some US evidence
    Applied Economics Letters, 2015, 22, (1), 35-45 View citations (121)
74. Which precious metals spill over on which, when and why? Some evidence
    Applied Economics Letters, 2015, 22, (6), 466-473 View citations (66)
    See also Working Paper (2014)

2014

75. Culture’s influences: An investigation of inter-country differences in capital structure
    Borsa Istanbul Review, 2014, 14, (1), 1-9 View citations (6)
76. 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 (19)
    See also Working Paper (2013)
77. Gold markets around the world - who spills over what, to whom, when?
    Applied Economics Letters, 2014, 21, (13), 887-892 View citations (53)
78. Learning from the Irish Experience – A Clinical Case Study in Banking Failure
    Comparative Economic Studies, 2014, 56, (2), 295-312 View citations (2)
79. On the economic determinants of the gold–inflation relation
    Resources Policy, 2014, 41, (C), 101-108 View citations (65)

2013

80. 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)
81. An empirical study of multiple direct international listings
    Global Finance Journal, 2013, 24, (1), 69-84 View citations (11)
82. 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 (8)
83. 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 (24)
84. 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 (344)
85. London or New York: where and when does the gold price originate?
    Applied Economics Letters, 2013, 20, (8), 813-817 View citations (32)
    See also Working Paper (2012)
86. The structure of gold and silver spread returns
    Quantitative Finance, 2013, 13, (4), 561-570 View citations (30)

2012

87. 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)
88. Gravity and culture in foreign portfolio investment
    Journal of Banking & Finance, 2012, 36, (2), 525-538 View citations (84)

2011

89. Financial integration and emerging markets capital structure
    Journal of Banking & Finance, 2011, 35, (5), 1228-1238 View citations (21)
90. Robust global stock market interdependencies
    International Review of Financial Analysis, 2011, 20, (4), 215-224 View citations (20)
    See also Working Paper (2011)
91. The Irish Economy: Three Strikes and You’re Out?
    Panoeconomicus, 2011, 58, (1), 19-41 View citations (13)
92. 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

2010

93. Comovements in government bond markets: A minimum spanning tree analysis
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4875-4886 View citations (43)
94. Determinants of capital structure in Irish SMEs
    Small Business Economics, 2010, 35, (3), 357-375 View citations (61)
    See also Working Paper (2008)
95. 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 (50)
    See also Working Paper (2009)
96. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
    Journal of Common Market Studies, 2010, 48, (3), 641-660 View citations (7)
97. 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)
98. 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 (2009)
99. 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 (1109)
    See also Working Paper (2007)
100. Lunar seasonality in precious metal returns?
     Applied Economics Letters, 2010, 17, (9), 835-838 View citations (13)
101. The macroeconomic determinants of volatility in precious metals markets
     Resources Policy, 2010, 35, (2), 65-71 View citations (211)
     See also Working Paper (2008)
102. Volatility in the gold futures market
     Applied Economics Letters, 2010, 17, (2), 187-190 View citations (25)
     See also Working Paper (2007)

2009

103. Flights and contagion--An empirical analysis of stock-bond correlations
     Journal of Financial Stability, 2009, 5, (4), 339-352 View citations (142)
104. Shift‐contagion Vulnerability in the MENA Stock Markets
     The World Economy, 2009, 32, (10), 1478-1497 View citations (17)
105. 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

106. 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)
107. 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 (38)
108. Efficiency in emerging markets--Evidence from the MENA region
     Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 94-105 View citations (65)
109. Halloween or January? Yet another puzzle
     International Review of Financial Analysis, 2008, 17, (5), 1055-1069 View citations (30)
110. International influences on asset markets
     Journal of Multinational Financial Management, 2008, 18, (4), 291-292
111. Robust global mood influences in equity pricing
     Journal of Multinational Financial Management, 2008, 18, (2), 145-164 View citations (58)
112. 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)
113. 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)
114. The Microstructure of the Irish Stock Market
     Multinational Finance Journal, 2008, 12, (3-4), 279-311
115. The dynamics of Central European equity market comovements
     The Quarterly Review of Economics and Finance, 2008, 48, (3), 605-622 View citations (68)

2007

116. A power GARCH examination of the gold market
     Research in International Business and Finance, 2007, 21, (2), 316-325 View citations (175)
117. 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 (1)
118. Capital Market Integration in the Middle East and North Africa
     Emerging Markets Finance and Trade, 2007, 43, (3), 34-57 View citations (19)
119. Contagion and interdependence: Measuring CEE banking sector co-movements
     Economic Systems, 2007, 31, (1), 71-96 View citations (15)
120. Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange
     Applied Economics Letters, 2007, 14, (4), 277-282 View citations (1)
121. 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)
122. Measuring and managing integration: What do we know?
     Journal of Multinational Financial Management, 2007, 17, (4), 273-274
123. 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)
124. Psychological barriers in gold prices?
     Review of Financial Economics, 2007, 16, (2), 217-230 View citations (78)
     Also in Review of Financial Economics, 2007, 16, (2), 217-230 (2007) View citations (9)
     See also Working Paper (2005)
125. 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 (71)
     See also Working Paper (2006)

2006

126. 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)
127. International Portfolio Formation, Skewness & the Role of Gold
     Frontiers in Finance and Economics, 2006, 3, (1), 49-68
     See also Working Paper (2005)
128. Investigating the determinants of the Wednesday seasonal in Irish Equities
     Research in International Business and Finance, 2006, 20, (1), 62-76 View citations (2)
129. 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 (4)
130. Real and financial aspects of financial integration
     The Quarterly Review of Economics and Finance, 2006, 46, (3), 315-316 View citations (1)

2005

131. The Role of Feelings in Investor Decision‐Making
     Journal of Economic Surveys, 2005, 19, (2), 211-237 View citations (99)
132. Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence
     International Review of Financial Analysis, 2005, 14, (3), 337-355 View citations (50)

2004

133. International equity market integration: Theory, evidence and implications
     International Review of Financial Analysis, 2004, 13, (5), 571-583 View citations (95)

2003

134. 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

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

2001

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

2000

139. Anomalous daily seasonality in Ireland?
     Applied Economics Letters, 2000, 7, (10), 637-640 View citations (12)
140. 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

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

2015

2. World Metal Markets
   Chapter 10 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 325-347 View citations (3)

Editor

1. International Review of Financial Analysis
   Elsevier