Access Statistics for Brian M. Lucey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Study of Multiple Listings 0 5 19 19 5 14 46 46
An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees 0 0 7 30 1 4 26 65
Are Local or International influences responsible for the pre-holiday behaviour of Irish equities? 0 0 1 21 0 2 14 72
CEE Banking Sector Co-Movement: Contagion or Interdependence? 1 2 11 49 4 6 39 207
CEE Banking Sector Co-Movement: Contagion or Interdependence? 3 5 19 116 5 11 64 347
Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis 3 11 36 41 9 28 118 132
Contagion and interdependence: measuring CEE banking sector co-movements 2 3 15 82 4 12 45 237
Dynamics of Bond Market Integration between Existing And Accession EU Countries 1 3 14 111 5 12 49 271
Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events 3 10 54 373 10 33 131 836
Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time 0 0 2 36 1 1 7 92
Emerging Markets Variance Shocks: Local or International in Origin? 0 3 13 18 4 11 45 47
Equity Markets and Economic Development: What Do We Know 1 5 13 67 5 13 41 156
Equity market integration in the Middle East and North Africa: in search for diversification benefits 0 6 18 142 0 8 33 350
Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa 3 9 51 113 5 15 99 274
Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations 1 5 35 138 7 15 83 318
Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies 1 5 42 112 4 10 99 157
Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis 2 3 15 87 2 9 41 211
International Portfolio Formation, Skewness & the Role of Gold 1 2 14 92 4 5 39 238
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 6 13 71 202 19 35 188 471
Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998 2 3 14 90 3 5 19 191
Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations 0 0 0 0 0 0 0 0
Portfolio allocations in the Middle East and North Africa 1 2 11 64 3 5 23 147
Portfolio management implications of volatility shifts: Evidence from simulated data 0 2 6 53 1 4 28 141
Portfolio management implications of volatility shifts: Evidence from simulated data 0 2 15 90 2 5 33 236
Psychological Barriers in Gold Prices 0 0 9 105 2 5 31 288
Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests 1 4 28 121 7 22 96 399
Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002 0 2 13 101 5 10 43 412
Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe 3 3 14 67 5 6 35 191
Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis 1 2 14 116 3 5 37 283
The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees 0 3 8 46 0 6 30 134
The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998 1 5 17 116 12 27 112 388
The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests 14 44 194 697 54 145 661 2,257
The Macroeconomic Determinants of Volatility in Precious Metals Markets 5 8 51 67 8 17 109 156
Volatility in the Gold Futures Market 5 7 46 108 10 26 139 297
Total Working Papers 61 177 890 3,690 209 532 2,603 10,047


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES 1 6 16 16 3 13 40 40
A power GARCH examination of the gold market 5 10 36 85 6 15 61 135
A psychological, attitudinal and professional profile of Irish economists 0 1 13 28 3 9 45 85
An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001 0 0 10 15 6 11 43 70
Anomalous Daily Seasonality in Ireland? 0 1 3 37 0 2 11 107
Are local or international influences responsible for the pre-holiday behaviour of Irish equities? 0 0 1 11 2 2 12 118
Capital Market Integration in the Middle East and North Africa 1 3 17 29 2 5 35 64
Contagion and interdependence: Measuring CEE banking sector co-movements 1 6 17 37 2 12 46 108
Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange 1 1 3 8 1 1 11 51
Does volume provide information? Evidence from the Irish Stock Market 1 3 5 23 2 7 17 69
Dynamics of bond market integration between established and accession European Union countries 0 0 5 31 1 2 11 77
Efficiency in emerging markets--Evidence from the MENA region 1 1 14 37 2 5 33 72
Friday the 13th: International Evidence 0 1 4 60 1 3 23 423
Halloween or January? Yet another puzzle 0 0 3 3 1 4 10 10
International Portfolio Formation, Skewness & the Role of Gold 1 3 6 6 1 5 21 21
International equity market integration: Theory, evidence and implications 4 7 34 130 7 20 80 288
International financial integration 20 36 36 36 43 66 66 66
International influences on asset markets 0 3 7 14 1 4 13 29
International portfolio diversification: Is there a role for the Middle East and North Africa? 0 0 2 8 0 0 12 25
Investigating the determinants of the Wednesday seasonal in Irish Equities 0 0 1 7 0 1 2 27
Market Direction and Moment Seasonality: Evidence from Irish Equities 0 0 1 15 0 0 4 105
Measuring and assessing the effects and extent of international bond market integration 0 0 6 46 0 1 11 88
Measuring and managing integration: What do we know? 0 2 3 20 0 2 11 58
Monthly and semi-annual seasonality in the Irish equity market 1934-2000 0 0 3 26 0 1 13 109
Mood and UK equity pricing 1 2 2 2 2 4 4 4
Preholiday calendar regularities in Ireland 0 0 0 1 0 1 4 10
Psychological barriers in gold prices? 0 0 8 17 1 1 12 59
Real and financial aspects of financial integration 0 1 4 20 1 3 8 41
Reassessing co-movements among G7 equity markets: evidence from iShares 0 0 0 1 13 120 583 634
Robust estimates of daily seasonality in the Irish equity market 1 2 3 23 4 7 12 78
Robust global mood influences in equity pricing 0 0 10 15 1 2 20 31
Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests 1 4 14 14 4 8 31 31
Seasonality, risk and return in daily COMEX gold and silver data 1982--2002 0 0 4 32 2 4 18 204
Skewness and asymmetry in futures returns and volumes 0 2 2 5 1 4 13 20
Speculation or hedging in the Irish stock exchange 0 0 1 12 0 1 23 124
The Capital Markets of the Middle East and North African Region: Situation and Characteristics 2 4 24 24 4 8 46 46
The Role of Feelings in Investor Decision-Making 1 8 26 141 1 14 61 350
The dynamics of Central European equity market comovements 0 1 12 12 2 6 31 32
The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note 0 1 6 28 0 4 23 105
Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence 0 1 10 53 1 5 25 124
Why investors should not be cautious about the academic approach to testing for stock market anomalies 0 0 4 30 1 2 9 112
Total Journal Articles 42 110 376 1,158 122 385 1,554 4,250


Statistics updated 2009-11-04