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 1 208
An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees 0 0 0 49 0 1 5 156
An analysis of the intellectual structure of research on the financial economics of precious metals 0 0 0 0 2 4 4 4
An empirical investigation of the financial growth life cycle 0 0 1 14 0 0 6 52
Are Local or International influences responsible for the pre-holiday behaviour of Irish equities? 0 0 0 36 0 0 1 138
Behavioral Influences in Non-Ferrous Metals Prices 0 0 0 28 1 6 13 70
CEE Banking Sector Co-Movement: Contagion or Interdependence? 0 0 0 160 0 1 2 505
Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis 0 0 0 161 1 2 7 622
Contagion and interdependence: measuring CEE banking sector co-movements 0 0 0 104 1 2 3 370
Culture and capital structure in small and medium sized firms 1 1 6 123 1 1 11 468
Determinants of capital structure in Irish SMEs 1 2 6 28 1 4 18 109
Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models 0 0 1 62 1 1 2 251
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world 0 0 0 22 0 0 4 88
Dynamics of Bond Market Integration between Existing And Accession EU Countries 0 0 0 150 0 1 3 394
Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events 0 0 4 493 0 3 12 1,173
Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time 0 0 1 48 0 0 1 126
Emerging Markets Capital Structure and Financial Integration 0 0 0 18 0 1 2 72
Emerging Markets Variance Shocks: Local or International in Origin? 0 0 1 62 0 0 5 198
Equity Markets and Economic Development: What Do We Know 0 0 0 93 0 0 0 237
Equity market integration in the Middle East and North Africa: in search for diversification benefits 0 0 0 172 0 0 1 428
Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa 0 0 2 200 0 0 3 528
Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations 0 1 6 234 1 3 11 601
Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract 0 0 0 18 0 0 2 95
Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry 0 1 17 297 4 8 53 980
Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies 0 0 3 182 1 1 6 356
Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis 0 0 0 114 0 1 4 317
Integration among G7 Equity Market: Evidence from iShares 0 0 0 66 0 0 3 307
International Portfolio Formation, Skewness & the Role of Gold 1 2 6 235 1 2 13 596
Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008 0 0 3 37 3 6 21 172
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2 5 9 637 3 7 38 1,602
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 6 287
London or New York: where and when does the gold price originate? 1 1 2 36 1 3 5 134
Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits 0 0 0 20 0 0 1 8
Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations 0 0 0 10 0 0 2 37
Portfolio allocations in the Middle East and North Africa 0 0 0 91 2 2 3 233
Portfolio management implications of volatility shifts: Evidence from simulated data 0 0 0 73 0 0 0 253
Portfolio management implications of volatility shifts: Evidence from simulated data 0 0 1 123 0 0 1 346
Psychological Barriers and Price Clustering in Energy Futures 0 0 2 28 0 0 7 104
Psychological Barriers in Gold Prices 0 0 2 145 0 0 8 466
Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets 0 0 2 22 1 2 9 87
Return and Volatility Spillovers in Industrial Metals 0 0 3 13 0 1 7 39
Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence 0 0 1 33 0 2 31 230
Robust Global Stock Market Interdependencies 0 0 0 110 1 2 4 253
Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests 0 0 1 175 0 0 3 542
Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002 0 0 1 149 2 4 10 602
Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe 0 0 0 92 1 1 1 270
Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis 0 1 2 159 0 1 9 438
The Dynamics of Central European Equity Market Integration 0 0 0 7 0 0 1 57
The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees 1 1 1 68 2 2 4 251
The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998 0 0 0 194 0 0 0 614
The Financial Economics of Gold - a survey 2 3 14 149 3 9 39 180
The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests 0 0 5 1,057 0 4 28 4,008
The Global Preference for Dividends in Declining Markets 0 0 0 18 0 1 4 60
The Macroeconomic Determinants of Volatility in Precious Metals Markets 0 0 0 244 3 5 12 637
Volatility in the Gold Futures Market 0 0 1 320 0 0 6 833
WHAT DO THE IRISH KNOW ABOUT ECONOMICS 1 1 2 48 1 1 4 48
What determines the decision to apply for credit? Evidence for Eurozone SMEs 0 0 4 21 2 2 8 74
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 0 20 0 1 6 60
Total Working Papers 10 19 110 7,442 40 98 474 22,374


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 0 0 2
A power GARCH examination of the gold market 2 5 14 301 7 17 40 689
A psychological, attitudinal and professional profile of Irish economists 0 0 0 58 0 0 0 170
An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001 0 0 0 34 0 1 4 183
An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample? 0 0 2 12 0 0 4 71
An empirical study of multiple direct international listings 1 1 2 13 2 2 4 55
An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees 0 0 0 3 1 2 3 27
Anomalous daily seasonality in Ireland? 0 0 0 52 0 0 1 145
Are gold bugs coherent? 0 0 0 0 0 0 0 1
Are local or international influences responsible for the pre-holiday behaviour of Irish equities? 0 0 0 22 2 3 7 184
Asymmetric linkages among the fear index and emerging market volatility indices 0 2 5 5 0 5 23 23
Behavioral influences in non-ferrous metals prices 0 0 0 0 0 0 7 46
Bitcoin Futures—What use are they? 1 7 11 11 2 11 26 26
CEO social status and acquisitiveness 0 0 2 18 0 1 10 84
Capital Market Integration in the Middle East and North Africa 0 0 2 85 0 2 10 260
Comovements in government bond markets: A minimum spanning tree analysis 0 0 2 13 3 3 7 53
Contagion and interdependence: Measuring CEE banking sector co-movements 0 0 1 59 0 0 2 206
Cryptocurrencies as a financial asset: A systematic analysis 2 6 6 6 11 25 36 36
Culture’s influences: An investigation of inter-country differences in capital structure 0 1 1 14 0 1 5 47
Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange 0 0 0 10 0 0 1 30
Datestamping the Bitcoin and Ethereum bubbles 2 8 15 15 4 13 42 42
Determinants of capital structure in Irish SMEs 1 4 10 190 5 10 43 640
Discouraged borrowers: Evidence for Eurozone SMEs 0 1 2 11 0 3 12 52
Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies 0 1 2 9 0 1 3 53
Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models 0 0 6 17 0 0 11 102
Do gold prices cause production costs? International evidence from country and company data 0 0 1 8 0 4 13 62
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world 0 0 3 53 0 3 11 189
Does intraday technical trading have predictive power in precious metal markets? 0 1 8 9 3 7 22 29
Does volume provide information? Evidence from the Irish Stock Market 0 0 1 44 0 0 4 130
Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events 0 0 1 17 0 0 1 76
Dynamics of bond market integration between established and accession European Union countries 0 0 0 47 1 1 4 156
Efficiency in emerging markets--Evidence from the MENA region 0 0 2 122 1 3 12 362
Equity market integration in the Asia Pacific region: Evidence from discount factors 0 0 0 14 0 1 1 83
Exploring the dynamic relationships between cryptocurrencies and other financial assets 8 13 37 41 13 24 85 108
Financial integration and emerging markets capital structure 0 0 0 75 0 1 4 219
Flights and contagion--An empirical analysis of stock-bond correlations 2 4 13 127 6 10 37 351
Friday the 13th and the philosophical basis of financial economics 0 0 1 3 1 2 5 35
Friday the 13th: international evidence 0 0 0 67 0 1 2 478
Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry 2 24 44 105 7 34 85 256
Future directions in international financial integration research - A crowdsourced perspective 0 0 10 12 4 8 60 75
Gold and inflation(s) – A time-varying relationship 0 0 8 11 3 11 38 55
Gold and silver manipulation: What can be empirically verified? 0 0 2 11 1 4 16 56
Gold markets around the world - who spills over what, to whom, when? 0 0 3 17 1 3 11 56
Gravity and culture in foreign portfolio investment 1 1 5 62 5 6 25 248
Halloween or January? Yet another puzzle 0 1 5 30 0 2 14 129
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates 1 5 12 78 3 17 55 272
Herding behavior, market sentiment and volatility: Will the bubble resume? 0 1 5 12 0 4 32 58
Identifying the multiscale financial contagion in precious metal markets 1 1 1 1 2 3 3 3
International Portfolio Formation, Skewness & the Role of Gold 0 0 4 123 0 6 23 324
International equity market integration: Theory, evidence and implications 0 2 12 280 3 8 28 677
International financial integration 0 0 0 19 0 0 1 52
International financial integration 0 0 0 111 0 0 0 225
International influences on asset markets 0 0 0 24 0 0 2 52
International portfolio diversification: Is there a role for the Middle East and North Africa? 0 0 0 45 0 0 2 146
Investigating the determinants of banking coexceedances in Europe in the summer of 2008 0 0 0 15 1 2 2 77
Investigating the determinants of the Wednesday seasonal in Irish Equities 0 0 0 9 0 0 0 45
Irish economic association 0 0 0 7 0 0 3 46
Is Bitcoin a better safe-haven investment than gold and commodities? 4 4 4 4 9 12 12 12
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 0 4 14 189 4 15 70 618
Is gold a hedge against inflation? A wavelet time-scale perspective 0 0 3 3 1 6 19 24
Is the price of gold to gold mining stocks asymmetric? 0 1 2 11 1 4 8 31
Learning from the Irish Experience – A Clinical Case Study in Banking Failure 0 0 0 13 0 0 7 52
London or New York: where and when does the gold price originate? 0 0 0 7 0 0 2 38
Lunar seasonality in precious metal returns? 0 0 2 31 0 0 5 90
Market direction and moment seasonality: evidence from Irish equities 0 0 0 18 0 1 4 135
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 0 0 3 138
Measuring and managing integration: What do we know? 0 0 0 21 0 0 1 79
Monthly and semi-annual seasonality in the Irish equity market 1934-2000 0 0 0 55 1 1 2 199
Mood and UK equity pricing 0 0 1 32 0 1 3 118
On the economic determinants of the gold–inflation relation 0 1 8 33 2 6 26 110
Portfolio management under sudden changes in volatility and heterogeneous investment horizons 0 0 0 6 0 0 1 31
Preholiday calendar regularities in Ireland 0 0 0 6 0 0 1 33
Price and volatility spillovers across the international steam coal market 0 0 0 0 0 2 3 3
Psychological barriers in gold prices? 1 4 14 72 2 8 32 247
Psychological barriers in oil futures markets 0 0 1 8 1 2 12 66
Psychological price barriers in frontier equities 0 0 0 5 2 4 10 28
Real and financial aspects of financial integration 0 0 0 30 0 0 1 72
Reassessing co-movements among G7 equity markets: evidence from iShares 0 0 1 12 0 0 16 1,564
Reassessing the role of precious metals as safe havens–What colour is your haven and why? 0 0 1 1 5 10 14 14
Robust estimates of daily seasonality in the Irish equity market 0 0 0 33 0 0 0 137
Robust global mood influences in equity pricing 0 0 3 59 0 2 18 162
Robust global stock market interdependencies 0 0 0 23 1 2 9 101
Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests 0 1 3 78 1 2 9 235
Seasonality, risk and return in daily COMEX gold and silver data 1982-2002 0 0 1 95 2 2 6 475
Shift‐contagion Vulnerability in the MENA Stock Markets 0 0 0 72 1 1 4 198
Skewness and asymmetry in futures returns and volumes 0 0 2 22 0 0 3 81
Speculation or hedging in the Irish stock exchange 0 0 0 24 0 1 3 186
The Capital Markets of the Middle East and North African Region: Situation and Characteristics 0 0 0 71 1 2 5 194
The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests 0 0 0 25 0 0 2 83
The Global Preference for Dividends in Declining Markets 0 0 1 1 0 0 3 12
The Irish Economy: Three Strikes and You’re Out? 0 0 4 63 1 1 10 178
The Microstructure of the Irish Stock Market 0 0 1 7 0 0 1 23
The Role of Feelings in Investor Decision-Making 0 0 0 181 0 2 7 511
The determinants of IPO withdrawal – Evidence from Europe 1 1 1 1 4 6 6 6
The dynamic linkages between crude oil and natural gas markets 1 1 8 15 2 8 36 83
The dynamics of Central European equity market comovements 0 0 0 58 1 1 2 146
The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100 0 0 0 8 0 0 0 38
The evolution of interdependence in world equity markets—Evidence from minimum spanning trees 0 0 1 6 2 2 5 28
The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note 0 0 0 65 0 0 5 238
The financial economics of gold — A survey 0 2 8 30 1 5 47 214
The financial economics of white precious metals — A survey 0 0 3 6 0 1 13 34
The impact of terrorism on European tourism 3 8 12 12 4 13 22 22
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 0 0 0 2 2 2 2
The macroeconomic determinants of volatility in precious metals markets 1 3 8 133 4 11 37 423
The structure of gold and silver spread returns 0 0 2 17 0 1 5 52
The validity of Islamic art as an investment 0 0 0 4 0 2 11 41
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 0 0 0 2 2 2 2
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 1 1 3 3 2 4 10 10
Universities, knowledge exchange and policy: A comparative study of Ireland and the UK 0 0 0 1 0 0 2 5
Volatility in the gold futures market 0 0 0 48 0 1 5 170
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis 0 0 0 0 1 1 1 1
Was wine a premier cru investment? 0 3 10 22 1 6 16 55
Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence 0 0 3 99 0 1 8 374
What precious metals act as safe havens, and when? Some US evidence 1 1 8 45 1 2 17 105
Which precious metals spill over on which, when and why? Some evidence 0 0 0 2 0 0 3 35
Who Sets the Price of Gold? London or New York 0 0 1 10 3 3 9 46
Why investors should not be cautious about the academic approach to testing for stock market anomalies 0 0 0 49 0 0 2 245
Total Journal Articles 37 124 395 4,568 157 424 1,500 17,010


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 0 1
World Metal Markets 0 0 0 5 0 0 11 34
Total Chapters 0 0 0 5 0 0 11 35


Statistics updated 2019-09-09