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Information about:
Brian M. Lucey

Personal Details | Affiliation | Works
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Personal Details

First Name: Brian
Middle Name: M.
Last Name: Lucey
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RePEc Short-ID: plu85

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This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Brian Lucey* School of Business and Institute for International Integration Studies,Trinity College Dublin Aleksandar Ševic, School of Business, Trinity College Dublin, 2009. "Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008," The Institute for International Integration Studies Discussion Paper Series iiisdp301, IIIS. [Downloadable!]

  2. Brian Lucey, Ali Nejadmalayeri and Manohar Singh, 2008. "Impact of US Macroeconomic Surprises on Stock Market Returns in Developed Economies," The Institute for International Integration Studies Discussion Paper Series iiisdp240, IIIS. [Downloadable!]

  3. Leyuan You and Brian Lucey, 2008. "An Empirical Study of Multiple Listings," The Institute for International Integration Studies Discussion Paper Series iiisdp273, IIIS. [Downloadable!]

  4. Viviana Fernández & Brian M. Lucey, 2008. "Emerging Markets Variance Shocks: Local or International in Origin?," Documentos de Trabajo 251, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]

  5. Brian M Lucey and Alexander Eastman, 2008. "Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp260, IIIS. [Downloadable!]

  6. Jonathan A. Batten, Cetin Ciner and Brian M. Lucey, 2008. "The Macroeconomic Determinants of Volatility in Precious Metals Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp255, IIIS. [Downloadable!]

  7. Claire G. Gilmore & Brian Lucey & Marian Boscia, 2007. "An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees," The Institute for International Integration Studies Discussion Paper Series iiisdp223, IIIS. [Downloadable!]

  8. Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS. [Downloadable!]

  9. Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS. [Downloadable!]

  10. Viviana Fernandez & Brian M. Lucey, 2006. "Portfolio management implications of volatility shifts: Evidence from simulated data," The Institute for International Integration Studies Discussion Paper Series iiisdp131, IIIS. [Downloadable!]
    Other versions:

  11. Ricardo Coehlo & Claire Gilmore & Brian M. Lucey, 2006. "The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees," The Institute for International Integration Studies Discussion Paper Series iiisdp142, IIIS. [Downloadable!]

  12. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS. [Downloadable!]

  13. Dirk Baur & Brian M. Lucey, 2006. "Flight-to-quality or Contagion? An EmpiricalAnalysis of Stock-bond correlations," The Institute for International Integration Studies Discussion Paper Series iiisdp122, IIIS. [Downloadable!]

  14. Thomas Lagoarde-Segot & Brian Lucey, 2006. "Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp114, IIIS. [Downloadable!]

  15. Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS. [Downloadable!]

  16. Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Equity Markets and Economic Development: What Do We Know," The Institute for International Integration Studies Discussion Paper Series iiisdp182, IIIS. [Downloadable!]

  17. Jokipii , Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Research Discussion Papers 15/2006, Bank of Finland. [Downloadable!]
    Published as:

  18. Thomass Lagoardde-Segot & Brian M. Lucey, 2006. "Situating Middle East and North Africa (MENA) capital markets within the emerging markets universe," The Institute for International Integration Studies Discussion Paper Series iiisdp172, IIIS. [Downloadable!]

  19. Gregory Birg & Brian M. Lucey, 2006. "Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp136, IIIS. [Downloadable!]

  20. Brian Lucey & Edel Tully, 2005. "The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998," The Institute for International Integration Studies Discussion Paper Series iiisdp055, IIIS. [Downloadable!]

  21. M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]

  22. Brian Lucey & Edel Tully, 2005. "Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002," The Institute for International Integration Studies Discussion Paper Series iiisdp057, IIIS. [Downloadable!]
    Published as:

  23. Terhi Jokipii & Brian Lucey, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp077, IIIS. [Downloadable!]
    Other versions:

  24. Thomas Lagoarde Segot & Brian M Lucey, 2005. "Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp92, IIIS. [Downloadable!]

  25. Brian Lucey & Svitlana Voronkova, 2005. "Linkages and relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998," The Institute for International Integration Studies Discussion Paper Series iiisdp054, IIIS. [Downloadable!]

  26. Brian Lucey & Raj Aggarwal, 2005. "Psychological Barriers in Gold Prices," The Institute for International Integration Studies Discussion Paper Series iiisdp053, IIIS. [Downloadable!]
    Published as:

  27. Brian M Lucey & Edel Tully & Valerio Poti, 2005. "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp030, IIIS. [Downloadable!]
    Published as:

  28. Brian Lucey & Edel Tully, 2005. "Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?," The Institute for International Integration Studies Discussion Paper Series iiisdp056, IIIS. [Downloadable!]
    Published as:

  29. Brian M Lucey & Suk-Joong Kim & Eliza Wu, 2005. "Dynamics of Bond Market Integration between Existing And Accession EU Countries," The Institute for International Integration Studies Discussion Paper Series iiisdp025, IIIS. [Downloadable!]

  30. Cal Muckley & Raj Aggarwal & Brian Lucey, 2005. "Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time," Money Macro and Finance (MMF) Research Group Conference 2005 48, Money Macro and Finance Research Group. [Downloadable!]

  31. Brian Lucey & Thomas Lagoarde-Segot, 2005. "Equity market integration in the Middle East and North Africa: in search for diversification benefits," The Institute for International Integration Studies Discussion Paper Series iiisdp071, IIIS. [Downloadable!]

  32. Przemyslaw Repetowicz & Brian Lucey & Peter Richmond, 2004. "Modelling the term structure of interest rates \'{a} la Heath-Jarrow-Morton but with non Gaussian fluctuations," Quantitative Finance Papers cond-mat/0408292, arXiv.org, revised Sep 2004. [Downloadable!]

  33. Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004. "Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events," The Institute for International Integration Studies Discussion Paper Series iiisdp019, IIIS. [Downloadable!]

Articles

  1. Thomas Lagoarde-Segot & Brian M. Lucey, 2009. "Shift-contagion Vulnerability in the MENA Stock Markets," The World Economy, Blackwell Publishing, vol. 32(10), pages 1478-1497, October. [Downloadable!] (restricted)

  2. Lucey, Brian M., 2009. "International financial integration," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1739-1740, October. [Downloadable!] (restricted)

  3. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2009. "The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests," The Financial Review, Eastern Finance Association, vol. 44(4), pages 625-645, November. [Downloadable!] (restricted)

  4. Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1303-1324, December. [Downloadable!] (restricted)

  5. Thomas Lagoarde-Segot & Brian M. Lucey, 2008. "The Capital Markets of the Middle East and North African Region: Situation and Characteristics," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(5), pages 68-81, September. [Downloadable!] (restricted)

  6. Michael Dowling & Brian Lucey, 2008. "Mood and UK equity pricing," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 233-240. [Downloadable!] (restricted)

  7. Ricardo Coelho & Peter Richmond & Stefan Hutzler & Brian Lucey, 2008. "A Random-Matrix-Theory-Based Analysis Of Stocks Of Markets From Different Countries," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 655-668. [Downloadable!] (restricted)

  8. Lucey, Brian M & Zhao, Shelly, 2008. "Halloween or January? Yet another puzzle," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1055-1069, December. [Downloadable!] (restricted)

  9. Lagoarde-Segot, Thomas & Lucey, Brian M., 2008. "Efficiency in emerging markets--Evidence from the MENA region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 94-105, February. [Downloadable!] (restricted)

  10. M. Barari & Brian Lucey & S. Voronkova, 2008. "Reassessing co-movements among G7 equity markets: evidence from iShares," Applied Financial Economics, Taylor and Francis Journals, vol. 18(11), pages 863-877. [Downloadable!] (restricted)

  11. Alexander Eastman & Brian Lucey, 2008. "Skewness and asymmetry in futures returns and volumes," Applied Financial Economics, Taylor and Francis Journals, vol. 18(10), pages 777-800. [Downloadable!] (restricted)

  12. Lucey, Brian M., 2008. "International influences on asset markets," Journal of Multinational Financial Management, Elsevier, vol. 18(4), pages 291-292, October. [Downloadable!] (restricted)

  13. Gilmore, Claire G. & Lucey, Brian M. & McManus, Ginette M., 2008. "The dynamics of Central European equity market comovements," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 605-622, August. [Downloadable!] (restricted)

  14. Dowling, Michael & Lucey, Brian M., 2008. "Robust global mood influences in equity pricing," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 145-164, April. [Downloadable!] (restricted)

  15. Jokipii, Terhi & Lucey, Brian, 2007. "Contagion and interdependence: Measuring CEE banking sector co-movements," Economic Systems, Elsevier, vol. 31(1), pages 71-96, March. [Downloadable!] (restricted)
    Other versions:

  16. Lagoarde-Segot, Thomas & Lucey, Brian M., 2007. "International portfolio diversification: Is there a role for the Middle East and North Africa?," Journal of Multinational Financial Management, Elsevier, vol. 17(5), pages 401-416, December. [Downloadable!] (restricted)

  17. Edward Hope & Brian Lucey, 2007. "Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange," Applied Economics Letters, Taylor and Francis Journals, vol. 14(4-6), pages 277-282. [Downloadable!] (restricted)

  18. Lucey, Brian M., 2007. "Measuring and managing integration: What do we know?," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 273-274, October. [Downloadable!] (restricted)

  19. Thomas Lagoarde-Segot & Brian M. Lucey, 2007. "Capital Market Integration in the Middle East and North Africa," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(3), pages 34-57, June. [Downloadable!] (restricted)

  20. Lucey, Brian M. & Delaney, Liam, 2007. "A psychological, attitudinal and professional profile of Irish economists," The Journal of Socio-Economics, Elsevier, vol. 36(6), pages 841-855, December. [Downloadable!] (restricted)

  21. Tully, Edel & Lucey, Brian M., 2007. "A power GARCH examination of the gold market," Research in International Business and Finance, Elsevier, vol. 21(2), pages 316-325, June. [Downloadable!] (restricted)

  22. Aggarwal, Raj & Lucey, Brian M., 2007. "Psychological barriers in gold prices?," Review of Financial Economics, Elsevier, vol. 16(2), pages 217-230. [Downloadable!] (restricted)
    Other versions:

  23. Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza, 2006. "Dynamics of bond market integration between established and accession European Union countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 41-56, February. [Downloadable!] (restricted)

  24. Lucey, Brian M. & Steeley, James, 2006. "Measuring and assessing the effects and extent of international bond market integration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 1-3, February. [Downloadable!] (restricted)

  25. Lucey, Brian M., 2006. "Investigating the determinants of the Wednesday seasonal in Irish Equities," Research in International Business and Finance, Elsevier, vol. 20(1), pages 62-76, March. [Downloadable!] (restricted)

  26. Brian M. Lucey & Edel Tully, 2006. "Seasonality, risk and return in daily COMEX gold and silver data 1982--2002," Applied Financial Economics, Taylor and Francis Journals, vol. 16(4), pages 319-333, February. [Downloadable!] (restricted)
    Other versions:

  27. Flavin, Thomas & Lucey, Brian & Voronkova, Svitlana, 2006. "Real and financial aspects of financial integration," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 315-316, July. [Downloadable!] (restricted)

  28. Brian M. Lucey & Edel Tully, 2006. "The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 47-53, January. [Downloadable!] (restricted)

  29. Brian M Lucey, Valerio Poti, Edel Tully, 2006. "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 3(1), pages 49-68, June. [Downloadable!]
    Other versions:

  30. Brian M. Lucey, 2005. "Does volume provide information? Evidence from the Irish Stock Market," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(2), pages 105-109, March. [Downloadable!] (restricted)

  31. Brian M. Lucey & Angel Pardo, 2005. "Why investors should not be cautious about the academic approach to testing for stock market anomalies," Applied Financial Economics, Taylor and Francis Journals, vol. 15(3), pages 165-171, February. [Downloadable!] (restricted)

  32. Brian M. Lucey, 2005. "Speculation or hedging in the Irish stock exchange," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 9-14, January. [Downloadable!] (restricted)

  33. Brian M. Lucey & Michael Dowling, 2005. "The Role of Feelings in Investor Decision-Making," Journal of Economic Surveys, Blackwell Publishing, vol. 19(2), pages 211-237, 04. [Downloadable!] (restricted)

  34. Brian M. Lucey, 2005. "Are local or international influences responsible for the pre-holiday behaviour of Irish equities?," Applied Financial Economics, Taylor and Francis Journals, vol. 15(6), pages 381-389, March. [Downloadable!] (restricted)
    Other versions:

  35. Dowling, Michael & Lucey, Brian M., 2005. "Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 337-355. [Downloadable!] (restricted)

  36. Kearney, Colm & Lucey, Brian M., 2004. "International equity market integration: Theory, evidence and implications," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 571-583. [Downloadable!] (restricted)

  37. Brian M. Lucey, 2004. "Robust estimates of daily seasonality in the Irish equity market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 517-523, April. [Downloadable!] (restricted)

  38. Brian M. Lucey & Shane Whelan, 2004. "Monthly and semi-annual seasonality in the Irish equity market 1934-2000," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 203-208, February. [Downloadable!] (restricted)

  39. Alan Barrett & Brian Lucey, 2003. "An Analysis of the Journal Article Output of Irish-based Economists, 1970 to 2001," The Economic and Social Review, Economic and Social Studies, vol. 34(2), pages 109-143. [Downloadable!]

  40. Lucey, Brian M, 2002. "Market Direction and Moment Seasonality: Evidence from Irish Equities," Applied Economics Letters, Taylor and Francis Journals, vol. 9(10), pages 657-64, August. [Downloadable!] (restricted)

  41. Lucey, Brian M, 2001. "Friday the 13th: International Evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 8(9), pages 577-79, September. [Downloadable!] (restricted)

  42. Brian Lucey, 2001. "Preholiday calendar regularities in Ireland," Atlantic Economic Journal, International Atlantic Economic Society, vol. 29(4), pages 472-472, December. [Downloadable!] (restricted)

  43. Lucey, Brian M, 2000. "Anomalous Daily Seasonality in Ireland?," Applied Economics Letters, Taylor and Francis Journals, vol. 7(10), pages 637-40, October. [Downloadable!] (restricted)

NEP Fields

31 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (4) 2005-04-30 2006-04-22 2006-05-27 2006-08-12
  2. NEP-BAN: Banking (1) 2006-10-21
  3. NEP-CBA: Central Banking (2) 2006-04-22 2008-01-26
  4. NEP-CBE: Cognitive & Behavioural Economics (1) 2005-04-30
  5. NEP-CFN: Corporate Finance (2) 2005-04-30 2006-05-27
  6. NEP-CIS: Confederation of Independent States (1) 2006-10-07
  7. NEP-CMP: Computational Economics (2) 2006-05-27 2006-09-16
  8. NEP-CWA: Central & Western Asia (1) 2006-04-22
  9. NEP-DEV: Development (1) 2006-12-01
  10. NEP-EEC: European Economics (7) 2005-04-30 2006-01-24 2006-03-05 2006-04-22 2006-05-27 2006-10-21 2007-09-24 Author is listed
  11. NEP-ETS: Econometric Time Series (4) 2006-03-05 2006-04-22 2006-04-22 2006-10-21
  12. NEP-FDG: Financial Development & Growth (1) 2006-12-01
  13. NEP-FIN: Finance (11) 2004-05-09 2006-01-24 2006-04-22 2006-04-22 2006-05-27 2006-05-27 2006-05-27 2006-05-27 2006-09-16 2006-10-07 2006-10-21 Author is listed
  14. NEP-FMK: Financial Markets (18) 2004-05-09 2006-01-24 2006-01-24 2006-03-05 2006-04-22 2006-04-22 2006-04-22 2006-05-27 2006-05-27 2006-05-27 2006-05-27 2006-08-12 2006-09-16 2006-10-07 2006-10-21 2007-01-23 2007-09-24 2008-01-26 Author is listed
  15. NEP-FOR: Forecasting (1) 2006-04-22
  16. NEP-HIS: Business, Economic & Financial History (1) 2005-04-30
  17. NEP-IFN: International Finance (2) 2004-05-09 2006-04-22
  18. NEP-INT: International Trade (1) 2006-08-12
  19. NEP-LAB: Labour Economics (1) 2008-10-28
  20. NEP-MAC: Macroeconomics (4) 2006-01-24 2006-10-07 2008-01-26 2008-10-28
  21. NEP-MON: Monetary Economics (1) 2006-04-22
  22. NEP-MST: Market Microstructure (2) 2007-09-24 2008-09-13
  23. NEP-RMG: Risk Management (10) 2005-04-30 2005-04-30 2005-04-30 2005-04-30 2005-04-30 2006-05-27 2006-05-27 2006-05-27 2006-09-16 2008-01-26 Author is listed
  24. NEP-TRA: Transition Economics (6) 2005-04-30 2005-04-30 2006-05-27 2006-10-07 2006-10-21 2007-09-24 Author is listed
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This page was last updated on 2009-11-11.

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