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 0 0 58 0 0 2 211
An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees 0 0 0 50 1 4 18 178
An analysis of the intellectual structure of research on the financial economics of precious metals 0 0 0 0 1 1 7 19
An empirical investigation of the financial growth life cycle 0 0 1 15 1 3 8 63
Are Local or International influences responsible for the pre-holiday behaviour of Irish equities? 0 1 1 37 1 2 8 147
Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic 2 6 47 47 5 32 156 156
Behavioral Influences in Non-Ferrous Metals Prices 0 0 0 29 0 3 16 90
CEE Banking Sector Co-Movement: Contagion or Interdependence? 0 0 0 160 0 0 6 514
Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis 0 0 0 161 0 0 3 628
Contagion and interdependence: measuring CEE banking sector co-movements 0 0 0 104 0 0 5 378
Culture and capital structure in small and medium sized firms 0 1 6 132 0 3 22 497
Determinants of capital structure in Irish SMEs 0 1 5 33 3 6 22 137
Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models 0 1 1 63 2 3 8 261
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world 0 0 2 24 1 3 12 104
Dynamics of Bond Market Integration between Existing And Accession EU Countries 0 0 0 150 0 0 4 400
Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events 0 0 0 493 0 0 5 1,184
Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time 0 0 0 48 1 1 4 130
Emerging Markets Capital Structure and Financial Integration 0 1 1 19 0 1 2 76
Emerging Markets Variance Shocks: Local or International in Origin? 0 1 1 63 0 1 4 202
Equity Markets and Economic Development: What Do We Know 0 0 3 96 1 1 6 245
Equity market integration in the Middle East and North Africa: in search for diversification benefits 4 4 8 180 32 34 40 468
Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa 0 0 2 204 0 0 4 535
Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations 0 0 4 240 0 0 19 625
Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract 0 0 0 18 0 0 8 104
Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry 4 4 20 318 8 17 79 1,070
Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies 0 0 3 185 0 0 5 365
Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis 0 0 0 114 0 3 8 328
Integration among G7 Equity Market: Evidence from iShares 0 0 0 66 0 0 2 314
International Portfolio Formation, Skewness & the Role of Gold 0 0 3 240 0 0 16 618
Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008 0 0 0 37 1 3 11 189
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 3 5 23 663 7 23 94 1,708
Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998 0 0 0 116 0 0 2 290
London or New York: where and when does the gold price originate? 0 0 2 39 1 2 14 150
Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits 0 0 0 20 0 1 3 12
Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations 0 0 0 10 0 0 0 38
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 3 16 16 4 9 37 37
Portfolio allocations in the Middle East and North Africa 0 0 0 91 0 2 4 243
Portfolio management implications of volatility shifts: Evidence from simulated data 0 0 0 123 0 0 4 350
Portfolio management implications of volatility shifts: Evidence from simulated data 0 0 1 74 0 0 3 257
Psychological Barriers and Price Clustering in Energy Futures 0 0 0 28 1 3 8 116
Psychological Barriers in Gold Prices 1 1 1 146 1 2 7 480
Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets 0 1 4 26 1 4 14 104
Return and Volatility Spillovers in Industrial Metals 0 0 0 13 0 1 9 52
Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence 1 2 8 42 2 8 27 265
Robust Global Stock Market Interdependencies 0 0 0 110 2 5 14 269
Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests 1 1 1 176 1 1 4 553
Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002 0 0 2 151 1 4 19 624
Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe 0 0 0 92 0 0 3 274
Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis 0 1 2 161 0 3 8 448
The Dynamics of Central European Equity Market Integration 0 0 0 7 0 0 6 63
The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees 0 0 0 68 0 1 4 256
The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998 0 0 2 196 0 1 5 619
The Financial Economics of Gold - a survey 0 1 12 163 1 9 48 245
The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests 0 0 1 1,059 2 6 19 4,040
The Global Preference for Dividends in Declining Markets 0 0 2 20 0 3 10 72
The Macroeconomic Determinants of Volatility in Precious Metals Markets 0 1 7 253 0 8 39 686
The journal quality perception gap 0 0 0 0 3 5 11 11
Volatility in the Gold Futures Market 0 0 0 322 1 3 12 857
WHAT DO THE IRISH KNOW ABOUT ECONOMICS 0 0 0 49 0 0 3 52
What determines the decision to apply for credit? Evidence for Eurozone SMEs 0 0 1 22 1 2 7 82
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 0 20 0 1 11 78
Total Working Papers 16 36 193 7,660 87 228 959 23,567


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 0 0 0 1 0 1 4 7
A power GARCH examination of the gold market 1 4 19 325 6 15 47 755
A psychological, attitudinal and professional profile of Irish economists 0 0 0 58 1 2 3 175
An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001 0 0 2 36 0 0 6 192
An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample? 0 0 1 14 0 4 11 84
An analysis of the intellectual structure of research on the financial economics of precious metals 0 1 8 8 1 4 18 23
An empirical study of multiple direct international listings 0 1 2 16 0 2 5 62
An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees 0 0 1 5 0 0 4 32
Anomalous daily seasonality in Ireland? 0 0 1 53 0 0 2 149
Are gold bugs coherent? 0 0 0 0 0 0 2 5
Are local or international influences responsible for the pre-holiday behaviour of Irish equities? 0 0 0 22 1 1 6 192
Asymmetric linkages among the fear index and emerging market volatility indices 1 1 3 10 4 7 21 59
Behavioral influences in non-ferrous metals prices 0 0 1 1 0 0 10 63
Bitcoin Futures—What use are they? 1 4 19 31 3 13 54 101
CEO social status and acquisitiveness 0 0 1 19 0 0 7 93
Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions 0 0 1 1 1 2 5 5
Capital Market Integration in the Middle East and North Africa 0 1 2 87 0 3 11 274
Comovements in government bond markets: A minimum spanning tree analysis 0 0 0 15 0 1 4 63
Contagion and interdependence: Measuring CEE banking sector co-movements 0 0 0 59 0 1 7 215
Cryptocurrencies and the downside risk in equity investments 0 0 0 0 1 6 10 10
Cryptocurrencies as a financial asset: A systematic analysis 6 20 69 95 20 56 223 318
Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position 0 1 3 3 0 7 19 19
Culture’s influences: An investigation of inter-country differences in capital structure 0 0 0 14 0 0 3 51
Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange 0 0 0 10 1 1 2 33
Datestamping the Bitcoin and Ethereum bubbles 3 6 20 47 9 27 94 169
Determinants of capital structure in Irish SMEs 0 0 2 194 3 7 37 694
Discouraged borrowers: Evidence for Eurozone SMEs 1 2 7 20 5 7 22 84
Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies 0 0 1 10 0 1 5 59
Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models 1 1 3 22 2 5 18 128
Do gold prices cause production costs? International evidence from country and company data 0 0 5 14 7 23 69 143
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world 0 0 4 58 1 2 15 211
Does intraday technical trading have predictive power in precious metal markets? 0 1 2 11 0 3 7 50
Does volume provide information? Evidence from the Irish Stock Market 0 0 0 44 0 0 9 141
Dynamics and determinants of spillovers across the option-implied volatilities of US equities 0 0 1 1 0 2 4 4
Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events 0 0 1 1 0 0 3 6
Dynamics of bond market integration between established and accession European Union countries 0 0 0 48 0 0 4 162
Efficiency in emerging markets--Evidence from the MENA region 0 0 1 123 0 2 8 376
Equity market integration in the Asia Pacific region: Evidence from discount factors 0 0 1 15 0 0 6 89
Exploring the dynamic relationships between cryptocurrencies and other financial assets 5 17 49 104 10 39 134 287
Financial integration and emerging markets capital structure 0 0 0 75 0 2 6 229
Flights and contagion--An empirical analysis of stock-bond correlations 4 7 30 158 8 17 60 429
Friday the 13th and the philosophical basis of financial economics 0 0 0 3 0 0 7 45
Friday the 13th: international evidence 0 0 0 68 6 30 71 550
Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry 1 2 10 120 3 5 42 320
Future directions in international financial integration research - A crowdsourced perspective 0 0 5 19 1 5 31 118
Globalisation, the Mobility of Skilled Workers, and Economic Growth: Constructing a Novel Brain Drain/Gain Index for European Countries 1 3 17 17 59 65 115 115
Gold and inflation(s) – A time-varying relationship 1 1 5 18 1 10 35 111
Gold and silver manipulation: What can be empirically verified? 0 0 0 11 2 3 14 78
Gold markets around the world - who spills over what, to whom, when? 0 0 1 18 0 1 9 65
Gravity and culture in foreign portfolio investment 0 3 21 87 0 11 52 313
Halloween or January? Yet another puzzle 1 1 5 37 5 9 22 155
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates 2 7 29 108 8 21 83 372
Herding behavior, market sentiment and volatility: Will the bubble resume? 1 2 13 31 3 8 41 115
Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis 0 1 1 1 1 5 6 6
High frequency volatility co-movements in cryptocurrency markets 1 1 6 6 3 7 34 38
How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective 0 4 13 13 1 9 33 33
Identifying the multiscale financial contagion in precious metal markets 0 0 6 8 0 3 15 23
International Portfolio Formation, Skewness & the Role of Gold 0 0 10 135 1 5 28 356
International equity market integration: Theory, evidence and implications 1 3 8 294 3 7 23 712
International financial integration 0 0 0 111 0 0 1 226
International financial integration 0 0 1 20 0 0 2 54
International influences on asset markets 0 0 0 24 0 0 3 55
International portfolio diversification: Is there a role for the Middle East and North Africa? 0 0 0 45 0 1 6 154
Investigating the determinants of banking coexceedances in Europe in the summer of 2008 0 0 0 15 0 0 1 83
Investigating the determinants of the Wednesday seasonal in Irish Equities 0 0 0 9 1 3 5 52
Irish economic association 0 0 0 7 0 0 2 48
Is Bitcoin a better safe-haven investment than gold and commodities? 2 6 26 36 10 49 113 144
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 1 4 16 207 7 22 68 702
Is gold a hedge against inflation? A wavelet time-scale perspective 0 3 5 9 0 4 14 45
Is the price of gold to gold mining stocks asymmetric? 0 0 1 12 2 3 11 45
Learning from the Irish Experience – A Clinical Case Study in Banking Failure 0 2 3 17 0 2 10 66
London or New York: where and when does the gold price originate? 0 1 1 8 0 1 5 44
Lunar seasonality in precious metal returns? 0 0 0 32 0 0 6 100
Market direction and moment seasonality: evidence from Irish equities 0 0 0 18 0 0 3 139
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 0 1 3 141
Measuring and managing integration: What do we know? 0 0 0 21 0 0 1 81
Monthly and semi-annual seasonality in the Irish equity market 1934-2000 0 0 0 55 1 1 3 204
Mood and UK equity pricing 0 0 0 32 0 2 3 122
On the economic determinants of the gold–inflation relation 1 4 12 47 1 7 24 141
Portfolio management under sudden changes in volatility and heterogeneous investment horizons 0 0 0 6 0 1 7 39
Preholiday calendar regularities in Ireland 0 0 0 6 0 0 1 34
Price and volatility spillovers across the international steam coal market 1 2 5 6 1 12 24 32
Psychological barriers in gold prices? 2 2 9 83 4 10 36 296
Psychological barriers in oil futures markets 2 3 5 14 2 8 27 107
Psychological price barriers in frontier equities 0 0 0 5 1 1 7 36
Real and financial aspects of financial integration 0 0 0 30 0 1 3 75
Reassessing co-movements among G7 equity markets: evidence from iShares 0 0 1 13 0 2 9 1,578
Reassessing the role of precious metals as safe havens–What colour is your haven and why? 2 5 12 13 2 11 38 67
Robust estimates of daily seasonality in the Irish equity market 0 0 0 33 0 0 1 142
Robust global mood influences in equity pricing 0 0 2 65 4 4 13 183
Robust global stock market interdependencies 0 0 0 23 1 2 9 116
Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests 1 3 3 81 1 5 9 248
Seasonality, risk and return in daily COMEX gold and silver data 1982-2002 0 0 1 96 2 3 5 485
Shift‐contagion Vulnerability in the MENA Stock Markets 0 0 0 72 0 0 3 204
Skewness and asymmetry in futures returns and volumes 0 0 0 22 0 0 3 90
Speculation or hedging in the Irish stock exchange 0 0 0 24 0 0 3 190
Spillovers, integration and causality in LME non-ferrous metal markets 0 0 3 3 5 13 25 25
Stylized facts of intraday precious metals 0 0 0 0 0 1 5 5
The Capital Markets of the Middle East and North African Region: Situation and Characteristics 0 0 0 71 0 0 5 201
The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests 0 0 0 25 0 0 4 87
The Global Preference for Dividends in Declining Markets 0 0 0 1 0 1 4 20
The Irish Economy: Three Strikes and You’re Out? 0 0 0 63 2 2 3 192
The Microstructure of the Irish Stock Market 0 0 0 7 0 0 5 34
The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies 3 6 8 8 22 40 56 56
The destabilising effects of cryptocurrency cybercriminality 1 2 3 3 4 7 18 18
The determinants of IPO withdrawal – Evidence from Europe 1 6 13 19 5 16 48 67
The dynamic linkages between crude oil and natural gas markets 0 0 1 18 1 4 18 111
The dynamics of Central European equity market comovements 0 0 2 60 0 2 8 155
The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100 1 1 1 9 1 1 3 41
The effectiveness of technical trading rules in cryptocurrency markets 0 6 8 8 5 12 19 19
The evolution of interdependence in world equity markets—Evidence from minimum spanning trees 0 0 0 6 0 0 3 32
The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note 0 0 1 67 0 1 6 246
The financial economics of gold — A survey 0 3 16 50 3 13 68 297
The financial economics of white precious metals — A survey 0 1 10 17 3 4 25 65
The impact of terrorism on European tourism 2 7 19 49 8 22 88 186
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 1 2 3 1 8 20 26
The journal quality perception gap 1 1 2 2 3 3 10 10
The macroeconomic determinants of volatility in precious metals markets 2 5 13 150 5 17 49 483
The relationship between implied volatility and cryptocurrency returns 0 3 4 4 0 6 9 9
The structure of gold and silver spread returns 0 0 0 17 1 3 5 57
The validity of Islamic art as an investment 0 0 0 5 1 1 4 48
The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages 0 1 1 1 0 4 6 6
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 2 8 11 4 12 39 50
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 1 2 7 0 2 11 31
Universities, knowledge exchange and policy: A comparative study of Ireland and the UK 0 0 0 1 0 0 4 13
Volatility in the gold futures market 0 0 0 48 1 1 7 178
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis 2 3 14 16 2 6 54 69
Was wine a premier cru investment? 2 3 5 28 3 6 16 78
Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence 0 0 1 100 1 3 10 388
What precious metals act as safe havens, and when? Some US evidence 0 1 7 57 4 9 27 147
Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector 0 0 4 4 2 5 26 26
Which precious metals spill over on which, when and why? Some evidence 0 0 1 4 0 2 6 44
Who Sets the Price of Gold? London or New York 0 0 0 10 0 0 3 50
Why investors should not be cautious about the academic approach to testing for stock market anomalies 0 0 0 50 0 0 3 250
Total Journal Articles 59 183 662 5,206 308 850 2,848 20,154


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamics of Bond Market Integration between Established and New European Union Countries 0 0 0 0 0 0 3 5
World Metal Markets 0 0 2 8 0 0 5 42
Total Chapters 0 0 2 8 0 0 8 47


Statistics updated 2021-01-03