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Publications

by alumni of

University College Dublin → School of Business

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2024

  1. An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica, 2024, "Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs," Papers, arXiv.org, number 2407.08069, Jul, revised Dec 2024.

2022

  1. Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022, "The illusion of oil return predictability: The choice of data matters!," Post-Print, HAL, number hal-03519860, Jan, DOI: 10.1016/j.jbankfin.2021.106331.

2021

  1. Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Papers, arXiv.org, number 2107.13866, Jul.

2020

  1. Thomas Conlon & Xing Huan & Steven Ongena, 2020, "Operational Risk Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-55, Jul.

2019

  1. Thomas Conlon & John Cotter & Chenglu Jin, 2019, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 201910, Jul.

2018

  1. Thomas Conlon & John Cotter & Philip Molyneux, 2018, "Beyond Common Equity - The Influence of Secondary Capital on Bank Insolvency Risk," Working Papers, Geary Institute, University College Dublin, number 201806, Feb.

2016

  1. Davide Avino & Thomas Conlon & John Cotter, 2016, "Credit Default Swaps as Indicators of Bank financial Distress," Working Papers, Geary Institute, University College Dublin, number 201601, Jan.
  2. Thomas Conlon & John Cotter & Chenglu Jin, 2016, "The Intervaling Effect on Higher-Order Co-Moments," Working Papers, Geary Institute, University College Dublin, number 201602, Jan.

2015

  1. Thomas Conlon & John Cotter, 2015, "Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks," Working Papers, Geary Institute, University College Dublin, number 201501, Feb.
  2. Thomas Conlon & John Cotter & Ramazan Gençay, 2015, "Long-run international diversification," Working Papers, Geary Institute, University College Dublin, number 201502, Mar.

2014

  1. Thomas Conlon & John Cotter, 2014, "Anatomy of a Bail-In," Papers, arXiv.org, number 1403.7628, Mar.

2012

  1. Thomas Conlon & John Cotter & Ramazan Gencay, 2012, "Commodity futures hedging, risk aversion and the hedging horizon," Working Papers, Geary Institute, University College Dublin, number 201218, Sep.
  2. Thomas Conlon & John Cotter, 2012, "Downside risk and the energy hedger's horizon," Working Papers, Geary Institute, University College Dublin, number 201219, Sep.

2011

  1. Thomas Conlon & John Cotter, 2011, "An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition," Papers, arXiv.org, number 1103.4943, Mar.

2010

  1. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Multiscaled Cross-Correlation Dynamics in Financial Time-Series," Papers, arXiv.org, number 1001.0497, Jan.
  2. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Cross-Correlation Dynamics in Financial Time Series," Papers, arXiv.org, number 1002.0321, Feb.
  3. Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010, "Random Matrix Theory and Fund of Funds Portfolio Optimisation," Papers, arXiv.org, number 1005.5021, May.

Journal articles

2026

  1. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2026, "Drivers of firm-level tail dependence: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 182, issue C, DOI: 10.1016/j.jedc.2025.105207.

2025

  1. Thomas Conlon & Diego Víctor De Mingo‐López & Andrew Urquhart, 2025, "Persistence and Market Timing Ability of Cryptocurrency Funds," Financial Management, Financial Management Association International, volume 54, issue 4, pages 791-816, December, DOI: 10.1111/fima.12498.
  2. Conlon, Thomas & Cotter, John & Kynigakis, Iason, 2025, "Asset allocation with factor-based covariance matrices," European Journal of Operational Research, Elsevier, volume 325, issue 1, pages 189-203, DOI: 10.1016/j.ejor.2025.03.015.
  3. Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
  4. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2025, "Trends and key determinants of firm-level integration," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103376.
  5. Li, Iris & Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen, 2025, "Corporate reputational dynamics and their impact on global commodity markets," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2025.100459.
  6. An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica, 2025, "Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs," PLOS ONE, Public Library of Science, volume 20, issue 2, pages 1-49, February, DOI: 10.1371/journal.pone.0316332.
  7. Thomas Conlon & Shaen Corbet & Yang Hou, 2025, "Navigating the green transition: the influence of energy volatility on green and sustainable ETFs," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 18, pages 2619-2625, October, DOI: 10.1080/13504851.2024.2337323.
  8. Min Cao & Thomas Conlon, 2025, "Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 8, pages 977-1005, August, DOI: 10.1002/fut.22602.

2024

  1. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Oxley, Les, 2024, "Understanding sentiment shifts in central bank digital currencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100988.
  2. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2024, "The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103013.
  3. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024, "Seeking a shock haven: Hedging extreme upward oil price changes," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103245.
  4. Conlon, Thomas & Corbet, Shaen & Oxley, Les, 2024, "The influence of European MiCa regulation on cryptocurrencies," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101040.
  5. Conlon, Thomas & Huan, Xing & Muckley, Cal B., 2024, "Does national culture influence malfeasance in banks around the world?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101888.
  6. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024, "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101889.
  7. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg), 2024, "Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101940.
  8. Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg), 2024, "HACKED: Understanding the stock market response to cyberattacks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102082.
  9. Conlon, Thomas & Corbet, Shaen & Goodell, John W. & Hou, Yang (Greg) & Oxley, Les, 2024, "Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 32-62, DOI: 10.1016/j.jebo.2023.10.036.
  10. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024, "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100378.
  11. Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024, "Bitcoin forks: What drives the branches?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102261.
  12. Thomas Conlon & Shaen Corbet & Richard McGee, 2024, "Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar," Annals of Operations Research, Springer, volume 337, issue 1, pages 45-73, June, DOI: 10.1007/s10479-024-05884-y.
  13. Thomas Conlon & Rong Ding & Xing Huan & Zhifang Zhang, 2024, "Climate risk and financial stability: evidence from syndicated lending," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 17, pages 2001-2031, November, DOI: 10.1080/1351847X.2024.2343111.

2023

  1. Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry, 2023, "A financial modeling approach to industry exchange-traded funds selection," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101441.
  2. Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen & Goodell, John W., 2023, "Understanding the FTX exchange collapse: A dynamic connectedness approach," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103643.
  3. Cao, Min & Conlon, Thomas, 2023, "Composite jet fuel cross-hedging," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100271.
  4. Chenglu Jin & Thomas Conlon & John Cotter, 2023, "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1483-1518.

2022

  1. Wolfgang Bessler & Thomas Conlon & Diego Víctor de Mingo‐López & Juan Carlos Matallín‐Sáez, 2022, "Mutual fund performance and changes in factor exposure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 45, issue 1, pages 17-52, March, DOI: 10.1111/jfir.12266.
  2. Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022, "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 24-50, DOI: 10.1016/j.jempfin.2021.11.001.
  3. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022, "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106331.

2021

  1. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021, "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109996.

2020

  1. Conlon, Thomas & McGee, Richard J., 2020, "Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108727.
  2. Conlon, Thomas & McGee, Richard, 2020, "Safe haven or risky hazard? Bitcoin during the Covid-19 bear market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101607.
  3. Conlon, Thomas & Cotter, John & Molyneux, Philip, 2020, "Beyond common equity: The influence of secondary capital on bank insolvency risk," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100732.
  4. Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020, "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102223.
  5. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2020, "Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101248.

2019

  1. Thomas Conlon & John Cotter, 2019, "Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks," Journal of Common Market Studies, Wiley Blackwell, volume 57, issue 4, pages 857-876, July, DOI: 10.1111/jcms.12849.
  2. Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019, "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, volume 175, issue C, pages 92-96, DOI: 10.1016/j.econlet.2018.12.022.
  3. Conlon, Thomas & Huan, Xing, 2019, "Scaling the twin peaks: Systemic risk and dual regulation," Economics Letters, Elsevier, volume 178, issue C, pages 98-101, DOI: 10.1016/j.econlet.2019.02.021.
  4. Bessler, Wolfgang & Conlon, Thomas & Huan, Xing, 2019, "Does corporate hedging enhance shareholder value? A meta-analysis," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 222-232, DOI: 10.1016/j.irfa.2018.11.010.
  5. Avino, Davide E. & Conlon, Thomas & Cotter, John, 2019, "Credit default swaps as indicators of bank financial distress," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 132-139, DOI: 10.1016/j.jimonfin.2019.03.001.

2018

  1. Conlon, Thomas & Cotter, John & Gençay, Ramazan, 2018, "Long-run wavelet-based correlation for financial time series," European Journal of Operational Research, Elsevier, volume 271, issue 2, pages 676-696, DOI: 10.1016/j.ejor.2018.05.028.
  2. Spencer, Simon & Bredin, Don & Conlon, Thomas, 2018, "Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets," Journal of Commodity Markets, Elsevier, volume 9, issue C, pages 1-20, DOI: 10.1016/j.jcomm.2017.12.001.
  3. Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018, "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 317-345, August, DOI: 10.1007/s11156-017-0672-7.

2017

  1. Carroll, Rachael & Conlon, Thomas & Cotter, John & Salvador, Enrique, 2017, "Asset allocation with correlation: A composite trade-off," European Journal of Operational Research, Elsevier, volume 262, issue 3, pages 1164-1180, DOI: 10.1016/j.ejor.2017.04.015.
  2. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2017, "The price of shelter - Downside risk reduction with precious metals," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 48-58, DOI: 10.1016/j.irfa.2016.12.005.

2016

  1. Thomas Conlon & John Cotter & Ramazan Gençay, 2016, "Commodity futures hedging, risk aversion and the hedging horizon," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 15, pages 1534-1560, December, DOI: 10.1080/1351847X.2015.1031912.

2015

  1. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.

2014

  1. Conlon, Thomas & Cotter, John, 2014, "Anatomy of a bail-in," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 257-263, DOI: 10.1016/j.jfs.2014.04.001.
  2. Sari Silvanto & Jason Ryan, 2014, "Relocation branding: a strategic framework for attracting talent from abroad," Journal of Global Mobility, Emerald Group Publishing Limited, volume 2, issue 1, pages 102-120, June, DOI: 10.1108/JGM-07-2013-0046.

2013

  1. Conlon, Thomas & Cotter, John, 2013, "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, volume 36, issue C, pages 371-379, DOI: 10.1016/j.eneco.2012.09.012.
  2. Jason Ryan & Sari Silvanto & Haakon T. Brown, 2013, "The impact of experience‐based MBA educational programs on international career mobility," Journal of Global Mobility, Emerald Group Publishing Limited, volume 1, issue 1, pages 28-45, June, DOI: 10.1108/JGM-10-2012-0015.

2012

  1. Thomas Conlon & John Cotter, 2012, "An empirical analysis of dynamic multiscale hedging using wavelet decomposition," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 3, pages 272-299, March.

2009

  1. Conlon, T. & Ruskin, H.J. & Crane, M., 2009, "Cross-correlation dynamics in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 5, pages 705-714, DOI: 10.1016/j.physa.2008.10.047.
  2. T. Conlon & H. J. Ruskin & M. Crane, 2009, "Multiscaled Cross-Correlation Dynamics In Financial Time-Series," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04n05, pages 439-454, DOI: 10.1142/S0219525909002325.

2008

  1. Conlon, T. & Crane, M. & Ruskin, H.J., 2008, "Wavelet multiscale analysis for Hedge Funds: Scaling and strategies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 21, pages 5197-5204, DOI: 10.1016/j.physa.2008.05.046.

2007

  1. Conlon, T. & Ruskin, H.J. & Crane, M., 2007, "Random matrix theory and fund of funds portfolio optimisation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 2, pages 565-576, DOI: 10.1016/j.physa.2007.04.039.

Chapters

2023

  1. Thomas Conlon & Fearghal Kearney, 2023, "Distilling a Disruptive Disintermediary’s Data: Interpretable Machine-Learning Explanations for LendingClub Customers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Daisy Chou & Conall O'Sullivan & Vassilios G Papavassiliou, "FinTech Research and Applications Challenges and Opportunities".

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