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