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Halloween or January? : yet another puzzle

Lucey, Brian M.; Zhao, Shelly - In: International review of financial analysis 17 (2008) 5, pp. 1055-1069

Persistent link: https://www.econbiz.de/10003792405

The forward exchange rate bias puzzle is persistent : evidence from stochastic and nonparametric cointegration tests

Aggarwal, Raj; Lucey, Brian M.; Mohanty, Sunil - In: The financial review : the official publication of the … 44 (2009) 4, pp. 625-645

Persistent link: https://www.econbiz.de/10003899958

Efficiency in emerging markets : evidence from the MENA region

Lagoarde-Segot, Thomas; Lucey, Brian M. - In: Journal of international financial markets, … 18 (2008) 1, pp. 94-105

Persistent link: https://www.econbiz.de/10003710318

The domino effect : analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world

Yadav, Miklesh Prasad; Rao, Amar; Abedin, Mohammad Zoynul; … - In: Finance research letters 55 (2023) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10014473437

The efficiency of the London Gold Fixing : from Gold Standard to hoarded commodity (1919-68)

O'Connor, Fergal A.; Lucey, Brian M. - 2023

This paper presents and explains the newly rediscovered and transcribed daily market gold price from 1919-1968 for the world's main gold market during the period, the London Gold Fixing Auction. The paper highlights several novel features previously not discussed in the literature, such as gold...

Persistent link: https://www.econbiz.de/10014429125

The effectiveness of technical trading rules in cryptocurrency markets

Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37

Persistent link: https://www.econbiz.de/10012421035

Regional imbalances of market efficiency in China's pilot emission trading schemes (ETS) : a multifractal perspective

Chai, Shanglei; Yang, Xiaoli; Zhang, Zhen; Abedin, … - In: Research in international business and finance 63 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248929

Bitcoin Futures : what use are they?

Corbet, Shaen; Lucey, Brian M.; Peat, Maurice; Vigne, Samuel - In: Economics letters 172 (2018), pp. 23-27

Persistent link: https://www.econbiz.de/10012021934

Return and volatility spillovers in industrial metals

Lucey, Brian M. - 2014

Persistent link: https://www.econbiz.de/10010441322

Asymmetric linkages among the fear index and emerging market volatility indices

Badshah, Ihsan Ullah; Bekiros, Stelios; Lucey, Brian M.; … - In: Emerging markets review 37 (2018), pp. 17-31

Persistent link: https://www.econbiz.de/10012114974