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 1 2 209
An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees 0 0 1 50 1 2 9 160
An analysis of the intellectual structure of research on the financial economics of precious metals 0 0 0 0 3 7 12 12
An empirical investigation of the financial growth life cycle 0 0 1 14 1 3 8 55
Are Local or International influences responsible for the pre-holiday behaviour of Irish equities? 0 0 0 36 0 1 2 139
Behavioral Influences in Non-Ferrous Metals Prices 0 1 1 29 0 4 15 74
CEE Banking Sector Co-Movement: Contagion or Interdependence? 0 0 0 160 0 3 4 508
Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis 0 0 0 161 1 1 8 625
Contagion and interdependence: measuring CEE banking sector co-movements 0 0 0 104 1 2 5 373
Culture and capital structure in small and medium sized firms 0 2 7 126 0 6 14 475
Determinants of capital structure in Irish SMEs 0 0 4 28 1 4 21 115
Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models 0 0 1 62 0 1 4 253
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world 0 0 0 22 1 4 5 92
Dynamics of Bond Market Integration between Existing And Accession EU Countries 0 0 0 150 1 2 3 396
Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events 0 0 2 493 0 5 14 1,179
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 1 2 4 74
Equity Markets and Economic Development: What Do We Know 0 0 0 93 0 1 2 239
Equity market integration in the Middle East and North Africa: in search for diversification benefits 0 0 0 172 0 0 0 428
Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa 0 2 4 202 1 3 5 531
Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations 0 2 4 236 0 4 9 606
Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract 0 0 0 18 0 0 3 96
Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry 1 1 11 298 2 9 40 991
Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies 0 0 3 182 0 2 9 360
Integration Of Smaller European Equity Markets: A Time-Varying Integration Score Analysis 0 0 0 114 1 3 6 320
Integration among G7 Equity Market: Evidence from iShares 0 0 0 66 0 5 7 312
International Portfolio Formation, Skewness & the Role of Gold 0 1 6 237 0 5 12 602
Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008 0 0 1 37 2 4 19 178
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 1 2 11 640 3 9 41 1,614
Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998 0 0 0 116 0 1 5 288
London or New York: where and when does the gold price originate? 0 0 2 37 0 1 5 136
Long run Equity Market Linkages in the Middle East and North Africa: in Search for Diversification Benefits 0 0 0 20 0 1 2 9
Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations 0 0 0 10 0 1 1 38
Portfolio allocations in the Middle East and North Africa 0 0 0 91 5 5 9 239
Portfolio management implications of volatility shifts: Evidence from simulated data 0 0 0 123 0 0 0 346
Psychological Barriers and Price Clustering in Energy Futures 0 0 2 28 1 3 9 108
Psychological Barriers in Gold Prices 0 0 1 145 1 4 13 473
Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets 0 0 1 22 1 2 9 90
Return and Volatility Spillovers in Industrial Metals 0 0 3 13 3 4 10 43
Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence 1 1 2 34 4 7 23 238
Robust Global Stock Market Interdependencies 0 0 0 110 0 2 5 255
Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests 0 0 0 175 0 6 7 549
Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002 0 0 0 149 1 3 10 605
Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe 0 0 0 92 0 1 2 271
Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis 0 0 2 159 0 1 8 440
The Dynamics of Central European Equity Market Integration 0 0 0 7 0 0 0 57
The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees 0 0 1 68 1 1 5 252
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 1 2 10 151 4 13 41 197
The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests 0 0 1 1,058 2 9 27 4,021
The Global Preference for Dividends in Declining Markets 0 0 0 18 0 1 4 62
The Macroeconomic Determinants of Volatility in Precious Metals Markets 1 2 2 246 2 6 20 647
Volatility in the Gold Futures Market 1 2 3 322 4 10 16 845
WHAT DO THE IRISH KNOW ABOUT ECONOMICS 1 1 3 49 1 1 5 49
What determines the decision to apply for credit? Evidence for Eurozone SMEs 0 0 4 21 0 1 9 75
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence 0 0 0 20 2 6 8 67
Total Working Papers 7 19 95 7,332 52 183 537 22,156


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 1 1 1 3
A power GARCH examination of the gold market 1 3 15 306 4 15 51 708
A psychological, attitudinal and professional profile of Irish economists 0 0 0 58 1 2 2 172
An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001 0 0 0 34 2 3 5 186
An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample? 0 1 3 13 1 2 5 73
An empirical study of multiple direct international listings 0 0 2 14 0 1 5 57
An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees 0 0 1 4 0 0 3 28
Anomalous daily seasonality in Ireland? 0 0 0 52 0 2 2 147
Are gold bugs coherent? 0 0 0 0 0 2 2 3
Are local or international influences responsible for the pre-holiday behaviour of Irish equities? 0 0 0 22 1 2 6 186
Asymmetric linkages among the fear index and emerging market volatility indices 0 1 7 7 4 11 38 38
Behavioral influences in non-ferrous metals prices 0 0 0 0 1 6 9 53
Bitcoin Futures—What use are they? 0 1 12 12 2 16 47 47
CEO social status and acquisitiveness 0 0 1 18 0 2 9 86
Capital Market Integration in the Middle East and North Africa 0 0 2 85 0 3 8 263
Comovements in government bond markets: A minimum spanning tree analysis 1 2 4 15 2 5 11 59
Contagion and interdependence: Measuring CEE banking sector co-movements 0 0 1 59 0 2 4 208
Cryptocurrencies as a financial asset: A systematic analysis 7 16 26 26 19 47 95 95
Culture’s influences: An investigation of inter-country differences in capital structure 0 0 1 14 0 1 5 48
Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange 0 0 0 10 1 1 1 31
Datestamping the Bitcoin and Ethereum bubbles 3 8 25 27 5 23 71 75
Determinants of capital structure in Irish SMEs 1 2 8 192 3 10 46 657
Discouraged borrowers: Evidence for Eurozone SMEs 0 1 4 13 1 6 19 62
Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies 0 0 2 9 0 0 3 54
Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models 1 1 6 19 2 4 16 110
Do gold prices cause production costs? International evidence from country and company data 1 1 2 9 6 12 24 74
Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world 0 1 4 54 1 6 17 196
Does intraday technical trading have predictive power in precious metal markets? 0 0 1 9 2 10 26 43
Does volume provide information? Evidence from the Irish Stock Market 0 0 0 44 1 1 4 132
Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events 0 0 1 17 1 2 4 79
Dynamics of bond market integration between established and accession European Union countries 1 1 1 48 1 2 6 158
Efficiency in emerging markets--Evidence from the MENA region 0 0 1 122 2 4 13 368
Equity market integration in the Asia Pacific region: Evidence from discount factors 0 0 0 14 0 0 1 83
Exploring the dynamic relationships between cryptocurrencies and other financial assets 3 9 41 55 11 32 102 153
Financial integration and emerging markets capital structure 0 0 0 75 0 4 6 223
Flights and contagion--An empirical analysis of stock-bond correlations 1 1 12 128 2 17 46 369
Friday the 13th and the philosophical basis of financial economics 0 0 1 3 0 2 8 38
Friday the 13th: international evidence 0 1 1 68 0 1 3 479
Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry 1 2 36 110 1 14 82 278
Future directions in international financial integration research - A crowdsourced perspective 0 1 4 14 2 9 37 87
Gold and inflation(s) – A time-varying relationship 0 1 7 13 3 16 49 76
Gold and silver manipulation: What can be empirically verified? 0 0 0 11 4 8 14 64
Gold markets around the world - who spills over what, to whom, when? 0 0 0 17 0 0 5 56
Gravity and culture in foreign portfolio investment 0 3 7 66 4 12 27 261
Halloween or January? Yet another puzzle 0 1 4 32 1 3 13 133
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates 0 1 12 79 2 15 60 289
Herding behavior, market sentiment and volatility: Will the bubble resume? 1 3 9 18 3 9 37 74
Identifying the multiscale financial contagion in precious metal markets 1 1 2 2 1 5 8 8
International Portfolio Formation, Skewness & the Role of Gold 0 2 3 125 0 4 15 328
International equity market integration: Theory, evidence and implications 1 4 12 286 2 7 29 689
International financial integration 0 0 0 111 0 0 0 225
International financial integration 0 0 0 19 0 0 1 52
International influences on asset markets 0 0 0 24 0 0 1 52
International portfolio diversification: Is there a role for the Middle East and North Africa? 0 0 0 45 0 1 3 148
Investigating the determinants of banking coexceedances in Europe in the summer of 2008 0 0 0 15 1 3 7 82
Investigating the determinants of the Wednesday seasonal in Irish Equities 0 0 0 9 1 1 2 47
Irish economic association 0 0 0 7 0 0 0 46
Is Bitcoin a better safe-haven investment than gold and commodities? 0 3 10 10 3 13 31 31
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 1 1 11 191 2 10 65 634
Is gold a hedge against inflation? A wavelet time-scale perspective 0 0 3 4 0 4 23 31
Is the price of gold to gold mining stocks asymmetric? 0 0 2 11 0 3 9 34
Learning from the Irish Experience – A Clinical Case Study in Banking Failure 0 0 1 14 1 1 6 56
London or New York: where and when does the gold price originate? 0 0 0 7 0 1 2 39
Lunar seasonality in precious metal returns? 0 1 3 32 0 3 8 94
Market direction and moment seasonality: evidence from Irish equities 0 0 0 18 0 1 4 136
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 0 0 2 138
Measuring and managing integration: What do we know? 0 0 0 21 0 1 1 80
Monthly and semi-annual seasonality in the Irish equity market 1934-2000 0 0 0 55 0 2 3 201
Mood and UK equity pricing 0 0 1 32 1 1 3 119
On the economic determinants of the gold–inflation relation 1 1 6 35 2 4 21 117
Portfolio management under sudden changes in volatility and heterogeneous investment horizons 0 0 0 6 1 1 2 32
Preholiday calendar regularities in Ireland 0 0 0 6 0 0 0 33
Price and volatility spillovers across the international steam coal market 0 1 1 1 2 3 8 8
Psychological barriers in gold prices? 0 2 13 74 5 10 38 260
Psychological barriers in oil futures markets 0 1 2 9 2 8 20 80
Psychological price barriers in frontier equities 0 0 0 5 0 1 7 29
Real and financial aspects of financial integration 0 0 0 30 0 0 0 72
Reassessing co-movements among G7 equity markets: evidence from iShares 0 0 1 12 1 4 18 1,569
Reassessing the role of precious metals as safe havens–What colour is your haven and why? 0 0 1 1 6 14 29 29
Robust estimates of daily seasonality in the Irish equity market 0 0 0 33 0 2 4 141
Robust global mood influences in equity pricing 3 4 6 63 3 8 18 170
Robust global stock market interdependencies 0 0 0 23 1 4 13 107
Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests 0 0 2 78 1 4 10 239
Seasonality, risk and return in daily COMEX gold and silver data 1982-2002 0 0 1 95 2 5 10 480
Shift‐contagion Vulnerability in the MENA Stock Markets 0 0 0 72 0 1 4 201
Skewness and asymmetry in futures returns and volumes 0 0 2 22 0 6 8 87
Speculation or hedging in the Irish stock exchange 0 0 0 24 0 1 2 187
The Capital Markets of the Middle East and North African Region: Situation and Characteristics 0 0 0 71 1 2 5 196
The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests 0 0 0 25 0 0 1 83
The Global Preference for Dividends in Declining Markets 0 0 0 1 1 3 5 16
The Irish Economy: Three Strikes and You’re Out? 0 0 3 63 0 7 16 189
The Microstructure of the Irish Stock Market 0 0 0 7 2 6 6 29
The Role of Feelings in Investor Decision-Making 0 0 0 181 0 1 6 512
The determinants of IPO withdrawal – Evidence from Europe 1 4 6 6 3 10 19 19
The dynamic linkages between crude oil and natural gas markets 0 1 6 17 0 8 33 93
The dynamics of Central European equity market comovements 0 0 0 58 0 1 2 147
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 0 1 5 29
The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note 1 1 1 66 1 2 4 240
The financial economics of gold — A survey 1 4 8 34 2 10 35 229
The financial economics of white precious metals — A survey 0 1 3 7 1 4 9 40
The impact of terrorism on European tourism 4 14 30 30 16 66 98 98
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets 0 1 1 1 2 4 6 6
The macroeconomic determinants of volatility in precious metals markets 0 2 11 137 3 7 38 434
The structure of gold and silver spread returns 0 0 0 17 0 0 1 52
The validity of Islamic art as an investment 0 1 1 5 0 2 9 44
Trading volume and the predictability of return and volatility in the cryptocurrency market 2 3 3 3 3 7 11 11
Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis 0 2 5 5 1 10 20 20
Universities, knowledge exchange and policy: A comparative study of Ireland and the UK 0 0 0 1 0 2 5 9
Volatility in the gold futures market 0 0 0 48 0 0 4 171
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis 0 2 2 2 3 9 15 15
Was wine a premier cru investment? 1 1 9 23 2 5 20 62
Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence 0 0 2 99 1 3 10 378
What precious metals act as safe havens, and when? Some US evidence 2 4 9 50 6 12 23 120
Which precious metals spill over on which, when and why? Some evidence 1 1 1 3 2 2 4 38
Who Sets the Price of Gold? London or New York 0 0 0 10 0 1 5 47
Why investors should not be cautious about the academic approach to testing for stock market anomalies 0 1 1 50 0 2 4 247
Total Journal Articles 42 126 450 4,742 185 670 1,902 17,885


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 1 1 2
World Metal Markets 0 1 1 6 1 2 7 37
Total Chapters 0 1 1 6 1 3 8 39


Statistics updated 2020-01-03