Browsing by Author Brian Lucey

Showing results 1 to 20 of 20
Issue DateTitleAuthor(s)
2023Can altcoins act as hedges or safe-havens for Bitcoin?Yi Li; Brian Lucey; Andrew Urquhart
2023ChatGPT for (finance) research: The Bananarama conjectureMichael Dowling; Brian Lucey
2024Climate impacts on the loan quality of Chinese regional commercial banksDayong Zhang; Yalin Wu; Quang Ji; Kun Guo; Brian Lucey
2022Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemicShaen Corbet ; Yang Greg Hou; Yang Hu; Charles Larkin; Brian Lucey; Les Oxley
2020Cryptocurrency reaction to FOMC announcements: evidence of heterogeneity based on blockchain stack positionShaen Corbet; Charles Larkin; Brian Lucey; Andrew Meegan; Larisa Yarovaya
2022Determinants of cryptocurrency returns: A LASSO quantile regression approachCetin Ciner; Brian Lucey; Larisa Yarovaya
2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measuresSuwan (Cheng) Long; Loannis Chatziantoniou; David Gabauer; Brian Lucey
2025ESG investment performance and global attention to sustainabilityThanh Nam Vu; Heikki Lehkonen; Juha-Pekka Junttila; Brian Lucey
2023An examination of green bonds as a hedge and safe haven for international equity marketsBoru Ren; Brian Lucey; Qirui Luo
2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive modelBoru Ren; Brian Lucey
2019High frequency volatility co-movements in cryptocurrency marketsKatsiampa; Paraskevi Katsiampa; Shaen Corbet; Brian Lucey
2023"I just like the stock": The role of Reddit sentiment in the GameStop share rallySuwan (Cheng) Long; Brian Lucey; Ying Xie; Larisa Yarovaya
2019The impact of terrorism on European tourismShaen Corbet; John F. O’Connell; Marina Efthymiou; Cathal Guiomard; Brian Lucey
2024Interconnectedness and risk profile of hydrogen against major asset classesBrian Lucey; Muhammad Yahya; Layla Khoja; Gazi Salah Uddin; Ali Ahmed
2023Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprintsSuwan(Cheng) Long; Brian Lucey; Dayong Zhang; Zhiwei Zhang
2023Predictors of clean energy stock returns: An analysis with best subset regressionsCetin Ciner; Arman Kosedag; Brian Lucey
2019Price and volatility spillovers across the international steam coal marketJonathan A.Batten; Janusz Brzeszczynski; Cetin Ciner; Marco C. K. Lau; Brian Lucey; Larisa Yarovaya
2024Quantile coherency across bonds, commodities, currencies, and equitiesGazi Salah Uddin; Brian Lucey; Md Lutfur Rahman; David Stenvall
2022UK Vice Chancellor compensation: Do they get what they deserve?Brian Lucey; Andrew Urquhart; Hanxiong Zhang
2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysisParaskevi Katsiampa; Shaen Corbet; Brian Lucey