Professor Brian Lucey

Professor Brian Lucey

Professor, Trinity Business School

3531896 1552brianmlucey.wordpress.com

Biography

A graduate of TCD , with a First Class degree in Economics in 1984, Professor Lucey has worked as a statistician in the Department of Health and as an Economist in the Central Bank, prior to joining TCD. He has studied at graduate level in Canada, Ireland and Scotland, and holds a PhD from University of Stirling.

Publications and Further Research Outputs

  • Lucey, B., The Real Wage Gap And Its Development Over Time: The Irish Experience 1960-1987: A Comment, Economic and Social Review, 21, (1), 1989, p103 - 105Journal Article, 1989
  • Lucey, B., Daily Seasonality In London Metal Exchange Base Metal Returns 1989-2002: A Non-Parametric Analysis, Finance Letters, 1, (4), 2004, p12 - 15Journal Article, 2004
  • Lucey, B., Robust Estimates of Daily Seasonality in the Irish Equity Market, Applied Financial Economics, 14, (7), 2004, p517 - 523Journal Article, 2004, URL
  • Lucey, B. and S Whelan, Monthly and Semi-Annual Seasonality in the Irish Equity Market 1934-2000, Applied Financial Economics, 14, (3), 2004, p202 - 208Journal Article, 2004, URL
  • Lucey, B., Are Local or International Influences Responsible For the Pre-Holiday Behaviour of Irish Equities?, Applied Financial Economics, 15, (6), 2005, p381 - 389Journal Article, 2005, URL
  • Lucey, B., C Kearney, Equity Market Integration- an overview, International Review of Financial Analysis, 13, (5), 2004, p571 - 583Journal Article, 2004
  • Lucey, B., M Dowling, Weather, Biorhythms and Stock Returns Some Preliminary Irish Evidence, International Review of Financial Analysis, 14, (3), 2005, p337 - 355Journal Article, 2005, URL
  • Lucey, B., M Dowling, Investor Mood, Emotions and Stock Pricing, Journal of Economic Surveys, 19, (2), 2005, p211 - 239Journal Article, 2005
  • Lucey, B. and J Steeley, International Bond market Integration, Journal of International Financial Markets, Institutions and Money, 16, (1), 2005, p1 - 3Journal Article, 2005
  • E Wu , S-J Park and B Lucey, Dynamics of bond market integration between established and accession European Union countries , Journal of International Financial Markets, Institutions and Money, 16, (1), 2006, p41 - 56Journal Article, 2006, URL
  • Lucey, B, Speculation or Hedging Evidence from the Irish Stock Market, Applied Financial Economics Letters, 1, (1), 2005, p9 - 14Journal Article, 2005
  • Lucey, B and A Pardo, Why Investors Should Not Be Cautious About The Academic Approach To Testing Stock Market Anomalies, Applied Financial Economics, 15, (3), 2005, p165 - 171Journal Article, 2005, URL
  • B Lucey, Does Volume Provide Information: Evidence from the Irish Stock Market, Applied Financial Economic Letters, 1, (2), 2005, p105 - 110Journal Article, 2005
  • The Historical Evolution Of Influences On Accession Country Equity Markets in, editor(s)Batten, J. and C. Kearney , Emerging European Financial Markets: Independence and Integration Post-Enlargement, Routledge, 2005, pp39 , [B Lucey and S Voronkova]Book Chapter, 2005
  • International Review of Financial Analysis: Special Issue 'International Equity Market Integration', 13, 5, (2004), 571 - 685p, C Kearney and B Lucey, [eds.]Journal, 2004
  • Journal of International Financial Markets, Institutions and Money: Special Issue 'International Bond Market Integration", 16, 1, (2006), 1 - 86p, B Lucey and J Steeley, [eds.]Journal, 2006
  • Quarterly Review of Economics and Finance: Special Issue 'Real Determinants of Financial Integration", 46, 3, (2006), 315 - 476p, T Flavin, B Lucey and S Voronkova, [eds.]Journal, 2006
  • Lucey, B., All About EVA., Irish Banking Review, 1996, p43 - 52Journal Article, 1996
  • Lucey, B., L. Turner, Out With the Old, In With the New?, Accountancy Ireland, 1999Journal Article, 1999
  • Lucey, B., Quinn T., The Basle Capital Adequacy Rules and the Economics of Regulation, Dublin, Central Bank Of Ireland, 1991Report, 1991
  • Baur, Dirk and Brian Lucey, Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold',, Financial Review, 45 , (2), 2010, p217 - 229Journal Article, 2010
  • Brian Lucey, Mark Cummins, Michael Dowling, Behavioral influences in non-ferrous metals prices, Resources Policy, 45, 2015, p9-22Journal Article, 2015
  • O'Connor, F.A., Lucey, B.M., Batten, J.A., Baur, D.G., The financial economics of gold - A survey, International Review of Financial Analysis, 2015Journal Article, 2015, URL , TARA - Full Text
  • Lucey, B.M., Dowling, M., Cultural Behavioral Finance in Emerging Markets, Emerging Markets and the Global Economy: A Handbook, 2013, p327-346Journal Article, 2013, URL
  • Lucey, B.M., Carron, B., The effect of gender on stock price reaction to the appointment of directors: The case of the FTSE 100, Applied Economics Letters, 18, (13), 2011, p1225-1229Journal Article, 2011, URL
  • Dowling, M., Lucey, B., Other Behavioral Biases, Behavioral Finance: Investors, Corporations, and Markets, 2011, p313-330Journal Article, 2011, URL
  • Mac an Bhaird, C., Lucey, B., An empirical investigation of the financial growth lifecycle, Journal of Small Business and Enterprise Development, 18, (4), 2011, p715-731Journal Article, 2011, URL
  • Lucey, B.M., Lunar seasonality in precious metal returns?, Applied Economics Letters, 17, (9), 2010, p835-838Journal Article, 2010, URL
  • Lucey, B., Aggarwal, R., Dynamics of equity market integration in Europe: Impact of political economy events, Journal of Common Market Studies, 48, (3), 2010, p641-660Journal Article, 2010, URL
  • Lagoarde-Segot, T., Lucey, B.M., The capital markets of the middle east and north african region: Situation and characteristics, Emerging Markets Finance and Trade, 44, (5), 2008, p68-81Journal Article, 2008, URL
  • Barari, M., Lucey, B., Voronkova, S., Reassessing co-movements among G7 equity markets: Evidence from iShares, Applied Financial Economics, 18, (11), 2008, p863-877Journal Article, 2008, URL
  • Dowling, M., Lucey, B.M., Mood and UK equity pricing, Applied Financial Economics Letters, 4, (4), 2008, p233-240Journal Article, 2008, URL
  • Lagoarde-Segot, T., Lucey, B.M., Equity markets and economic development: What do we know?, Economics of Emerging Markets, 2008, p22-66Journal Article, 2008, URL
  • Coelho, R., Richmond, P., Hutzler, S., Lucey, B., A random-matrix-theory-based analysis of stocks of markets from different countries, Advances in Complex Systems, 11, (5), 2008, p655-668Journal Article, 2008, URL
  • Hope, E., Lucey, B.M., Daily seasonality in 19th century stocks - Some evidence from the Dublin stock exchange, Applied Economics Letters, 14, (4), 2007, p277-282Journal Article, 2007, URL
  • Lucey, B.M., Delaney, L., A psychological, attitudinal and professional profile of Irish economists, Journal of Socio-Economics, 36, (6), 2007, p841-855Journal Article, 2007, URL
  • Lucey, B.M., Voronkova, S., The relations between emerging european and developed stock markets before and after the russian crisis of 1997-1998, International Finance Review, 6, 2006, p383-413Journal Article, 2006, URL
  • Lucey, B.M., Tully, E., The evolving relationship between gold and silver 1978-2002: Evidence from a dynamic cointegration analysis: A note, Applied Financial Economics Letters, 2, (1), 2006, p47-53Journal Article, 2006, URL
  • Lucey, B.M., Tully, E., Seasonality, risk and return in daily COMEX gold and silver data 1982-2002, Applied Financial Economics, 16, (4), 2006, p319-333Journal Article, 2006, URL
  • Lucey, B.M., Steeley, J., Measuring and assessing the effects and extent of international bond market integration, Journal of International Financial Markets, Institutions and Money, 16, (1), 2006, p1-3Journal Article, 2006, URL
  • Lucey, B.M., Dowling, M., The role of feelings in investor decision-making, Journal of Economic Surveys, 19, (2), 2005, p211-237Journal Article, 2005, URL
  • Kearney, C., Lucey, B.M., International equity market integration: Theory, evidence and implications, International Review of Financial Analysis, 13, (5 SPEC.ISS.), 2004, p571-583Journal Article, 2004, URL
  • Lucey, B.M., Preholiday calendar regularities in Ireland, Atlantic Economic Journal, 29, (4), 2001Journal Article, 2001, URL
  • Brian Lucey, Ciaran Mac an Bhaird and Javier Sanchez Vidal , Discouraged Borrowers : Evidence from Eurozone SME's, Journal of International Financial Markets, Institutions and MoneyJournal Article, URL , TARA - Full Text
  • Barrett, A., Lucey, B., An analysis of the journal article output of Irish-based economists, 1970 to 2001, Economic and Social Review, 34, (2), 2003, p109-143Journal Article, 2003, URL
  • O'Connor F., O'Connor F., Lucey B., Lucey B., Baur D., Do gold prices cause production costs? International evidence from country and company data, Journal of International Financial Markets, Institutions and Money, 40, 2016, p186-196Journal Article, 2016, DOI , URL
  • Goldstein M., Goyal A., Lucey B., Muckley C., The Global Preference for Dividends in Declining Markets, Financial Review, 50, (4), 2015, p575-609Journal Article, 2015, DOI , URL
  • , The validity of Islamic art as an investment, Research in International Business and Finance, 2016Journal Article, 2016
  • Berk, Ales ; Cummin, Mark, Dowling, Michael, Lucey, Brian, Psychological Price Barriers in Frontier Equities, Journal of International Financial Markets, Institutions and MoneyJournal Article, URL , TARA - Full Text
  • Lucey, B., Batten, J., Cumming, D., Editorial, Finance Research Letters, 12, 2015Journal Article, 2015, URL
  • Jonathan A. Batten, Cetin Ciner, Brian M. Lucey, The dynamic linkages between crude oil and natural gas markets, Energy Economics, 62, 2017, p155--170Journal Article, 2017, DOI
  • Lucey, B.M., Vigne, S.A., Ballester, L., Barbopoulos, L., Brzeszczynski, J., Carchano, O., Dimic, N., Fernandez, V., Gogolin, F., González-Urteaga, A., Goodell, J.W., Helbing, P., Ichev, R., Kearney, F., Laing, E., Larkin, C.J., Lindblad, A., Lon"arski, I., Ly, K.C., Marin", M., McGee, R.J., McGroarty, F., Neville, C., O'Hagan-Luff, M., Piljak, V., Sevic, A., Sheng, X., Stafylas, D., Urquhart, A., Versteeg, R., Vu, A.N., Wolfe, S., Yarovaya, L., Zaghini, A., Future directions in international financial integration research - A crowdsourced perspective, International Review of Financial Analysis, 55, 2018, p35-49Journal Article, 2018, DOI , URL
  • Zhang, Q., Larkin, C., Lucey, B.M., An Empirical Study of the Innovative Culture in Ireland"s Higher Education Institutions, Higher Education Policy, 2017Journal Article, 2017, URL
  • Vigne, S.A., Lucey, B.M., O'Connor, F.A., Yarovaya, L., The financial economics of white precious metals - A survey, International Review of Financial Analysis, 52, 2017, p292 - 308Journal Article, 2017, URL , TARA - Full Text
  • Lucey, B., O"connor, F., Are gold bugs coherent?, Applied Economics Letters, 24, (2), 2017, p90-94Journal Article, 2017, URL
  • Corbet, S., Lucey, B., Yarovya, L., Datestamping the Bitcoin and Ethereum bubbles, Finance Research Letters, 2017Journal Article, 2017, URL
  • Batten, J.A., Lucey, B.M., McGroarty, F., Peat, M., Urquhart, A., Does intraday technical trading have predictive power in precious metal markets?, Journal of International Financial Markets, Institutions and Money, 2017Journal Article, 2017, URL
  • Bekiros, S., Jlassi, M., Lucey, B., Naoui, K., Uddin, G.S., Herding behavior, market sentiment and volatility: Will the bubble resume?, North American Journal of Economics and Finance, 42, 2017, p107-131Journal Article, 2017, URL
  • Conlon, T., Lucey, B.M., Uddin, G.S., Is gold a hedge against inflation? A wavelet time-scale perspective, Review of Quantitative Finance and Accounting, 2017, p1-29Journal Article, 2017, URL
  • Batten, J.A., Ciner, C., Kosedag, A., Lucey, B.M., Is the price of gold to gold mining stocks asymmetric?, Economic Modelling, 60, 2017, p402-407Journal Article, 2017, URL
  • Li, S., Lucey, B.M., Reassessing the role of precious metals as safe havens"What colour is your haven and why?, Journal of Commodity Markets, 7, 2017, p1-14Journal Article, 2017, URL
  • Zhang, Q., Larkin, C., Lucey, B.M., The economic impact of higher education institutions, Economic Insights on Higher Education Policy in Ireland: Evidence from a Public System, 2017, p199-219Journal Article, 2017, URL
  • Zhang, Q., Larkin, C., Lucey, B.M., The economic impact of higher education institutions in Ireland: evidence from disaggregated input"output tables, Studies in Higher Education, 42, (9), 2017, p1601-1623Journal Article, 2017, URL
  • Zhang, Q., Larkin, C., Lucey, B.M., Universities, knowledge exchange and policy: A comparative study of Ireland and the UK, Science and Public Policy, 44, (2), 2017, p174-185Journal Article, 2017, URL
  • Lucey, B.M., Sharma, S.S., Vigne, S.A., Gold and inflation(s) - A time-varying relationship, Economic Modelling, 67, 2016, p88 - 101Journal Article, 2016, TARA - Full Text
  • Aggarwal, R., Lucey, B.M., Mohanty, S.K., The forward exchange rate bias puzzle is persistent: Evidence from stochastic and nonparametric cointegration tests, Financial Review, 44, (4), 2009, p625-645Journal Article, 2009
  • Lucey, B.M., Plaksina, Y., Dowling, M., CEO social status and acquisitiveness, Qualitative Research in Financial Markets, 5, (2), 2013, p161-177Journal Article, 2013
  • Brian Lucey, Asymmetric linkages among the fear index and emerging market volatility indices, Emerging Markets Review, 2018Journal Article, 2018
  • Batten, J.A., Lucey, B.M., Peat, M., Gold and silver manipulation: What can be empirically verified?, Economic Modelling, 56, 2016, p168-176Journal Article, 2016
  • Hauptfleisch, M., Putni"š, T.J., Lucey, B., Who Sets the Price of Gold? London or New York, Journal of Futures Markets, 36, (6), 2016, p564-586Journal Article, 2016
  • Elie Bouri, Chi Keung Marco Lau, Brian Lucey, David Roubaud, Trading volume and the predictability of return and volatility in the cryptocurrency market, Finance Research Letters, 2018Journal Article, 2018
  • Elaine Laing and Brian M. Lucey and Tobias Lutkemeyer, Which form of hedging matters - Operational or financial? Evidence from the US oil and gas sector, Research in International Business and Finance, (51), 2020Journal Article, 2020, DOI
  • Syed Jawad Hussain Shahzad, Elie Bouri, David Roubaud, Ladislav Kristoufek, Brian Lucey, Is Bitcoin a better safe-haven investment than gold and commodities?, International Review of Financial Analysis, 2019Journal Article, 2019
  • Jonathan A. Batten, Janusz Brzeszczynski, Cetin Ciner, Marco C.K. Lau, Brian Lucey, Larisa Yarovaya, Price and Volatility Spillovers Across the International Steam Coal Market, Energy Economics, 2019Journal Article, 2019
  • Shaen Corbet, Brian Lucey, Andrew Urquhart, Larisa Yarovaya, Cryptocurrencies as a Financial Asset: A systematic analysis, International Review of Financial Analysis, 2018Journal Article, 2018
  • Cetin Ciner, Brian Lucey, Larisa Yarovaya, Spillovers, integration and causality in LME non-ferrous metal markets, Journal of Commodity Markets, 2018Journal Article, 2018
  • L.A. Smales, B.M. Lucey, The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets, Journal of International Financial Markets, Institutions and Money, 2018Journal Article, 2018
  • Paraskevi Katsiampa, Shaen Corbet, Brian Lucey, Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis, Finance Research Letters, 29, 2019, p68--74Journal Article, 2019
  • Pia Helbing, Brian M. Lucey, Samuel A. Vigne, The determinants of IPO withdrawal - Evidence from Europe, Journal of Corporate Finance, 56, 2019, p415 - 436Journal Article, 2019, URL , TARA - Full Text
  • Xinya Wang, Huifang Liu, Shupei Huang, Brian Lucey, Identifying the multiscale financial contagion in precious metal markets, International Review of Financial Analysis, 2019Journal Article, 2019
  • Elie Bouri, Brian Lucey, David Roubaud, Dynamics and determinants of spillovers across the option-implied volatilities of US equities, Quarterly Review of Economics and Finance, 2019Journal Article, 2019
  • Corbet S., O'Connell J.F., Efthymiou M., Guiomard C., Lucey B., The impact of terrorism on European tourism, Annals of Tourism Research, 75, 2019, p1 - 17, p1-17Journal Article, 2019, DOI
  • Corbet S., Lucey B., Peat M., Vigne S. A., Bitcoin Futures - What use are they?, Economics Letters, 172, 2018, p23 - 27Journal Article, 2018, DOI
  • Corbet S., Lucey B., Peat M., Vigne S., What Sort of Asset? Bitcoin Analysed, Lecture Notes in Business Information Processing, 345, 2019, p52 - 65, p52-65Journal Article, 2019, DOI
  • Corbet S., Dowling M., Gao X., Huang S., Lucey B., Vigne S.A., An analysis of the intellectual structure of research on the financial economics of precious metals, Resources Policy, 63, (101416), 2019Journal Article, 2019, DOI
  • Corbet, S. and Eraslan, V. and Lucey, B. and Sensoy, A., The effectiveness of technical trading rules in cryptocurrency markets, Finance Research Letters, 31, 2019, p32-37Journal Article, 2019, DOI , URL
  • Katsiampa, P. and Corbet, S. and Lucey, B., High frequency volatility co-movements in cryptocurrency markets, Journal of International Financial Markets, Institutions and Money, 62, 2019, p35-52Journal Article, 2019, DOI , URL
  • Akyildirim, E. and Corbet, S. and Lucey, B. and Sensoy, A. and Yarovaya, L., The relationship between implied volatility and cryptocurrency returns, Finance Research Letters, 2019Journal Article, 2019, DOI , URL
  • Corbet, S. and Larkin, C. and Lucey, B. and Yarovaya, L., KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?, Applied Economics Letters, 2019Journal Article, 2019, DOI , URL
  • Bouri, E. and Lucey, B. and Roubaud, D., Cryptocurrencies and the downside risk in equity investments, Finance Research Letters, 2019Journal Article, 2019, DOI , URL
  • Bouri, E. and Lucey, B. and Roubaud, D., The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages, Finance Research Letters, 2019Journal Article, 2019, DOI , URL
  • Zhang, Q.A. and Lucey, B.M., Globalisation, the Mobility of Skilled Workers, and Economic Growth: Constructing a Novel Brain Drain/Gain Index for European Countries, Journal of the Knowledge Economy, 10, (4), 2019, p1620-1642Journal Article, 2019, DOI , URL
  • Uddin, G.S. and Shahzad, S.J.H. and Boako, G. and Hernandez, J.A. and Lucey, B.M., Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis, Resources Policy, 64, (101509), 2019Journal Article, 2019, DOI , URL
  • Lucey, B.M. and Peat, M. and   ević, A. and Vigne, S.A., What is the optimal weight for gold in a portfolio?, Annals of Operations Research, 2019Journal Article, 2019, DOI , URL
  • Corbet, S. and Cumming, D.J. and Lucey, B.M. and Peat, M. and Vigne, S.A., The destabilising effects of cryptocurrency cybercriminality, Economics Letters, (108741), 2019Journal Article, 2019, DOI , URL
  • Lucey, B. and Xiaoxue, W. and Yanfang, W. and Ying, X., Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions, Finance Research Letters, 2019Journal Article, 2019, DOI , URL
  • Corbet S., Cumming D.J., Lucey B.M., Peat M., Vigne S.A,, The destabilising effects of cryptocurrency cybercriminality, Economics Letters, 191, (108741), 2020Journal Article, 2020, URL
  • Lucey, B.M., Peat M., Sevic, A., Vigne S.A., What is the optimal weight for gold in a portfolio?, Annals of Operations Research, 2021, p277 - 291Journal Article, 2021, URL , TARA - Full Text
  • Xiangyu Li, Dayong Zhang, Tong Zhang, Qiang Ji, Brian Lucey, Awareness, energy consumption and pro-environmental choices of Chinese households, Journal of Cleaner Production, 279, 2021, p123734Journal Article, 2021
  • Dayong Zhang, Zhiwei Zhang, Qiang Ji, Brian Lucey, Jia Liu, Board characteristics, external governance and the use of renewable energy: International evidence, Journal of International Financial Markets, Institutions and Money, 2021, p101317Journal Article, 2021
  • Feng He, Tong Fu, Brian Lucey, Geographic diversity in academic finance editorial boards"A discussion, Finance Research Letters, 2021, p102006Journal Article, 2021
  • Elie Bouri, Brian Lucey, David Roubaud, Cryptocurrencies and the downside risk in equity investments, Finance Research Letters, 2019Journal Article, 2019
  • Boru Ren, Brian Lucey, Do clean and dirty cryptocurrency markets herd differently?, Finance Research Letters, 47, 2022, p102795Journal Article, 2022, DOI
  • Dongyang Zhang, Brian M. Lucey, Sustainable behaviors and firm performance: The role of financial constraints" alleviation, Economic Analysis and Policy, 74, 2022, p220--233Journal Article, 2022, DOI
  • Wang Y., Lucey B.M., Vigne S.A., Yarovaya L., The Effects of Central Bank Digital Currencies News on Financial Markets, Technological Forecasting and Social Change, 180, 2022Journal Article, 2022, DOI
  • Cepni O., Gupta R., Karahan C.C., Lucey B., Oil price shocks and yield curve dynamics in emerging markets, International Review of Economics and Finance, 80, 2022, p613 - 623, p613-623Journal Article, 2022, DOI
  • LUCEY, BM, SOME EMPIRICS OF THE ISEQ INDEX, ECONOMIC AND SOCIAL REVIEW, 25, 1994, p157 - 177Journal Article, 1994
  • Lucey, B and E Tully, Seasonality, risk and return in COMEX Daily gold and silver data 1988:2002, Applied Financial Economics, 16, (4), 2006, p319 - 333Journal Article, 2006
  • Brian Lucey, Investigating the Determinants of the wednesday seasonal in irish equity markets , Research in International Business and Finance, 20, (1), 2006, p62 - 76Journal Article, 2006, URL
  • B Lucey, E Tully and V Poti, International portfolio diversification, skewness and the role of gold, Frontiers in Finance and Economics, 2, (2), 2007, p10 - 19Journal Article, 2007, TARA - Full Text
  • B Lucey and E Tully, The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis, Applied Financial Economic Letters, 2, (1), 2006, p47 - 53Journal Article, 2006
  • Lucey, B and Thomas Lagoarde-Segot, Efficiency in emerging markets-Evidence from the MENA region, Journal of International Financial Markets, Institutions and Money, 18, (1), 2007, p84 - 105Journal Article, 2007, DOI , URL
  • Lucey, B and Shelly Zhao, Halloween or January? Yet another puzzle, International Review of Financial Analysis, 17 , (5), 2007, p1055-1069Journal Article, 2007, DOI , URL
  • Aggarwal, R and B Lucey, Psychological Barriers in Gold Prices?, Review of Financial Economics, 16, (2), 2007, p217 - 230Journal Article, 2007, DOI , URL
  • Lucey, B , W Megginson and S Smart, An Introduction to Corporate Finance, 1st, London, Cengage, 2008, 800ppBook, 2008
  • Birg, Grigory and Brian Lucey, Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis , Applied Financial Economic Letters, 2, (6), 2006, p395 - 400Journal Article, 2006, URL
  • Lucey, B and E Tully, A power GARCH examination of the gold market, International Review of Financial Analysis, 21, (2), 2007, p316 - 325Journal Article, 2007, DOI , URL
  • Flavin, T., Lucey, B., Voronkova S., Real and Financial Aspects of Financial Integration, The Quarterly Review of Economics and Finance, 46, 2006, p315 - 316Journal Article, 2006, DOI , URL
  • Gilmore, Claire ; Lucey, Brian; Coehlo, Ricardo ; Hutzer, Stefan ; richmond, Peter, World Equity Market Integration- Evidence from Minimum Spanning Trees, Physica A, 376, 2007, p455 - 466Journal Article, 2007, DOI
  • Eastman, Alex and Lucey, Brian, Skewness and asymmetry in futures returns and volumes , Applied Financial Economics, 18, (10), 2008, p777 - 800Journal Article, 2008, DOI , URL
  • Delaney, L and Lucey, B, A psychological and attitudinal profile of Irish Economists, Journal of Socioeconomics, 36, (6), 2007, p841 - 855Journal Article, 2007, DOI
  • Gilmore, Claire ; Lucey, Brian ; McManus, Ginette, The dynamics of Central European equity market comovements, Quarterly Review of Economics and Finance, 48, (3), 2008, p605 - 622Journal Article, 2008, DOI , URL
  • Chelley-Steely, P and Brian Lucey, The Microstructure of the Irish Stock Market, Multinational Finance Journal, 12, (3/4), 2008, p279 - 311Journal Article, 2008, TARA - Full Text
  • Jokipii, T and B Lucey, Contagion and interdependence: Measuring CEE banking sector co-movements , Economic Systems, 31, (1), 2007, p71 - 96Journal Article, 2007, DOI , URL
  • Lagoarde-Segot, T and B Lucey, Capital Market Integration in the Middle East and North Africa, Emerging Markets, Finance and Trade, 43, (3), 2007, p34 - 57Journal Article, 2007, URL
  • Hope, E and B Lucey, Daily Seasonality In The 19th Century - Evidence From The Dublin Stock Exchange, Applied Economic Letters, 14, (4), 2007, p277 - 282Journal Article, 2007, DOI
  • Lagoarde-Segot, Thomas and Lucey, Brian, International portfolio diversification: Is there a role for the Middle East and North Africa?, Journal of Multinational Financial Management, 17, (5), 2007, p34 - 57Journal Article, 2007, DOI , URL , TARA - Full Text
  • Coelho R, Gilmore CG, Lucey B, Richmond P and Hutzler S, The evolution of interdependence in world equity markets - Evidence from minimum spanning trees, Physica A, 376, 2007, p455 - 466Journal Article, 2007, DOI , URL
  • Barari, M., B. Lucey and S. Voronkova, Reasessing G7 Equity Market Integration: Evidence from iShares, Applied Financial Economics, 18, (11), 2008, p863 - 877Journal Article, 2008, DOI
  • Fernandez, V and B Lucey, Portfolio management under sudden changes in volatility and heterogeneous investment horizons , Physica A , 375, (2), 2007, p612 - 614Journal Article, 2007, DOI , URL
  • Dowling, M and B Lucey, Robust Global Mood Influences On Equity Returns, Journal of Multinational Financial Management, 18, (2), 2008, p145 - 163Journal Article, 2008, DOI , URL
  • Lucey, B. and S. Voronkova, Russian Equity Market Linkages before and after the 1998 Crisis: Evidence from Stochastic and Regime-Switching Cointegration Tests, Journal of International Money and Finance, 27, (8), 2008, p1303 - 1324Journal Article, 2008, DOI , URL
  • Batten, J , Ciner, C and B Lucey, Volatility in the Gold Futures Market, Applied Economic Letters, 17, (2), 2012, p187 - 190Journal Article, 2012, DOI , URL
  • Lucey, B and M Dowling, Mood and Equity Pricing : UK Evidence, Applied Financial Economic Letters, 4, (4), 2008, p233 - 240Journal Article, 2008
  • Lucey, B, Gilmore, C and Bosci, M, An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees , Physica A, 387, (25), 2008, p6319 - 6329Journal Article, 2008, DOI , URL
  • Baur, Dirk and Brian Lucey, Flights or Contagion? An empirical analysis of stock-bond correlations, Journal of Financial Stability, 5, (4), 2009, p339 - 352Journal Article, 2009, DOI , URL
  • Journal of Multinational Financial Management, 18, 4, (2008), 1 - 5p, Brian Lucey, [eds.]Journal, 2008
  • Coehlo, R, Hutzler, R , Richmond, P and B Lucey, A Random Matrix Theory Based Analysis of stocks of markets from different countries, Advances in Complex systems, 11, (5), 2008, p1 - 14Journal Article, 2008, DOI
  • Aggarwal, R , Lucey, B and C Muckley, The Dynamics of Equity Market Integration in Europe: Impact of Political-Economy Events, Journal of Common Market Studies, 48, (3), 2011, p641 - 660Journal Article, 2011
  • MacAnBhaird, C and B Lucey, Determinants of capital structure in Irish SMEs, Small Business Economics, 35, (3), 2010, p357 - 375Journal Article, 2010, DOI , URL , TARA - Full Text
  • LUCEY, BM, Anomalous Daily Seasonality? , Applied Economic Letters, 7, (10), 2000, p637 - 640Journal Article, 2000
  • LUCEY, BM, Friday the 13th : International Evidence, Applied Economic Letters, 8, 2001, p577 - 579Journal Article, 2001, URL
  • LUCEY, BM, Market Direction and Moment Seasonality, Applied Economic Letters, 9, 2002, p657 - 664Journal Article, 2002
  • Brian Lucey, Evidence of Lunar Cycles in Precious Metal Returns, Applied Economics Letters, 17, (5), 2011, p835 - 838Journal Article, 2011
  • Lagoarde-Segot, Thomas and Brian Lucey, Shift Contagion vulnerability in the MENA stock markets, World Economy, 32, (10), 2010, p1478 - 1497Journal Article, 2010, DOI , URL
  • Brian M. Lucey and QiYu Zhang, Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world, Emerging Markets Review, 11, (1), 2010, p62 - 78Journal Article, 2010, DOI , URL , TARA - Full Text
  • Brian M. Lucey, International financial integration , Journal of Banking & Finance, 33, (10), 2009, p1739-1740Journal Article, 2009, DOI , URL , TARA - Full Text
  • Batten, J, Ciner, C and Lucey, B, The macroeconomic determinants of volatility in precious metals markets , Resources Policy, 35, (2), 2010, p65 - 71Journal Article, 2010, DOI , URL
  • Brian Lucey and Aleksandar Šević, Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008, Journal of International Financial Markets, Institutions and Money, 20, (3), 2010, p275-283Journal Article, 2010, TARA - Full Text
  • Bosci, Marian, Gilmore, Claire, and Brian Lucey , Comovements in Government Bond Markets: A Minimum Spanning Tree Analysis, Physica A, 389, (21), 2010, p4875-4886Journal Article, 2010, DOI , URL , TARA - Full Text
  • Brian M. Lucey and QiYu Zhang, Financial integration and emerging markets capital structure, Journal of Banking & Finance, 35, (5), 2011, p1228-1238Journal Article, 2011, DOI , URL , TARA - Full Text
  • Brian M. Lucey, Cal Muckley, Robust Global Stock Market Interdependencies, International Review of Financial Analysis, 20, (4), 2011, p215-224Journal Article, 2011, DOI , URL , TARA - Full Text
  • Constantin Gurdgiev, Brian M. Lucey, Ciarán Mac an Bhaird and Lorcan Roche-Kelly, The Irish Economy: Three Strikes and You're Out?, Panoeconomicus, 1, 2011, p19-41Journal Article, 2011, URL , TARA - Full Text
  • Lucey, Brian, Aggarwal, Raj, Kearney, Colm, Gravity and Culture in Foreign Porfolio Investment, Journal of Banking and Finance, 36, (2), 2012, p525 - 538Journal Article, 2012
  • Carron, Brenda ; Lucey, Brian, The Effect of Gender on Stock Price Reaction to the appointment of Directors: Evidence from the FTSE100, Applied Economics Letters, 18, (13), 2011, p1825 - 1829Journal Article, 2011
  • Loring, G., Lucey, B., An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?, Emerging Markets Review, 17, 2013, p14-28Journal Article, 2013, DOI , URL
  • Claus, E., Lucey, B.M., Equity market integration in the Asia Pacific region: Evidence from discount factors, Research in International Business and Finance, 26, (2), 2012, p137-163Journal Article, 2012, DOI , URL
  • Batten, J.A., Ciner, C., Lucey, B.M., Szilagyi, P.G., The structure of gold and silver spread returns, Quantitative Finance, 13, (4), 2013, p561-570Journal Article, 2013, DOI , URL
  • Lucey, B.M., Larkin, C., O'Connor, F.A., London or New York: Where and when does the gold price originate?, Applied Economics Letters, 20, (8), 2013, p813-817Journal Article, 2013, DOI , URL
  • You, L., Lucey, B.M., Shu, Y., An empirical study of multiple direct international listings, Global Finance Journal, 24, (1), 2013, p69-84Journal Article, 2013, DOI , URL
  • Ciner, C., Gurdgiev, C., Lucey, B.M., Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates, International Review of Financial Analysis, 29, 2013, p202-211Journal Article, 2013, DOI , URL
  • Lucey, B , , Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies, Quarterly Review of Economics and Finance, 53, (4), 2013, p476-485Journal Article, 2013, URL
  • Mac an Bhaird, Ciaran Lucey, Brian, Culture's Influences: An investigation of inter-country differences in capital structure, Borsa Istanbul Review, 2014Journal Article, 2014, URL , TARA - Full Text
  • Lucey, Brian M. O'Connor, Fergal A., Do Bubbles occur in the Gold Price? An investigation of Gold Lease Rates and Markov Switching Models, Borsa Istanbul Review, 13, (3), 2014, p53 - 56Journal Article, 2014, TARA - Full Text
  • Lucey, Brian M., An introduction to the Journal of Behavioral and Experimental Finance, Journal of Behavioral and Experimental Finance, 2014Journal Article, 2014, URL , TARA - Full Text
  • Brian Lucey, Patrick Joseph McCabe, Gerard McHugh, Capital Budgeting Practices in Ireland, Irish Business and Administrative Research, 1995, p101-114Journal Article, 1995
  • Brian Lucey, Patrick McCabe and Gerard McHugh, An Analysis Of The Investment Appraisal Practices Of Irish Companies, Irish Business and Administrative Research, 16, (1), 1995, p101 - 116Journal Article, 1995
  • Brian Lucey, Daily Seasonality in LME Base Metal Return - A non parametric analysis, Finance Letters, 2000Journal Article, 2000
  • Lucey, B. and A Barrett, An Analysis Of The Journal Article Output Of Irish Based Economists 1970-2001, Economic and Social Review, 34, (2), 2003, p109 - 143Journal Article, 2003
  • Brian Lucey, Friday the 13th: International Evidence, Applied Economics Letters, 8, (9), 2002, p577 - 579Journal Article, 2002
  • Brian Lucey & Louise Turner, Out with the old, in with the new?, Accountancy Ireland, 1999, p12 - 99Journal Article, 1999
  • Brian Lucey & Terence Quinn, The Basle Capital Adequacy Rules And The Economics Of Regulation, Central Bank of Ireland Research Technical Paper, 1991, p43Journal Article, 1991
  • Brian M Lucey, Efficiency In The Foreign Exchange Market - An Application Of Cointegration, Economic and Social Review, 20, (1), 1988, p25 - 36Journal Article, 1988
  • Brian M Lucey, Efficiency In The Foreign Exchange Market - A Reply To Leddin, Economic and Social Review, 20, (3), 1989, p86 - 87Journal Article, 1989
  • Brian M Lucey, Tests For Macroeconomic Feedback From Migration - A Comment, Economic and Social Review, 20, (3), 1989, p274 - 277Journal Article, 1989
  • Brian M Lucey, Some Empirics Of The ISEQ, Economic and Social Review, 25, (2), 1994, p157 - 177Journal Article, 1994
  • Brian M Lucey, Profits, Efficiency And Irish Banks, Journal of the Statistical and Social Inquiry society of Ireland, 27, (1), 1994, p31 - 73Journal Article, 1994
  • Lucey, B., Examining The Profit-Efficiency Relationship In Irish Credit Institutions, Irish Business and Administrative Research, 17, (1), 1996, p110 - 122Journal Article, 1996
  • Brian M Lucey, All About EVA, Irish Banking Review, 1996, p43 - 52Journal Article, 1996
  • Lucey, B., Business Students Perceptions of Favorite and Effective Instructors: Do They Differ?, Irish Business & Administrative Research, 19, (1), 1999, p90 - 99Journal Article, 1999
  • Brian M Lucey, Friday The 13th And The Philosophical Basis Of Financial Economics, Journal of Economics and Finance, 24, (3), 2000, p294 - 301Journal Article, 2000, URL
  • Brian M Lucey, Pre-Holiday calendar Regularities in Ireland, Atlantic Economic Journal, (4), 2001, p1 - 12Journal Article, 2001
  • Brian M Lucey, Market Direction and Moment Seasonality: Evidence From Irish Equities, Applied Economics Letters, 9, 2002, p657 - 664Journal Article, 2002, URL
  • Brian Lucey, Are international or local influences responsible for the pre-holiday behaviour of Irish equities?, Applied Economics Letters, 2001Journal Article, 2001
  • Brian M Lucey, The BIS And EC Capital Adequacy Rules-A Critical Analysis, Irish Business and Administrative Review, 14, (2), 1993, p1 - 16Journal Article, 1993
  • Dowling, M and B Lucey, From Hubris to Nemesis: Irish Banks, Behavioral Biases, and the Crisis" , Journal of Risk Management in Financial Institutions , 7, (2), 2015, p122 - 133Journal Article, 2015
  • Patrick Butler, Reviews, International Small Business Journal, (2), 2000Journal Article, 2000
  • Lucey, B.M. Devine, L., Was wine a premier cru investment?, Research in International Business and Finance, 34, 2015, p33 - 51Journal Article, 2015, URL
  • Lucey, B.M. Li, S., What precious metals act as safe havens, and when? Some US evidence, Applied Economics Letters, 22, (1), 2015, p35 - 45Journal Article, 2015, URL
  • Batten, J.A. Ciner, C. Lucey, B.M., Which precious metals spill over on which, when and why? Some evidence, 2014, -Miscellaneous, 2014, URL
  • Dowling, M. Cummins, M. Lucey, B.M., Psychological barriers in oil futures markets, Energy Economics, 53, 2016, p293 - 304Journal Article, 2016, DOI , URL , TARA - Full Text
  • Lucey, B.M. Larkin, C. Gurdgiev, C., Learning from the Irish experience-A clinical case study in banking failure, Comparative Economic Systems, 56, (2), 2014, p295 - 312Journal Article, 2014, URL
  • Lucey, B.M. Larkin, C. O'Connor, F., Gold markets around the world - who spills over what, to whom, when?, Applied Economic Letters, 21, (13), 2014, p887 - 892Journal Article, 2014, URL
  • Aggarwal, R. Lucey, B.M. O'Connor, F.A., Rationality in precious metals forward markets: Evidence of behavioural deviations in the gold markets, Journal of Multinational financial management, 25-26, 2014, p110 - 130Journal Article, 2014, URL
  • Berghöfer, B. Lucey, B., Fuel hedging, operational hedging and risk exposure - Evidence from the global airline industry, International Review of Financial Analysis, 34, 2014, p124 - 139Journal Article, 2014, URL
  • Batten, J.A. Ciner, C. Lucey, B.M., On the economic determinants of the gold-inflation relation, Resources Policy, 41, (1), 2014, p101 - 108Journal Article, 2014, URL
  • Lucey, B.M., The political economy of international integration, Journal of Banking and Finance, 37, (6), 2013, p1809-Journal Article, 2013, URL
  • Lucey, B.M., Perspectives on international and corporate finance, Journal of Banking and Finance, 36, (3), 2012, p625-Journal Article, 2012, URL
  • Lucey Brain, Test research, 2016Case Study
  • Voronkova, S., Lucey, B., Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests, Bank of Finland BOFIT Discussion Paper 12 / 2005 , 2005Working Paper, URL
  • Brian Lucey, Measuring and Managing Integration : What do we know, Journal of Multinational Financial Management, ForthcomingJournal Article, URL
  • Lucey, B, International influences on asset markets, Journal of Multinational Financial Management, 18, (4), 2008, p291 - 292Journal Article, URL
  • Aggarwal, Raj, Kearney, Colm and Lucey, Brian M., Gravity and Culture in Foreign Portfolio Investment, 2011Working Paper, URL , TARA - Full Text
  • Lucey, Brian M. and Carron, Brenda L., The Effect of Gender on Stock Price Reaction to the Appointment of Directors: The Case of the FTSE 100, 2011Working Paper, TARA - Full Text
  • Lucey, Brian M. and Devine, Liam, Is Wine a Premier CRU Investment?, 2011Working Paper, TARA - Full Text
  • Ciner, Cetin, Gurdgiev, Constantin and Lucey, Brian M., Hedges and Safe Havens - An Examination of Stocks, Bonds, Oil, Gold and the Dollar, 2011Working Paper, TARA - Full Text
  • Gurdgiev, Constantin, Lucey, Brian M. and Reilly, Deirdre, Real Estate and the Stock Market: A Meta‐Regression Analysis, 2011Working Paper, TARA - Full Text
  • Lucey, Brian M., Dowling, Michael M. and Plaksina, Yulia, Ascribed Versus Achieved Social Status of CEOs and its Relationship with M&A Activities, 2011Working Paper, TARA - Full Text
  • Lucey, Brian M. and O'Connor, Fergal Andrew, What is the Real Price of Gold and How Would We Know?, The Alchemist, September, 2011Journal Article, URL , TARA - Full Text
  • Lucey, Brian M. and O'Connor, Fergal Andrew, What Do Academics (Think) They Know About Gold?, The Alchemist, August, 2011Journal Article, URL , TARA - Full Text
  • Lucey, Brian M. and Muckley, Cal B., Global Stock Market Interdependencies and long-term Portfolio Diversification, 2011Working Paper, TARA - Full Text
  • Brian Lucey, Financial Management - An Introduction in the Irish Context, Dublin, Folens, 1997, 330ppBook
  • Brian Lucey, Students' Manual to accompany Financial Management An Introduction in the Irish Context, Dublin, Folens, 1999, 43ppBook

Research Expertise

Research Interests include: . International Asset Market integration and contagion . Financial Market efficiency, particularly as measured by calendar anomalies . The psychology of economics. Research Collaboration: . Research Associate in the Institute for International Integration Studies (IIIS)

  • Title
    INFINITI
    Summary
    A project to examine international financial integration
    Funding Agency
    IIIS
  • Title
    TIONCHAR
    Summary
    An economic evaluation of the impact of higher education in Ireland
    Funding Agency
    IRC

Cultural & economic geography, Economics, Business & Management,

Recognition

  • Fellow T.C.D.
  • Midwest Finance Association
  • Eastern Finance Association
  • Financial Management Association International
  • Associate Editor "Journal of Applied Finance 2007 -11
  • Academic Director, Midwest Finance Association (USA) 2006- 2009
  • Editor, Journal of Behavioral and Experimental Finance 2013-
  • Associate Editor 'Journal of Multinational Financial Management' 2006-
  • Editor - International Review of Financial Analysis 2013-
  • Associate Editor - Journal of Banking and Finance 2012-
  • Editor, Finance Research Letters 2015-
  • Academic Director, MSc in Finance 2007-10
  • Associate Editor of 'The Financial Review' 2006 -10