Professor Brian Lucey
Professor, Trinity Business School
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
Peer-Reviewed Publications
Dowling, M. Cummins, M. Lucey, B.M., Psychological barriers in oil futures markets, Energy Economics, 53, 2016, p293 - 304
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, p186-196
Lucey, B.M. Li, S., What precious metals act as safe havens, and when? Some US evidence, Applied Economics Letters, 22, (1), 2015, p35 - 45
Lucey, B.M. Devine, L., Was wine a premier cru investment?, Research in International Business and Finance, 34, 2015, p33 - 51
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 - 133
Goldstein M., Goyal A., Lucey B., Muckley C., The Global Preference for Dividends in Declining Markets, Financial Review, 50, (4), 2015, p575-609
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, 2015
Brian Lucey, Mark Cummins, Michael Dowling, Behavioral influences in non-ferrous metals prices, Resources Policy, 45, 2015, p9-22
Batten, J.A. Ciner, C. Lucey, B.M., On the economic determinants of the gold-inflation relation, Resources Policy, 41, (1), 2014, p101 - 108
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 - 139
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 - 130
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 - 892
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 - 312
Batten, J.A. Ciner, C. Lucey, B.M., Which precious metals spill over on which, when and why? Some evidence, 2014, -
Lucey, Brian M., An introduction to the Journal of Behavioral and Experimental Finance, Journal of Behavioral and Experimental Finance, 2014
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 - 56
Mac an Bhaird, Ciaran Lucey, Brian, Culture's Influences: An investigation of inter-country differences in capital structure, Borsa Istanbul Review, 2014
Lucey, B.M., The political economy of international integration, Journal of Banking and Finance, 37, (6), 2013, p1809-
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, p476-485
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, p202-211
You, L., Lucey, B.M., Shu, Y., An empirical study of multiple direct international listings, Global Finance Journal, 24, (1), 2013, p69-84
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, p813-817
Batten, J.A., Ciner, C., Lucey, B.M., Szilagyi, P.G., The structure of gold and silver spread returns, Quantitative Finance, 13, (4), 2013, p561-570
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, p14-28
Lucey, B.M., Dowling, M., Cultural Behavioral Finance in Emerging Markets, Emerging Markets and the Global Economy: A Handbook, 2013, p327-346
Lucey, B.M., Perspectives on international and corporate finance, Journal of Banking and Finance, 36, (3), 2012, p625-
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, p137-163
Lucey, Brian, Aggarwal, Raj, Kearney, Colm, Gravity and Culture in Foreign Porfolio Investment, Journal of Banking and Finance, 36, (2), 2012, p525 - 538
Batten, J , Ciner, C and B Lucey, Volatility in the Gold Futures Market, Applied Economic Letters, 17, (2), 2012, p187 - 190
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 - 1829
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, p19-41
Brian M. Lucey, Cal Muckley, Robust Global Stock Market Interdependencies, International Review of Financial Analysis, 20, (4), 2011, p215-224
Brian M. Lucey and QiYu Zhang, Financial integration and emerging markets capital structure, Journal of Banking & Finance, 35, (5), 2011, p1228-1238
Brian Lucey, Evidence of Lunar Cycles in Precious Metal Returns, Applied Economics Letters, 17, (5), 2011, p835 - 838
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 - 660
Mac an Bhaird, C., Lucey, B., An empirical investigation of the financial growth lifecycle, Journal of Small Business and Enterprise Development, 18, (4), 2011, p715-731
Dowling, M., Lucey, B., Other Behavioral Biases, Behavioral Finance: Investors, Corporations, and Markets, 2011, p313-330
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, p1225-1229
Bosci, Marian, Gilmore, Claire, and Brian Lucey , Comovements in Government Bond Markets: A Minimum Spanning Tree Analysis, Physica A, 389, (21), 2010, p4875-4886
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, p275-283
Batten, J, Ciner, C and Lucey, B, The macroeconomic determinants of volatility in precious metals markets , Resources Policy, 35, (2), 2010, p65 - 71
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 - 78
Lagoarde-Segot, Thomas and Brian Lucey, Shift Contagion vulnerability in the MENA stock markets, World Economy, 32, (10), 2010, p1478 - 1497
MacAnBhaird, C and B Lucey, Determinants of capital structure in Irish SMEs, Small Business Economics, 35, (3), 2010, p357 - 375
Lucey, B., Aggarwal, R., Dynamics of equity market integration in Europe: Impact of political economy events, Journal of Common Market Studies, 48, (3), 2010, p641-660
Lucey, B.M., Lunar seasonality in precious metal returns?, Applied Economics Letters, 17, (9), 2010, p835-838
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 - 229
Brian M. Lucey, International financial integration , Journal of Banking & Finance, 33, (10), 2009, p1739-1740
Baur, Dirk and Brian Lucey, Flights or Contagion? An empirical analysis of stock-bond correlations, Journal of Financial Stability, 5, (4), 2009, p339 - 352
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 - 14
Journal of Multinational Financial Management, 18, 4, (2008), 1 - 5p, Brian Lucey, [eds.]
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 - 6329
Lucey, B and M Dowling, Mood and Equity Pricing : UK Evidence, Applied Financial Economic Letters, 4, (4), 2008, p233 - 240
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 - 1324
Dowling, M and B Lucey, Robust Global Mood Influences On Equity Returns, Journal of Multinational Financial Management, 18, (2), 2008, p145 - 163
Barari, M., B. Lucey and S. Voronkova, Reasessing G7 Equity Market Integration: Evidence from iShares, Applied Financial Economics, 18, (11), 2008, p863 - 877
Chelley-Steely, P and Brian Lucey, The Microstructure of the Irish Stock Market, Multinational Finance Journal, 12, (3/4), 2008, p279 - 311
Gilmore, Claire ; Lucey, Brian ; McManus, Ginette, The dynamics of Central European equity market comovements, Quarterly Review of Economics and Finance, 48, (3), 2008, p605 - 622
Eastman, Alex and Lucey, Brian, Skewness and asymmetry in futures returns and volumes , Applied Financial Economics, 18, (10), 2008, p777 - 800
Lucey, B , W Megginson and S Smart, An Introduction to Corporate Finance, 1st, London, Cengage, 2008, 800pp
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, p655-668
Lagoarde-Segot, T., Lucey, B.M., Equity markets and economic development: What do we know?, Economics of Emerging Markets, 2008, p22-66
Dowling, M., Lucey, B.M., Mood and UK equity pricing, Applied Financial Economics Letters, 4, (4), 2008, p233-240
Barari, M., Lucey, B., Voronkova, S., Reassessing co-movements among G7 equity markets: Evidence from iShares, Applied Financial Economics, 18, (11), 2008, p863-877
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, p68-81
Fernandez, V and B Lucey, Portfolio management under sudden changes in volatility and heterogeneous investment horizons , Physica A , 375, (2), 2007, p612 - 614
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 - 466
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 - 57
Hope, E and B Lucey, Daily Seasonality In The 19th Century - Evidence From The Dublin Stock Exchange, Applied Economic Letters, 14, (4), 2007, p277 - 282
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 - 57
Jokipii, T and B Lucey, Contagion and interdependence: Measuring CEE banking sector co-movements , Economic Systems, 31, (1), 2007, p71 - 96
Delaney, L and Lucey, B, A psychological and attitudinal profile of Irish Economists, Journal of Socioeconomics, 36, (6), 2007, p841 - 855
Gilmore, Claire ; Lucey, Brian; Coehlo, Ricardo ; Hutzer, Stefan ; richmond, Peter, World Equity Market Integration- Evidence from Minimum Spanning Trees, Physica A, 376, 2007, p455 - 466
Lucey, B and E Tully, A power GARCH examination of the gold market, International Review of Financial Analysis, 21, (2), 2007, p316 - 325
Aggarwal, R and B Lucey, Psychological Barriers in Gold Prices?, Review of Financial Economics, 16, (2), 2007, p217 - 230
Lucey, B and Shelly Zhao, Halloween or January? Yet another puzzle, International Review of Financial Analysis, 17 , (5), 2007, p1055-1069
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 - 105
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 - 19
Lucey, B.M., Delaney, L., A psychological, attitudinal and professional profile of Irish economists, Journal of Socio-Economics, 36, (6), 2007, p841-855
Hope, E., Lucey, B.M., Daily seasonality in 19th century stocks - Some evidence from the Dublin stock exchange, Applied Economics Letters, 14, (4), 2007, p277-282
Flavin, T., Lucey, B., Voronkova S., Real and Financial Aspects of Financial Integration, The Quarterly Review of Economics and Finance, 46, 2006, p315 - 316
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 - 400
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 - 53
Brian Lucey, Investigating the Determinants of the wednesday seasonal in irish equity markets , Research in International Business and Finance, 20, (1), 2006, p62 - 76
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 - 333
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, p1-3
Lucey, B.M., Tully, E., Seasonality, risk and return in daily COMEX gold and silver data 1982-2002, Applied Financial Economics, 16, (4), 2006, p319-333
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, p47-53
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, p383-413
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 of International Financial Markets, Institutions and Money: Special Issue 'International Bond Market Integration", 16, 1, (2006), 1 - 86p, B Lucey and J Steeley, [eds.]
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 - 56
Lucey, B.M., Dowling, M., The role of feelings in investor decision-making, Journal of Economic Surveys, 19, (2), 2005, p211-237
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]
B Lucey, Does Volume Provide Information: Evidence from the Irish Stock Market, Applied Financial Economic Letters, 1, (2), 2005, p105 - 110
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 - 171
Lucey, B, Speculation or Hedging Evidence from the Irish Stock Market, Applied Financial Economics Letters, 1, (1), 2005, p9 - 14
Lucey, B. and J Steeley, International Bond market Integration, Journal of International Financial Markets, Institutions and Money, 16, (1), 2005, p1 - 3
Lucey, B., M Dowling, Investor Mood, Emotions and Stock Pricing, Journal of Economic Surveys, 19, (2), 2005, p211 - 239
Lucey, B., M Dowling, Weather, Biorhythms and Stock Returns Some Preliminary Irish Evidence, International Review of Financial Analysis, 14, (3), 2005, p337 - 355
Lucey, B., Are Local or International Influences Responsible For the Pre-Holiday Behaviour of Irish Equities?, Applied Financial Economics, 15, (6), 2005, p381 - 389
Kearney, C., Lucey, B.M., International equity market integration: Theory, evidence and implications, International Review of Financial Analysis, 13, (5 SPEC.ISS.), 2004, p571-583
International Review of Financial Analysis: Special Issue 'International Equity Market Integration', 13, 5, (2004), 571 - 685p, C Kearney and B Lucey, [eds.]
Lucey, B., C Kearney, Equity Market Integration- an overview, International Review of Financial Analysis, 13, (5), 2004, p571 - 583
Lucey, B. and S Whelan, Monthly and Semi-Annual Seasonality in the Irish Equity Market 1934-2000, Applied Financial Economics, 14, (3), 2004, p202 - 208
Lucey, B., Robust Estimates of Daily Seasonality in the Irish Equity Market, Applied Financial Economics, 14, (7), 2004, p517 - 523
Lucey, B., Daily Seasonality In London Metal Exchange Base Metal Returns 1989-2002: A Non-Parametric Analysis, Finance Letters, 1, (4), 2004, p12 - 15
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 - 143
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, p109-143
Brian M Lucey, Market Direction and Moment Seasonality: Evidence From Irish Equities, Applied Economics Letters, 9, 2002, p657 - 664
Brian Lucey, Friday the 13th: International Evidence, Applied Economics Letters, 8, (9), 2002, p577 - 579
LUCEY, BM, Market Direction and Moment Seasonality, Applied Economic Letters, 9, 2002, p657 - 664
Brian Lucey, Are international or local influences responsible for the pre-holiday behaviour of Irish equities?, Applied Economics Letters, 2001
Brian M Lucey, Pre-Holiday calendar Regularities in Ireland, Atlantic Economic Journal, (4), 2001, p1 - 12
LUCEY, BM, Friday the 13th : International Evidence, Applied Economic Letters, 8, 2001, p577 - 579
Lucey, B.M., Preholiday calendar regularities in Ireland, Atlantic Economic Journal, 29, (4), 2001
Patrick Butler, Reviews, International Small Business Journal, (2), 2000
Brian M Lucey, Friday The 13th And The Philosophical Basis Of Financial Economics, Journal of Economics and Finance, 24, (3), 2000, p294 - 301
Brian Lucey, Daily Seasonality in LME Base Metal Return - A non parametric analysis, Finance Letters, 2000
LUCEY, BM, Anomalous Daily Seasonality? , Applied Economic Letters, 7, (10), 2000, p637 - 640
Lucey, B., Business Students Perceptions of Favorite and Effective Instructors: Do They Differ?, Irish Business & Administrative Research, 19, (1), 1999, p90 - 99
Brian Lucey & Louise Turner, Out with the old, in with the new?, Accountancy Ireland, 1999, p12 - 99
Lucey, B., L. Turner, Out With the Old, In With the New?, Accountancy Ireland, 1999
Brian M Lucey, All About EVA, Irish Banking Review, 1996, p43 - 52
Lucey, B., Examining The Profit-Efficiency Relationship In Irish Credit Institutions, Irish Business and Administrative Research, 17, (1), 1996, p110 - 122
Lucey, B., All About EVA., Irish Banking Review, 1996, p43 - 52
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 - 116
Brian Lucey, Patrick Joseph McCabe, Gerard McHugh, Capital Budgeting Practices in Ireland, Irish Business and Administrative Research, 1995, p101-114
Brian M Lucey, Profits, Efficiency And Irish Banks, Journal of the Statistical and Social Inquiry society of Ireland, 27, (1), 1994, p31 - 73
Brian M Lucey, Some Empirics Of The ISEQ, Economic and Social Review, 25, (2), 1994, p157 - 177
LUCEY, BM, SOME EMPIRICS OF THE ISEQ INDEX, ECONOMIC AND SOCIAL REVIEW, 25, 1994, p157 - 177
Brian M Lucey, The BIS And EC Capital Adequacy Rules-A Critical Analysis, Irish Business and Administrative Review, 14, (2), 1993, p1 - 16
Brian Lucey & Terence Quinn, The Basle Capital Adequacy Rules And The Economics Of Regulation, Central Bank of Ireland Research Technical Paper, 1991, p43
Lucey, B., Quinn T., The Basle Capital Adequacy Rules and the Economics of Regulation, Dublin, Central Bank Of Ireland, 1991
Brian M Lucey, Tests For Macroeconomic Feedback From Migration - A Comment, Economic and Social Review, 20, (3), 1989, p274 - 277
Brian M Lucey, Efficiency In The Foreign Exchange Market - A Reply To Leddin, Economic and Social Review, 20, (3), 1989, p86 - 87
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 - 105
Brian M Lucey, Efficiency In The Foreign Exchange Market - An Application Of Cointegration, Economic and Social Review, 20, (1), 1988, p25 - 36
Brian Lucey, Ciaran Mac an Bhaird and Javier Sanchez Vidal , Discouraged Borrowers : Evidence from Eurozone SME's, Journal of International Financial Markets, Institutions and Money
, The validity of Islamic art as an investment, Research in International Business and Finance, 2016
Berk, Ales ; Cummin, Mark, Dowling, Michael, Lucey, Brian, Psychological Price Barriers in Frontier Equities, Journal of International Financial Markets, Institutions and Money
Lucey, B., Batten, J., Cumming, D., Editorial, Finance Research Letters, 12, 2015
Jonathan A. Batten, Cetin Ciner, Brian M. Lucey, The dynamic linkages between crude oil and natural gas markets, Energy Economics, 62, 2017, p155--170
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, p35-49
Zhang, Q., Larkin, C., Lucey, B.M., An Empirical Study of the Innovative Culture in Ireland"s Higher Education Institutions, Higher Education Policy, 2017
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 - 308
Lucey, B., O"connor, F., Are gold bugs coherent?, Applied Economics Letters, 24, (2), 2017, p90-94
Corbet, S., Lucey, B., Yarovya, L., Datestamping the Bitcoin and Ethereum bubbles, Finance Research Letters, 2017
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, 2017
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, p107-131
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, p1-29
Batten, J.A., Ciner, C., Kosedag, A., Lucey, B.M., Is the price of gold to gold mining stocks asymmetric?, Economic Modelling, 60, 2017, p402-407
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, p1-14
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, p199-219
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, p1601-1623
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, p174-185
Lucey, B.M., Sharma, S.S., Vigne, S.A., Gold and inflation(s) - A time-varying relationship, Economic Modelling, 67, 2016, p88 - 101
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, p625-645
Lucey, B.M., Plaksina, Y., Dowling, M., CEO social status and acquisitiveness, Qualitative Research in Financial Markets, 5, (2), 2013, p161-177
Brian Lucey, Asymmetric linkages among the fear index and emerging market volatility indices, Emerging Markets Review, 2018
Batten, J.A., Lucey, B.M., Peat, M., Gold and silver manipulation: What can be empirically verified?, Economic Modelling, 56, 2016, p168-176
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, p564-586
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, 2018
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, 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, 2019
Shaen Corbet, Brian Lucey, Andrew Urquhart, Larisa Yarovaya, Cryptocurrencies as a Financial Asset: A systematic analysis, International Review of Financial Analysis, 2018
Cetin Ciner, Brian Lucey, Larisa Yarovaya, Spillovers, integration and causality in LME non-ferrous metal markets, Journal of Commodity Markets, 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, 2018
Paraskevi Katsiampa, Shaen Corbet, Brian Lucey, Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis, Finance Research Letters, 29, 2019, p68--74
Pia Helbing, Brian M. Lucey, Samuel A. Vigne, The determinants of IPO withdrawal - Evidence from Europe, Journal of Corporate Finance, 56, 2019, p415 - 436
Xinya Wang, Huifang Liu, Shupei Huang, Brian Lucey, Identifying the multiscale financial contagion in precious metal markets, International Review of Financial Analysis, 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, 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, p1-17
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, p32-37
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, p35-52
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, 2019
Corbet, S. and Larkin, C. and Lucey, B. and Yarovaya, L., KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?, Applied Economics Letters, 2019
Bouri, E. and Lucey, B. and Roubaud, D., Cryptocurrencies and the downside risk in equity investments, Finance Research Letters, 2019
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), 2019
Bouri, E. and Lucey, B. and Roubaud, D., The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages, Finance Research Letters, 2019
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, p1620-1642
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), 2019
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, 2019
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), 2019
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, 2019
Corbet S., Lucey B., Peat M., Vigne S., What Sort of Asset? Bitcoin Analysed, Lecture Notes in Business Information Processing, 345, 2019, p52 - 65, p52-65
Corbet S., Lucey B., Peat M., Vigne S. A., Bitcoin Futures - What use are they?, Economics Letters, 172, 2018, p23 - 27
Corbet S., Cumming D.J., Lucey B.M., Peat M., Vigne S.A,, The destabilising effects of cryptocurrency cybercriminality, Economics Letters, 191, (108741), 2020
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 - 291
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, p123734
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, p101317
Feng He, Tong Fu, Brian Lucey, Geographic diversity in academic finance editorial boards"A discussion, Finance Research Letters, 2021, p102006
Elie Bouri, Brian Lucey, David Roubaud, Cryptocurrencies and the downside risk in equity investments, Finance Research Letters, 2019
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), 2020
Boru Ren, Brian Lucey, Do clean and dirty cryptocurrency markets herd differently?, Finance Research Letters, 47, 2022, p102795
Dongyang Zhang, Brian M. Lucey, Sustainable behaviors and firm performance: The role of financial constraints" alleviation, Economic Analysis and Policy, 74, 2022, p220--233
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, 2022
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, p613-623
Brian Lucey, Muhammad Yahya, Layla Khoja, Gazi Salah Uddin, Ali Ahmed, Interconnectedness and risk profile of hydrogen against major asset classes, Renewable and Sustainable Energy Reviews, 192, 2024, p114223
Gazi Salah Uddin, Brian Lucey, Md Lutfur Rahman, David Stenvall, Quantile coherency across bonds, commodities, currencies, and equities, Journal of Commodity Markets, 33, 2024, p100379
Afsheen Abrar, Muhammad Abubakr Naeem, Sitara Karim, Brian M. Lucey, Samuel A. Vigne, Shining in or fading out: Do precious metals sparkle for cryptocurrencies?, Resources Policy, 90, 2024, p104722
Dayong Zhang, Yalin Wu, Qiang Ji, Kun Guo, Brian Lucey, Climate impacts on the loan quality of Chinese regional commercial banks, Journal of International Money and Finance, 140, 2024, p102975
Suwan(Cheng) Long, Brian Lucey, Dayong Zhang, Zhiwei Zhang, Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints, Finance Research Letters, 58, 2023, p104031
Brian Lucey, Boru Ren, Time-varying tail risk connectedness among sustainability-related products and fossil energy investments, Energy Economics, 126, 2023, p106812
Molla Ramizur Rahman, Arun Kumar Misra, Brian M. Lucey, Sabyasachi Mohapatra, Satish Kumar, Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries, Journal of International Financial Markets, Institutions and Money, 87, 2023, p101819
Imen Mbarki, Muhammad Arif Khan, Sitara Karim, Andrea Paltrinieri, Brian M. Lucey, Unveiling commodities-financial markets intersections from a bibliometric perspective, Resources Policy, 83, 2023, p103635
Michael Dowling, Brian Lucey, ChatGPT for (Finance) research: The Bananarama Conjecture, Finance Research Letters, 53, 2023, p103662
Tong Fu, Feng He, Brian Lucey, Justice as efficiency: Courts and the allocation of electricity in China, Journal of International Financial Markets, Institutions and Money, 84, 2023, p101746
Yi Li, Brian Lucey, Andrew Urquhart, Can altcoins act as hedges or safe-havens for Bitcoin?, Finance Research Letters, 52, 2023, p103360
Yu Wei, Yizhi Wang, Brian M. Lucey, Samuel A. Vigne, Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets, Journal of Commodity Markets, 29, 2023, p100305
Onur Kemal Tosun, Brian Lucey, Growth " What growth?, Finance Research Letters, 52, 2023, p103594
Boru Ren, Brian Lucey, Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model, Energy Economics, 119, 2023, p106526
Long, Suwan(Cheng), Lucey, Brian, Xie, Ying, Yarovaya, Larisa, "I Just Like the Stock": The Role of Reddit Sentiment in the GameStop Share Rally, Financial Review, 58, (1), 2023, p19-37
Naeem, Muhammad Abubakr, Gul, Raazia, Farid, Saqib, Karim, Sitara, Lucey, Brian M., Assessing linkages between alternative energy markets and cryptocurrencies, Journal of Economic Behavior & Organization, 211, 2023, p513-529
Karim, Sitara, Naeem, Muhammad Abubakr, Shafiullah, Muhammad, Lucey, Brian M., Ashraf, Sania, Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram, Finance Research Letters, 54, 2023, p103728
Pandey, Dharen Kumar, Lucey, Brian M., Kumar, Satish, Border disputes, conflicts, war, and financial markets research: A systematic review, Research in International Business and Finance, 65, 2023, p101972
Naeem, Muhammad Abubakr, Karim, Sitara, Yarovaya, Larisa, Lucey, Brian M., COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs, Energy Economics, 122, 2023, p106677
Bai, Lan, Wei, Yu, Zhang, Jiahao, Wang, Yizhi, Lucey, Brian M., Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach, Energy Economics, 123, 2023, p106727
Chen, Lifeng, Khurram, Muhammad Usman, Gao, Yuying, Abedin, Mohammad Zoynul, Lucey, Brian, ESG disclosure and technological innovation capabilities of the Chinese listed companies, Research in International Business and Finance, 65, 2023, p101974
Naeem, Muhammad Abubakr, Nguyen, Thi Thu Ha, Karim, Sitara, Lucey, Brian M., Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits, Finance Research Letters, 58, 2023, p104263
Naeem, Muhammad Abubakr, Iqbal, Najaf, Karim, Sitara, Lucey, Brian M., From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets, Finance Research Letters, 55, 2023, p104010
Ren, Xiaohang, Li, Jingyao, He, Feng, Lucey, Brian, Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests, Renewable and Sustainable Energy Reviews, 173, 2023, p113058
Rehman, Mubeen Abdur, Irfan, Muhammad, Naeem, Muhammad Abubakr, Lucey, Brian M., Karim, Sitara, Macro-financial implications of central bank digital currencies, Research in International Business and Finance, 64, 2023, p101892
Ciner, Cetin, Kosedag, Arman, Lucey, Brian, Predictors of clean energy stock returns: An analysis with best subset regressions, Finance Research Letters, 55, 2023, p103912
Wang, Yizhi, Wei, Yu, Lucey, Brian M., Su, Yang, Return spillover analysis across central bank digital currency attention and cryptocurrency markets, Research in International Business and Finance, 64, 2023, p101896
Karim, Sitara, Lucey, Brian M., Naeem, Muhammad Abubakr, Vigne, Samuel A., The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?, Emerging Markets Review, 54, 2023, p100921
Yadav, Miklesh Prasad, Rao, Amar, Abedin, Mohammad Zoynul, Tabassum, Sabia, Lucey, Brian, The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world, Finance Research Letters, 55, 2023, p103952
Xu, Xin, Huang, Shupei, Lucey, Brian M., An, Haizhong, The impacts of climate policy uncertainty on stock markets: Comparison between China and the US, International Review of Financial Analysis, 88, 2023, p102671
Ding, Shusheng, Cui, Tianxiang, Bellotti, Anthony Graham, Abedin, Mohammad Zoynul, Lucey, Brian, The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China, International Review of Financial Analysis, 90, 2023, p102851
Hadi, Dlawar Mahdi, Karim, Sitara, Naeem, Muhammad Abubakr, Lucey, Brian M., Turkish Lira crisis and its impact on sector returns, Finance Research Letters, 52, 2023, p103479
Boru Ren, Brian Lucey, A clean, green haven?"Examining the relationship between clean energy, clean and dirty cryptocurrencies, Energy Economics, 109, 2022, p105951
Yizhi Wang, Brian Lucey, Samuel Alexandre Vigne, Larisa Yarovaya, An index of cryptocurrency environmental attention (ICEA), China Finance Review International, ahead-of-print, (ahead-of-print), 2022
Brian Lucey, Andrew Urquhart, Hanxiong Zhang, UK Vice Chancellor compensation: Do they get what they deserve?, The British Accounting Review, 2022, p101108
Wang, Yizhi, Horky, Florian, Baals, Lennart J., Lucey, Brian M., Vigne, Samuel A., Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi markets, Journal of Chinese Economic and Business Studies, 20, (4), 2022, p415-436
Wang, Xinya, Lucey, Brian, Huang, Shupei, Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling, Journal of Commodity Markets, 27, 2022, p100226
Urquhart, Andrew, Lucey, Brian, Crypto and digital currencies - nine research priorities, Nature, 604, (7904), 2022, p36-39
Ciner, Cetin, Lucey, Brian, Yarovaya, Larisa, Determinants of cryptocurrency returns: A LASSO quantile regression approach, Finance Research Letters, 49, 2022, p102990
Karim, Sitara, Naeem, Muhammad Abubakr, Lucey, Brian M., Do ethics outpace sins?, Finance Research Letters, 47, 2022, p102945
Naeem, Muhammad Abubakr, Lucey, Brian M., Karim, Sitara, Ghafoor, Abdul, Do financial volatilities mitigate the risk of cryptocurrency indexes?, Finance Research Letters, 50, 2022, p103206
Appiah, Michael, Karim, Sitara, Naeem, Muhammad Abubakr, Lucey, Brian M., Do institutional affiliation affect the renewable energy-growth nexus in the Sub-Saharan Africa: Evidence from a multi-quantitative approach*, Renewable Energy, 191, 2022, p785-795
Karim, Sitara, Lucey, Brian M., Naeem, Muhammad Abubakr, Uddin, Gazi Salah, Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies, Finance Research Letters, 47, 2022, p102696
Neville, Conor, Lucey, Brian M., Financing Irish high-tech SMEs: The analysis of capital structure, International Review of Financial Analysis, 83, 2022, p102219
Naeem, Muhammad Abubakr, Iqbal, Najaf, Lucey, Brian M., Karim, Sitara, Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data, Journal of International Financial Markets, Institutions and Money, 81, 2022, p101695
Khalfaoui, Rabeh, Mefteh-Wali, Salma, Viviani, Jean-Laurent, Ben Jabeur, Sami, Abedin, Mohammad Zoynul, Lucey, Brian M., How do climate risk and clean energy spillovers, and uncertainty affect US stock markets?, Technological Forecasting and Social Change, 185, 2022, p122083
Karim, Sitara, Appiah, Michael, Naeem, Muhammad Abubakr, Lucey, Brian M., Li, Mingxing, Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries, Renewable Energy, 198, 2022, p213-221
Naeem, Muhammad Abubakr, Karim, Sitara, Hasan, Mudassar, Lucey, Brian M., Kang, Sang Hoon, Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain, Energy Economics, 112, 2022, p106148
Chai, Shanglei, Yang, Xiaoli, Zhang, Zhen, Abedin, Mohammad Zoynul, Lucey, Brian, Regional imbalances of market efficiency in China's pilot emission trading schemes (ETS): A multifractal perspective, Research in International Business and Finance, 63, 2022, p101758
Yarovaya, Larisa, Brzeszczy, Janusz, Goodell, John W., Lucey, Brian, Lau, Chi Keung Marco, Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic, Journal of International Financial Markets, Institutions and Money, 79, 2022, p101589
Non-Peer-Reviewed Publications
Lucey, Brian M. and Muckley, Cal B., Global Stock Market Interdependencies and long-term Portfolio Diversification, 2011
Lucey, Brian M. and O'Connor, Fergal Andrew, What Do Academics (Think) They Know About Gold?, The Alchemist, August, 2011
Lucey, Brian M. and O'Connor, Fergal Andrew, What is the Real Price of Gold and How Would We Know?, The Alchemist, September, 2011
Lucey, Brian M., Dowling, Michael M. and Plaksina, Yulia, Ascribed Versus Achieved Social Status of CEOs and its Relationship with M&A Activities, 2011
Gurdgiev, Constantin, Lucey, Brian M. and Reilly, Deirdre, Real Estate and the Stock Market: A Meta‐Regression Analysis, 2011
Ciner, Cetin, Gurdgiev, Constantin and Lucey, Brian M., Hedges and Safe Havens - An Examination of Stocks, Bonds, Oil, Gold and the Dollar, 2011
Lucey, Brian M. and Devine, Liam, Is Wine a Premier CRU Investment?, 2011
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, 2011
Aggarwal, Raj, Kearney, Colm and Lucey, Brian M., Gravity and Culture in Foreign Portfolio Investment, 2011
Lucey, B, International influences on asset markets, Journal of Multinational Financial Management, 18, (4), 2008, p291 - 292
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 , 2005
Brian Lucey, Students' Manual to accompany Financial Management An Introduction in the Irish Context, Dublin, Folens, 1999, 43pp
Brian Lucey, Financial Management - An Introduction in the Irish Context, Dublin, Folens, 1997, 330pp
Brian Lucey, Measuring and Managing Integration : What do we know, Journal of Multinational Financial Management, Forthcoming
Lucey Brain, Test research, 2016
Research Expertise
Description
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)Projects
- 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
Recognition
Representations
Associate Editor 'Journal of Multinational Financial Management'
Associate Editor of 'The Financial Review'
Associate Editor "Journal of Applied Finance
Academic Director, MSc in Finance
Academic Director, Midwest Finance Association (USA)
Editor, Journal of Behavioral and Experimental Finance
Editor - International Review of Financial Analysis
Associate Editor - Journal of Banking and Finance
Editor, Finance Research Letters
Awards and Honours
Fellow
Memberships
Midwest Finance Association
Financial Management Association International
Eastern Finance Association