Brian M. Lucey
Personal Details
First Name: Brian
Middle Name: M.
Last Name: Lucey
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RePEc Short-ID: plu85
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Postal Address:
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Affiliation
(in no particular order)Institute for International Integration Studies (IIIS)
Location: Dublin, Ireland
Trinity College Dublin
Homepage: http://www.tcd.ie/iiis/
Email:
Phone: 00 353 1 6083887
Fax: 00 353 1 6083939
Postal: The Sutherland Centre, Level 6, Arts Building, Trinity College Dublin, Dublin 2
Handle: RePEc:edi:cetcdie (more details at EDIRC)School of Business
Location: Dublin, Ireland
Trinity College Dublin
Homepage: http://www.tcd.ie/business
Email:
Phone: +353-1-8962707
Fax: +353-1-6799503
Postal: Trintity College, Dublin 2
Handle: RePEc:edi:sbtcdie (more details at EDIRC)
Lists
This author is featured on the following reading lists, publication compilations or Wikipedia entries:Works
Working papers
- Brian M Lucey & Cal Muckley, 2011.
"Robust Global Stock Market Interdependencies,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp353, IIIS.
- Lucey, Brian M. & Muckley, Cal, 2011. "Robust global stock market interdependencies," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 215-224, August.
- Brian M. Lucey, QiYu Zhang* School of Business, Trinity College Dublin, Ireland, 2009.
"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
iiisdp304, IIIS.
- Lucey, Brian M. & Zhang, QiYu, 2010. "Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world," Emerging Markets Review, Elsevier, vol. 11(1), pages 62-78, March.
- Brian M. Lucey, QiYu Zhang* School of Business, Trinity College Dublin, Ireland, 2009. "Emerging Markets Capital Structure and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp305, IIIS.
- Brian Lucey* School of Business and Institute for International Integration Studies,Trinity College Dublin Aleksandar Ševic, School of Business, Trinity College Dublin, 2009.
"Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp301, IIIS.
- Lucey, Brian & Sevic, Aleksandar, 2010. "Investigating the determinants of banking coexceedances in Europe in the summer of 2008," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 275-283, July.
- Brian Lucey, Ali Nejadmalayeri and Manohar Singh, 2008. "Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies," The Institute for International Integration Studies Discussion Paper Series iiisdp240, IIIS.
- Leyuan You and Brian Lucey, 2008. "An Empirical Study of Multiple Listings," The Institute for International Integration Studies Discussion Paper Series iiisdp273, IIIS.
- Viviana Fernández & Brian M. Lucey, 2008. "Emerging Markets Variance Shocks: Local or International in Origin?," Documentos de Trabajo 251, Centro de Economía Aplicada, Universidad de Chile.
- Brian M Lucey and Alexander Eastman, 2008. "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 iiisdp260, IIIS.
- Jonathan A. Batten, Cetin Ciner and Brian M. Lucey, 2008.
"The Macroeconomic Determinants of Volatility in Precious Metals Markets,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp255, IIIS.
- Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2010. "The macroeconomic determinants of volatility in precious metals markets," Resources Policy, Elsevier, vol. 35(2), pages 65-71, June.
- Claire G. Gilmore & Brian Lucey & Marian Boscia, 2007. "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 iiisdp223, IIIS.
- Jonathan A. Batten & Brian M. Lucey, 2007.
"Volatility in the Gold Futures Market,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp225, IIIS.
- Jonathan Andrew Batten & Brian Lucey, 2010. "Volatility in the gold futures market," Applied Economics Letters, Taylor and Francis Journals, vol. 17(2), pages 187-190.
- Dirk G. Baur & Brian M. Lucey, 2007.
"Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp198, IIIS.
- Dirk G. Baur & Brian M. Lucey, 2010. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Financial Review, Eastern Finance Association, vol. 45(2), pages 217-229, 05.
- Viviana Fernandez & Brian M. Lucey, 2006.
"Portfolio management implications of volatility shifts: Evidence from simulated data,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp131, IIIS.
- Viviana Fernandez & Brian M Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," Documentos de Trabajo 219, Centro de Economía Aplicada, Universidad de Chile.
- Ricardo Coehlo & Claire Gilmore & Brian M. Lucey, 2006.
"The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp142, IIIS.
- Coelho, Ricardo & Gilmore, Claire G. & Lucey, Brian & Richmond, Peter & Hutzler, Stefan, 2007. "The evolution of interdependence in world equity markets—Evidence from minimum spanning trees," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 455-466.
- Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS.
- Dirk Baur & Brian M. Lucey, 2006. "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series iiisdp122, IIIS.
- Thomas Lagoarde-Segot & Brian Lucey, 2006. "Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp114, IIIS.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Equity Markets and Economic Development: What Do We Know," The Institute for International Integration Studies Discussion Paper Series iiisdp182, IIIS.
- Jokipii , Terhi & Lucey, Brian, 2006.
"Contagion and interdependence: measuring CEE banking sector co-movements,"
Research Discussion Papers
15/2006, Bank of Finland.
- Jokipii, Terhi & Lucey, Brian, 2007. "Contagion and interdependence: Measuring CEE banking sector co-movements," Economic Systems, Elsevier, vol. 31(1), pages 71-96, March.
- Thomass Lagoardde-Segot & Brian M. Lucey, 2006. "Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe," The Institute for International Integration Studies Discussion Paper Series iiisdp172, IIIS.
- Gregory Birg & Brian M. Lucey, 2006. "Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp136, IIIS.
- Brian Lucey & Edel Tully, 2005. "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 iiisdp055, IIIS.
- M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition.
- Brian Lucey & Edel Tully, 2005.
"Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp057, IIIS.
- Brian Lucey & Edel Tully, 2006. "Seasonality, risk and return in daily COMEX gold and silver data 1982-2002," Applied Financial Economics, Taylor and Francis Journals, vol. 16(4), pages 319-333.
- Terhi Jokipii & Brian Lucey, 2005.
"CEE Banking Sector Co-Movement: Contagion or Interdependence?,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp077, IIIS.
- Mahua Barari & Brian Lucey & Svitlana Voronkova, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp078, IIIS.
- Thomas Lagoarde Segot & Brian M Lucey, 2005. "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 iiisdp92, IIIS.
- Brian Lucey & Svitlana Voronkova, 2005. "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 iiisdp054, IIIS.
- Claire G.Gilmore & Brian Lucey & Ginette M.McManus, 2005. "The Dynamics of Central European Equity Market Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp069, IIIS.
- Brian Lucey & Raj Aggarwal, 2005.
"Psychological Barriers in Gold Prices,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp053, IIIS.
- Aggarwal, Raj & Lucey, Brian M., 2007. "Psychological barriers in gold prices?," Review of Financial Economics, Elsevier, vol. 16(2), pages 217-230.
- Brian M Lucey & Edel Tully & Valerio Poti, 2005.
"International Portfolio Formation, Skewness & the Role of Gold,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp030, IIIS.
- Brian M Lucey, Valerio Poti, Edel Tully, 2006. "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(1), pages 49-68, June.
- Brian Lucey & Edel Tully, 2005.
"Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp056, IIIS.
- Brian Lucey, 2005. "Are local or international influences responsible for the pre-holiday behaviour of Irish equities?," Applied Financial Economics, Taylor and Francis Journals, vol. 15(6), pages 381-389.
- Brian M Lucey & Suk-Joong Kim & Eliza Wu, 2005. "Dynamics of Bond Market Integration between Existing And Accession EU Countries," The Institute for International Integration Studies Discussion Paper Series iiisdp025, IIIS.
- Cal Muckley & Raj Aggarwal & Brian Lucey, 2005. "Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time," Money Macro and Finance (MMF) Research Group Conference 2005 48, Money Macro and Finance Research Group.
- Brian Lucey & Thomas Lagoarde-Segot, 2005. "Equity market integration in the Middle East and North Africa: in search for diversification benefits," The Institute for International Integration Studies Discussion Paper Series iiisdp071, IIIS.
- Przemyslaw Repetowicz & Brian Lucey & Peter Richmond, 2004. "Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations," Papers cond-mat/0408292, arXiv.org, revised Sep 2004.
- Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS.
- Brian Lucey & Michael Dowling, . "Psychological Barriers and Price Clustering in Energy Futures," The Institute for International Integration Studies Discussion Paper Series iiisdp405, IIIS.
- Brian Lucey & Grace Loring, . "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 iiisdp404, IIIS.
- Brian Lucey & Charles Larkin, . "London or New York: where and when does the gold price originate?," The Institute for International Integration Studies Discussion Paper Series iiisdp410, IIIS.
- Brian Lucey & Fergal A. O'connor, . "Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models," The Institute for International Integration Studies Discussion Paper Series iiisdp418, IIIS.
- Brian Lucey & Javier Sánchez-Vidal & Ciaran MacAnBhaird & Constantin Gurdgiev, . "What determines the decision to apply for credit? Evidence for Eurozone SMEs," The Institute for International Integration Studies Discussion Paper Series iiisdp415, IIIS.
- Brian Lucey & Charles Larkin, . "Risk Tolerance and Demographic Characteristics: Preliminary Irish Evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp406, IIIS.
- Brian Lucey & Colm KEarney & Ciaran MacAnBhaird, . "Culture and capital structure in small and medium sized firms," The Institute for International Integration Studies Discussion Paper Series iiisdp419, IIIS.
Articles
- Claus, Edda & Lucey, Brian M., 2012. "Equity market integration in the Asia Pacific region: Evidence from discount factors," Research in International Business and Finance, Elsevier, vol. 26(2), pages 137-163.
- Aggarwal, Raj & Kearney, Colm & Lucey, Brian, 2012. "Gravity and culture in foreign portfolio investment," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 525-538.
- Constantin Gurdgiev & Brian M. Lucey & Ciarán Mac an Bhaird & Lorcan Roche-Kelly, 2011. "The Irish Economy: Three Strikes and You’re Out?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(1), pages 19-41, March.
- Brian Lucey & Brenda Carron, 2011. "The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100," Applied Economics Letters, Taylor and Francis Journals, vol. 18(13), pages 1225-1229.
- Lucey, Brian M. & Muckley, Cal, 2011.
"Robust global stock market interdependencies,"
International Review of Financial Analysis,
Elsevier, vol. 20(4), pages 215-224, August.
- Brian M Lucey & Cal Muckley, 2011. "Robust Global Stock Market Interdependencies," The Institute for International Integration Studies Discussion Paper Series iiisdp353, IIIS.
- Lucey, Brian M. & Zhang, QiYu, 2011. "Financial integration and emerging markets capital structure," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1228-1238, May.
- Brian Lucey, 2010. "Lunar seasonality in precious metal returns?," Applied Economics Letters, Taylor and Francis Journals, vol. 17(9), pages 835-838.
- Ciarán mac an Bhaird & Brian Lucey, 2010. "Determinants of capital structure in Irish SMEs," Small Business Economics, Springer, vol. 35(3), pages 357-375, October.
- Lucey, Brian & Sevic, Aleksandar, 2010.
"Investigating the determinants of banking coexceedances in Europe in the summer of 2008,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 20(3), pages 275-283, July.
- Brian Lucey* School of Business and Institute for International Integration Studies,Trinity College Dublin Aleksandar Ševic, School of Business, Trinity College Dublin, 2009. "Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008," The Institute for International Integration Studies Discussion Paper Series iiisdp301, IIIS.
- Dirk G. Baur & Brian M. Lucey, 2010.
"Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold,"
The Financial Review,
Eastern Finance Association, vol. 45(2), pages 217-229, 05.
- Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS.
- Jonathan Andrew Batten & Brian Lucey, 2010.
"Volatility in the gold futures market,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 17(2), pages 187-190.
- Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS.
- Gilmore, Claire G. & Lucey, Brian M. & Boscia, Marian W., 2010. "Comovements in government bond markets: A minimum spanning tree analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4875-4886.
- Brian Lucey & Raj Aggarwal, 2010. "Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events," Journal of Common Market Studies, Wiley Blackwell, vol. 48, pages 641-660, 06.
- Lucey, Brian M. & Zhang, QiYu, 2010.
"Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world,"
Emerging Markets Review,
Elsevier, vol. 11(1), pages 62-78, March.
- Brian M. Lucey, QiYu Zhang* School of Business, Trinity College Dublin, Ireland, 2009. "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 iiisdp304, IIIS.
- Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2010.
"The macroeconomic determinants of volatility in precious metals markets,"
Resources Policy,
Elsevier, vol. 35(2), pages 65-71, June.
- Jonathan A. Batten, Cetin Ciner and Brian M. Lucey, 2008. "The Macroeconomic Determinants of Volatility in Precious Metals Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp255, IIIS.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2009. "Shift-contagion Vulnerability in the MENA Stock Markets," The World Economy, Wiley Blackwell, vol. 32(10), pages 1478-1497, October.
- Lucey, Brian M., 2009.
"International financial integration,"
Journal of Banking & Finance,
Elsevier, vol. 33(10), pages 1739-1740, October.
- Lucey, Brian M., 2010. "International financial integration," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2837-2837, December.
- Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2009. "The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests," The Financial Review, Eastern Finance Association, vol. 44(4), pages 625-645, November.
- Baur, Dirk G. & Lucey, Brian M., 2009. "Flights and contagion--An empirical analysis of stock-bond correlations," Journal of Financial Stability, Elsevier, vol. 5(4), pages 339-352, December.
- Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1303-1324, December.
- Gilmore, Claire G. & Lucey, Brian M. & Boscia, Marian, 2008. "An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(25), pages 6319-6329.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2008. "The Capital Markets of the Middle East and North African Region: Situation and Characteristics," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(5), pages 68-81, September.
- Michael Dowling & Brian Lucey, 2008. "Mood and UK equity pricing," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 233-240.
- Ricardo Coelho & Peter Richmond & Stefan Hutzler & Brian Lucey, 2008. "A Random-Matrix-Theory-Based Analysis Of Stocks Of Markets From Different Countries," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 655-668.
- Lucey, Brian M & Zhao, Shelly, 2008. "Halloween or January? Yet another puzzle," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1055-1069, December.
- Lagoarde-Segot, Thomas & Lucey, Brian M., 2008. "Efficiency in emerging markets--Evidence from the MENA region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 94-105, February.
- M. Barari & Brian Lucey & S. Voronkova, 2008. "Reassessing co-movements among G7 equity markets: evidence from iShares," Applied Financial Economics, Taylor and Francis Journals, vol. 18(11), pages 863-877.
- Alexander Eastman & Brian Lucey, 2008. "Skewness and asymmetry in futures returns and volumes," Applied Financial Economics, Taylor and Francis Journals, vol. 18(10), pages 777-800.
- Lucey, Brian M., 2008. "International influences on asset markets," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 291-292, October.
- Gilmore, Claire G. & Lucey, Brian M. & McManus, Ginette M., 2008. "The dynamics of Central European equity market comovements," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 605-622, August.
- Dowling, Michael & Lucey, Brian M., 2008. "Robust global mood influences in equity pricing," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 145-164, April.
- Jokipii, Terhi & Lucey, Brian, 2007.
"Contagion and interdependence: Measuring CEE banking sector co-movements,"
Economic Systems,
Elsevier, vol. 31(1), pages 71-96, March.
- Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, Bank of Finland.
- Lagoarde-Segot, Thomas & Lucey, Brian M., 2007. "International portfolio diversification: Is there a role for the Middle East and North Africa?," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 401-416, December.
- Lucey, Brian M., 2007. "Measuring and managing integration: What do we know?," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 273-274, October.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2007. "Capital Market Integration in the Middle East and North Africa," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(3), pages 34-57, June.
- Lucey, Brian M. & Delaney, Liam, 2007. "A psychological, attitudinal and professional profile of Irish economists," The Journal of Socio-Economics, Elsevier, vol. 36(6), pages 841-855, December.
- Tully, Edel & Lucey, Brian M., 2007. "A power GARCH examination of the gold market," Research in International Business and Finance, Elsevier, vol. 21(2), pages 316-325, June.
- Aggarwal, Raj & Lucey, Brian M., 2007.
"Psychological barriers in gold prices?,"
Review of Financial Economics,
Elsevier, vol. 16(2), pages 217-230.
- Brian Lucey & Raj Aggarwal, 2005. "Psychological Barriers in Gold Prices," The Institute for International Integration Studies Discussion Paper Series iiisdp053, IIIS.
- Edward Hope & Brian Lucey, 2007. "Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange," Applied Economics Letters, Taylor and Francis Journals, vol. 14(4), pages 277-282.
- Coelho, Ricardo & Gilmore, Claire G. & Lucey, Brian & Richmond, Peter & Hutzler, Stefan, 2007.
"The evolution of interdependence in world equity markets—Evidence from minimum spanning trees,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 376(C), pages 455-466.
- Ricardo Coehlo & Claire Gilmore & Brian M. Lucey, 2006. "The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees," The Institute for International Integration Studies Discussion Paper Series iiisdp142, IIIS.
- Fernandez, Viviana & Lucey, Brian M., 2007. "Portfolio management under sudden changes in volatility and heterogeneous investment horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 612-624.
- Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza, 2006. "Dynamics of bond market integration between established and accession European Union countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 41-56, February.
- Lucey, Brian M. & Steeley, James, 2006. "Measuring and assessing the effects and extent of international bond market integration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 1-3, February.
- Lucey, Brian M., 2006. "Investigating the determinants of the Wednesday seasonal in Irish Equities," Research in International Business and Finance, Elsevier, vol. 20(1), pages 62-76, March.
- Brian Lucey & Edel Tully, 2006.
"Seasonality, risk and return in daily COMEX gold and silver data 1982-2002,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 16(4), pages 319-333.
- Brian Lucey & Edel Tully, 2005. "Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002," The Institute for International Integration Studies Discussion Paper Series iiisdp057, IIIS.
- Flavin, Thomas & Lucey, Brian & Voronkova, Svitlana, 2006. "Real and financial aspects of financial integration," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 315-316, July.
- Brian M. Lucey & Edel Tully, 2006. "The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 47-53, January.
- Brian M Lucey, Valerio Poti, Edel Tully, 2006.
"International Portfolio Formation, Skewness & the Role of Gold,"
Frontiers in Finance and Economics,
SKEMA Business School, vol. 3(1), pages 49-68, June.
- Brian M Lucey & Edel Tully & Valerio Poti, 2005. "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp030, IIIS.
- Brian M. Lucey, 2005. "Does volume provide information? Evidence from the Irish Stock Market," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(2), pages 105-109, March.
- Brian Lucey & Angel Pardo, 2005. "Why investors should not be cautious about the academic approach to testing for stock market anomalies," Applied Financial Economics, Taylor and Francis Journals, vol. 15(3), pages 165-171.
- Brian M. Lucey, 2005. "Speculation or hedging in the Irish stock exchange," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 9-14, January.
- Brian M. Lucey & Michael Dowling, 2005. "The Role of Feelings in Investor Decision-Making," Journal of Economic Surveys, Wiley Blackwell, vol. 19(2), pages 211-237, 04.
- Brian Lucey, 2005.
"Are local or international influences responsible for the pre-holiday behaviour of Irish equities?,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 15(6), pages 381-389.
- Brian Lucey & Edel Tully, 2005. "Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?," The Institute for International Integration Studies Discussion Paper Series iiisdp056, IIIS.
- Dowling, Michael & Lucey, Brian M., 2005. "Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 337-355.
- Kearney, Colm & Lucey, Brian M., 2004. "International equity market integration: Theory, evidence and implications," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 571-583.
- Brian Lucey, 2004. "Robust estimates of daily seasonality in the Irish equity market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 517-523.
- Brian Lucey & Shane Whelan, 2004. "Monthly and semi-annual seasonality in the Irish equity market 1934-2000," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 203-208.
- Alan Barrett & Brian Lucey, 2003. "An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001," The Economic and Social Review, Economic and Social Studies, vol. 34(2), pages 109-143.
- Brian Lucey, 2002. "Market direction and moment seasonality: evidence from Irish equities," Applied Economics Letters, Taylor and Francis Journals, vol. 9(10), pages 657-664.
- Brian Lucey, 2001. "Friday the 13th: international evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 8(9), pages 577-579.
- Brian Lucey, 2001. "Preholiday calendar regularities in Ireland," Atlantic Economic Journal, International Atlantic Economic Society, vol. 29(4), pages 472-472, December.
- Brian Lucey & Brian Lucey, 2001. "Irish economic association," Economics Bulletin, AccessEcon, vol. 28(57), pages A0.
- Brian Lucey, 2000. "Anomalous daily seasonality in Ireland?," Applied Economics Letters, Taylor and Francis Journals, vol. 7(10), pages 637-640.
NEP Fields
33 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-AFR: Africa (4) 2005-04-30 2006-04-22 2006-05-27 2006-08-12
- NEP-BAN: Banking (2) 2006-10-21 2009-11-14
- NEP-CBA: Central Banking (2) 2006-04-22 2008-01-26
- NEP-CBE: Cognitive & Behavioural Economics (1) 2005-04-30
- NEP-CFN: Corporate Finance (2) 2005-04-30 2006-05-27
- NEP-CIS: Confederation of Independent States (1) 2006-10-07
- NEP-CMP: Computational Economics (2) 2006-05-27 2006-09-16
- NEP-CWA: Central & Western Asia (1) 2006-04-22
- NEP-DEV: Development (1) 2006-12-01
- NEP-EEC: European Economics (8) 2005-04-30 2006-01-24 2006-03-05 2006-04-22 2006-05-27 2006-10-21 2007-09-24 2009-11-14. Author is listed
- NEP-ETS: Econometric Time Series (4) 2006-03-05 2006-04-22 2006-04-22 2006-10-21
- NEP-FDG: Financial Development & Growth (1) 2006-12-01
- NEP-FIN: Finance (11) 2004-05-09 2006-01-24 2006-04-22 2006-04-22 2006-05-27 2006-05-27 2006-05-27 2006-05-27 2006-09-16 2006-10-07 2006-10-21. Author is listed
- NEP-FMK: Financial Markets (19) 2004-05-09 2006-01-24 2006-01-24 2006-03-05 2006-04-22 2006-04-22 2006-04-22 2006-05-27 2006-05-27 2006-05-27 2006-05-27 2006-08-12 2006-09-16 2006-10-07 2006-10-21 2007-01-23 2007-09-24 2008-01-26 2011-02-26. Author is listed
- NEP-FOR: Forecasting (1) 2006-04-22
- NEP-HIS: Business, Economic & Financial History (1) 2005-04-30
- NEP-IFN: International Finance (3) 2004-05-09 2006-04-22 2011-02-26
- NEP-INT: International Trade (1) 2006-08-12
- NEP-LAB: Labour Economics (1) 2008-10-28
- NEP-MAC: Macroeconomics (4) 2006-01-24 2006-10-07 2008-01-26 2008-10-28
- NEP-MON: Monetary Economics (1) 2006-04-22
- NEP-MST: Market Microstructure (3) 2007-09-24 2008-09-13 2009-11-14
- NEP-RMG: Risk Management (10) 2005-04-30 2005-04-30 2005-04-30 2005-04-30 2005-04-30 2006-05-27 2006-05-27 2006-05-27 2006-09-16 2008-01-26. Author is listed
- NEP-TRA: Transition Economics (6) 2005-04-30 2005-04-30 2006-05-27 2006-10-07 2006-10-21 2007-09-24. Author is listed
Statistics
This author is among the top 5% authors according to these criteria:- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Number of Authors
- Number of Journal Pages
- Number of Journal Pages, Weighted by Number of Authors
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Betweenness measure in co-authorship network
Most cited item
- Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS.
Most downloaded item (past 12 months)
- Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, Brian Lucey should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
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