curriculum!vita:brianmlucey! · pdf filecurriculum!vita:brianmlucey! version:!january2014!!!...

22
CURRICULUM VITA: BRIAN M LUCEY Version: January 2014 PERSONAL DETAILS .................................................................................................... 1 ACADEMIC CREDENTIALS ........................................................................................... 1 PROFESSIONAL WORK EXPERIENCE ......................................................................... 1 REFERENCES ................................................................................................................ 2 RESEARCH PUBLICATIONS ......................................................................................... 3 JOURNAL ARTICLES ................................................................................................. 3 BOOKS AND JOURNALS............................................................................................ 7 BOOK CHAPTERS...................................................................................................... 7 PRESENTATIONS AT CONFERENCES ......................................................................... 9 MEDIA.......................................................................................................................... 14 TEACHING EXPERIENCE............................................................................................ 14 GRADUATE STUDENTS & POSTDOCTORAL FELLOWSHIP SUPERVISION ........... 15 CONFERENCE ORGANISATION ................................................................................. 17 PROFESSIONAL ACTIVITIES...................................................................................... 18 ADMINISTRATIVE EXPERIENCE ............................................................................... 19 REFEREEING ............................................................................................................... 21 FUNDRAISING ............................................................................................................. 21 OTHER INFORMATION .............................................................................................. 21

Upload: truongkhuong

Post on 06-Feb-2018

240 views

Category:

Documents


2 download

TRANSCRIPT

 CURRICULUM  VITA:  BRIAN  M  LUCEY  Version:  January  2014    

 PERSONAL  DETAILS .................................................................................................... 1  ACADEMIC  CREDENTIALS ........................................................................................... 1  PROFESSIONAL  WORK  EXPERIENCE ......................................................................... 1  REFERENCES ................................................................................................................ 2  RESEARCH  PUBLICATIONS ......................................................................................... 3  JOURNAL  ARTICLES ................................................................................................. 3  BOOKS  AND  JOURNALS ............................................................................................ 7  BOOK  CHAPTERS ...................................................................................................... 7  

PRESENTATIONS  AT  CONFERENCES ......................................................................... 9  MEDIA .......................................................................................................................... 14  TEACHING  EXPERIENCE ............................................................................................ 14  GRADUATE  STUDENTS  &  POSTDOCTORAL  FELLOWSHIP  SUPERVISION ........... 15  CONFERENCE  ORGANISATION ................................................................................. 17  PROFESSIONAL  ACTIVITIES ...................................................................................... 18  ADMINISTRATIVE  EXPERIENCE ............................................................................... 19  REFEREEING ............................................................................................................... 21  FUNDRAISING ............................................................................................................. 21  OTHER  INFORMATION .............................................................................................. 21    

 PERSONAL  DETAILS  Date  of  Birth:       11-­‐September-­‐1964  Home  Address:     184,  Sallins  Bridge,  Sallins,  Naas,  County  Kildare,  Ireland  Home/Cell  Phone:   +353-­‐45-­‐881280  /  +353-­‐87-­‐9739076  Office  Address:   420,   School   of   Business   Studies,   Aras   an   Phairsaigh,   Trinity  

College  –  Dublin,  Dublin  2,  Ireland  Office  Phone/Fax:   +353-­‐1-­‐6081552  /  +353-­‐1-­‐6799503  Personal  Website     brianmlucey.wordpress.com  /  irishbusinessblog.com    ACADEMIC  CREDENTIALS  1985   BA  Economics  (First  Class),  Trinity  College  Dublin  1988   MA  European  Economic  Integration,  National  University  of  Ireland,  Dublin  2002 PhD  Finance,  Stirling  University,  Stirling,  Scotland:    

Thesis  Title  “Calendar  Seasonality  in  the  Irish  Equity  Market  1988-­‐1998”  2003     Fellow,  Trinity  College  Dublin.        PROFESSIONAL  WORK  EXPERIENCE  1985-­‐1987     Administrative  Officer,  Planning  Division,  Department  of  Health,  Dublin  1,  

Ireland  1987-­‐1991     Economist,   International   Division,   Financial   Services   Division,   Central  

Bank  of  Ireland,  Dame  Street,  Dublin  2,  Ireland  1991-­‐2006     Lecturer  in  Finance,  School  of  Business,  Trinity  College  –  Dublin,  College  

Green,  Dublin  2,  Ireland    2006-­‐2007   Senior   Lecturer   in   Finance,   School   of  Business,   Trinity  College   –  Dublin,  

College  Green,  Dublin  2,  Ireland  2002-­‐   Research  Associate,  Institute  for  International  Integration  Studies,  Trinity  

College,  Dublin  2007-­‐     Professor,   School   of   Business,   Trinity   College   –   Dublin,   College   Green,  

Dublin  2,  Ireland    2009-­‐   International  Professor  of  Finance   (fractional  post),  Caledonian  Business  

School,  Glasgow  Caledonian  University,  Cowcaddens  Road,  Glasgow,    G4  0BA,  Scotland  

2013-­‐     Visiting   Professor,   (fractional   post)   Faculty   of   Economics   University of  Ljubljana    Kardeljeva  ploščad  17  1000  Ljubljana,  Slovenia,  EU  

,        

2

REFERENCES  References  may  be  sought  from  the  following.      

• Professor   Carol   Alexander,   University   of   Sussex   Sussex   House  Brighton  BN1  9RH  United  Kingdom  [email protected]    

• Professor   Jonathan   Batten,   Department   of   Finance  Hong   Kong   University   of  Science   and   Technology,  Clear   Water   Bay,   Kowloon,   Hong   Kong.  [email protected]    

• Dr   Gerard   P   Dwyer,   John   E.   Walker   Department   of   Economics   College   of  Business  and  Behavioral  Sciences  Clemson  University  Clemson,  SC  29634-­‐1309  USA  [email protected]  

• Professor  Elaine  Hutson,  Monash  University,  Faculty  of  Business  and  Economics,  Monash   University,   PO   Box   197,   Caulfield   East,   Vic.   3145,   Australia   ,  [email protected]  

• Professor   Stuart   Hyde,   The   University   of   Manchester   Booth   Street   West  Manchester  M15  6PB,  UK,  [email protected]    

• Dean  Colm  Kearney,  Dean  of  the  Faculty  of  Business  and  Economics,  ,  Faculty  of  Business   and   Economics,   Monash   University,   PO   Box   197,   Caulfield   East,   Vic.  3145,  Australia  [email protected]  /  [email protected]    

• Professor   Frank   McGroarty,   Southampton   Management   School  University   of   Southampton   Highfield   Southampton   SO17   1BJ   United   Kingdom,  [email protected]      

 

3

RESEARCH  PUBLICATIONS      JOURNAL  ARTICLES      

1. Lucey,   Brian   M.   (1988),   'Efficiency   in   the   Forward   Exchange   Market:   An  Application  of  Cointegration',  Economic  and  Social  Review,  20  (1),  25-­‐36.  

2. Lucey,   Brian   M.   (1989a),   'Efficiency   in   the   Forward   Exchange   Market:   An  Application   of   Co-­‐Integration:  Reply',  Economic   and   Social   Review,   20   (3),   286-­‐87.  

3. Lucey,  Brian  M.   (1989b),   'The  Real  Wage  Gap  and   Its  Development  over  Time:  The  Irish  Experience  1960-­‐87:  A  Comment',  Economic  and  Social  Review,  21  (1),  103-­‐05.  

4. Lucey,   Brian   M.   (1989c),   'Tests   for   the   Macroeconomic   Effects   of   Large-­‐Scale  Migration  Based   on   the   Irish   Experience,   1948-­‐87:   A   Comment',  Economic   and  Social  Review,  20  (3),  274-­‐77.  

5. Lucey,   Brian   M.   (1993),   'Profits,   Efficiency   and   Irish   Banks',   Journal   of   the  Statistical  and  Social  Inquiry  Society  of  Ireland,  27  (1),  31-­‐73.  

6. Lucey,   Brian  M.   and   Quinn,   Terence   P.   (1993),   'The   Ec   and   Bis   Risk  Weighted  Capital  Adequacy  Measures:  A  Critical  Analysis',  Irish  Business  and  Administrative  Research,  14  (2),  1.  

7. Lucey,  Brian  M.   (1994),   'Some  Empirics  of   the   Iseq   Index',  Economic  and  Social  Review,  25  (2),  157-­‐77.  

8. Lucey,  Brian  M.,  McCabe,  Patrick,  and  McHugh,  Gerard  (1995),  'An  Analysis  of  the  Investment   Appraisal   Practices   of   Irish   Companies',   Irish   Business   and  Administrative  Research,  16,  101.  

9. Lucey,   Brian  M.   (1996a),   'Examining   the   Profit-­‐Efficiency   Relationship   in   Irish  Credit  Institutions',  Irish  Business  and  Administrative  Research,  17,  110.  

10. Lucey,  Brian  M.  (1996b),  'All  About  Eva',  Irish  Banking  Review,    (Winter),  43-­‐52.  11. Lucey,  Brian  M.  (1998),  'Business  Student  Perceptions  of  Favourite  and  Effective  

Instructors:  Do  They  Differ?'   Irish  Business   and  Administrative  Research,   19/20  (1),  90.  

12. Lucey,   Brian   M.   (2000a),   'Anomalous   Daily   Seasonality   in   Ireland?'   Applied  Economics  Letters,  7  (10),  637-­‐40.  

13. Lucey,   Brian   M.   (2000b),   'Friday   the   13th   and   the   Philosophical   Basis   of  Financial  Economics',  Journal  of  Economics  and  Finance,  24  (3),  294-­‐301.  

14. Lucey,   Brian  M.   (2001a),   'Preholiday   Calendar  Regularities   in   Ireland',  Atlantic  Economic  Journal,  29  (4),  472.  

15. Lucey,   Brian   M.   (2001b),   'Friday   the   13th:   International   Evidence',   Applied  Economics  Letters,  8  (9),  577-­‐79.  

16. Lucey,   Brian   M.   and   Whelan,   Shane   (2002),   'A   Promising   Timing   Strategy   in  Equity  Markets:   Ireland  1934-­‐2000',   Journal  of   the  Statistical  and  Social   Inquiry  Society  of  Ireland,  31,  74-­‐110.  

17. Lucey,   Brian   M.   (2002),   'Market   Direction   and   Moment   Seasonality:   Evidence  from  Irish  Equities',  Applied  Economics  Letters,  9  (10),  657-­‐64.  

18. Barrett,   Alan   and   Lucey,   Brian   M.   (2003),   'An   Analysis   of   the   Journal   Article  Output  of  Irish-­‐Based  Economists,  1970  to  2001',  Economic  and  Social  Review,  34  (2),  109-­‐43.  

19. Kearney,   Colm   and   Lucey,   Brian   M.   (2004),   'International   Equity   Market  Integration:   Theory,   Evidence   and   Implications',   International   Review   of  Financial  Analysis,  13  (5),  571-­‐83.  

20. Lucey,  Brian  M.  (2004),  'Robust  Estimates  of  Daily  Seasonality  in  the  Irish  Equity  Market',  Applied  Financial  Economics,  14  (7),  517-­‐23.  

21. Dowling,  Michael  and  Lucey,  Brian  M.  (2005),  'Weather,  Biorhythms,  Beliefs  and  Stock   Returns-­‐-­‐Some   Preliminary   Irish   Evidence',   International   Review   of  Financial  Analysis,  14  (3),  337-­‐55.  

4

22. Lucey,  Brian  M.  and  Pardo,  Angel  (2005),  'Why  Investors  Should  Not  Be  Cautious  About   the  Academic  Approach   to  Testing   for   Stock  Market  Anomalies',  Applied  Financial  Economics,  15  (3),  165-­‐71.  

23. Lucey,  Brian  M.  (2005a),  'Does  Volume  Provide  Information?  Evidence  from  the  Irish  Stock  Market',  Applied  Financial  Economics  Letters,  1  (2),  105-­‐09.  

24. Lucey,  Brian  M.   (2005b),   'Are  Local  or   International   Influences  Responsible   for  the  Pre-­‐Holiday  Behaviour  of  Irish  Equities?'  Applied  Financial  Economics,  15  (6),  381-­‐89.  

25. Lucey,  Brian  M.  and  Dowling,  Michael   (2005),   'The  Role  of  Feelings   in   Investor  Decision-­‐Making',  Journal  of  Economic  Surveys,  19  (2),  211-­‐37.  

26. Lucey,   Brian  M.   (2005c),   'Speculation   or  Hedging   in   the   Irish   Stock   Exchange',  Applied  Financial  Economics  Letters,  1  (1),  9-­‐14.  

27. Birg,   Grigory   and   Lucey,   Brian   M.   (2006),   'Integration   of   Smaller   European  Equity   Markets:   A   Time-­‐Varying   Integration   Score   Analysis',   Applied   Financial  Economics  Letters,  2  (6),  395-­‐400.  

28. Kim   S,   Lucey   Brian   M   ,   Wu   E.     (2006)   Dynamics   of   Bond   Market   Integration  between   Established   and   Accession   European   Union   Countries.   Journal   of  International   Financial   Markets,   Institutions   and   Money     February  2006;16(1):41-­‐56.  

29. Lucey,   Brian   M.,   Poti,   Valerio,   and   Tully,   Edel   (2006),   'International   Portfolio  Formation,  Skewness  and  the  Role  of  Gold',  Frontiers  in  Finance  and  Economics,  3  (1),  49-­‐68.  

30. Lucey,  Brian  M.   and  Tully,   Edel   (2006a),   'Seasonality,  Risk   and  Return   in  Daily  Comex   Gold   and   Silver   Data   1982-­‐2002',   Applied   Financial   Economics,   16   (4),  319-­‐33.  

31. Lucey,   Brian   M.   (2006),   'Investigating   the   Determinants   of   the   Wednesday  Seasonal  in  Irish  Equities',  Research  in  International  Business  and  Finance,  20  (1),  62-­‐76.  

32. Lucey,   Brian   M.   and   Tully,   Edel   (2006b),   'The   Evolving   Relationship   between  Gold  and  Silver  1978-­‐2002:  Evidence  from  a  Dynamic  Cointegration  Analysis:  A  Note',  Applied  Financial  Economics  Letters,  2  (1),  47-­‐53.  

33. Aggarwal,   Raj   and   Lucey,   Brian   M.   (2007),   'Psychological   Barriers   in   Gold  Prices?'  Review  of  Financial  Economics,  16  (2),  217-­‐30.  

34. Coelho,   Ricardo,   et   al.   (2007),   'The   Evolution   of   Interdependence   in   World  Equity  Markets-­‐Evidence   from  Minimum  Spanning  Trees',  Physica  A:   Statistical  Mechanics  and  its  Applications,  376  (1-­‐2),  455-­‐66.  

35. Fernandez,   Viviana   and   Lucey,   Brian   M.   (2007),   'Portfolio   Management   under  Sudden  Changes   in  Volatility  and  Heterogeneous   Investment  Horizons',  Physica  A:  Statistical  Mechanics  and  its  Applications,  375  (2),  612-­‐24.  

36. Hope,  Edward  and  Lucey,  Brian  M.   (2007a),   'Daily   Seasonality   in  19th  Century  Stocks-­‐-­‐Some   Evidence   from   the   Dublin   Stock   Exchange',   Applied   Economics  Letters,  14  (4-­‐6),  277-­‐82.  

37. Hope,  Edward  and  Lucey,  Brian  M.   (2007b),   'Daily   Seasonality   in  19th  Century  Stocks   -­‐   Some   Evidence   from   the   Dublin   Stock   Exchange',   Applied   Economics  Letters,  14  (4),  277-­‐82.  

38. Jokipii,   Terhi   and   Lucey,   Brian   M.   (2007),   'Contagion   and   Interdependence:  Measuring  Cee  Banking  Sector  Co-­‐Movements',  Economic  Systems,  31  (1),  71-­‐96.  

39. Lagoarde-­‐Segot,   Thomas   and   Lucey,   Brian   M.   (2007a),   'International   Portfolio  Diversification:  Is  There  a  Role  for  the  Middle  East  and  North  Africa?'  Journal  of  Multinational  Financial  Management,  17  (5),  401-­‐16.  

40. Lagoarde-­‐Segot,   Thomas   and   Lucey,   Brian   M.   (2007b),   'Capital   Market  Integration  in  the  Middle  East  and  North  Africa',  Emerging  Markets  Finance  and  Trade,  43  (3),  34-­‐57.  

5

41. Lucey,   Brian   M.   and   Delaney,   Liam   (2007),   'A   Psychological,   Attitudinal   and  Professional  Profile  of  Irish  Economists',  Journal  of  Socio-­‐Economics,  36  (6),  841-­‐55.  

42. Tully,  Edel  and  Lucey,  Brian  M.  (2007),  'A  Power  Garch  Examination  of  the  Gold  Market',  Research  in  International  Business  and  Finance,  21  (2),  316-­‐25.  

43. Barari,  Mahu,  Lucey,  Brian  M.,  and  Voronkova,  Svitlana  (2008),  'Reassessing  Co-­‐Movements  among  G7  Equity  Markets:  Evidence  from  Ishares',  Applied  Financial  Economics,  18  (11),  863-­‐77.  

44. Chelley-­‐Steeley,   Patricia   and   Lucey,   Brian   (2008),   'The   Microstructure   of   the  Irish  Stock  Market',  Multinational  Finance  Journal  12  (3/4),  279-­‐311.  

45. Coelho,   Ricardo,   et   al.   (2008),   'A   Random-­‐Matrix-­‐Theory-­‐Based   Analysis   of  Stocks  of  Markets  from  Different  Countries',  Advances  in  Complex  Systems,  11  (5),  655-­‐68.  

46. Dowling,  Michael  and  Lucey,  Brian  M.   (2008a),   'Robust  Global  Mood   Influences  in  Equity  Pricing',  Journal  of  Multinational  Financial  Management,  18  (2),  145-­‐64.  

47. Dowling,   Michael   and   Lucey,   Brian   M.   (2008b),   'Mood   and   Uk   Equity   Pricing',  Applied  Financial  Economics  Letters,  4  (4),  233-­‐40.  

48. Eastman,  Alex  and  Lucey,  Brian  M.  (2008),  'Skewness  and  Asymmetry  in  Futures  Returns  and  Volumes',  Applied  Financial  Economics,  18  (10),  777-­‐800.  

49. Gilmore,  Claire  G.,  Lucey,  Brian  M.,  and  Boscia,  Marian  (2008a),   'An  Ever-­‐Closer  Union?   Examining   the   Evolution   of   Linkages   of   European   Equity   Markets   Via  Minimum  Spanning  Trees',  Physica  A:   Statistical  Mechanics  and   its  Applications,  387  (25),  6319-­‐29.  

50. Gilmore,   Claire   G.,   Lucey,   Brian   M.,   and   McManus,   Ginette   M.   (2008b),   'The  Dynamics  of  Central  European  Equity  Market  Comovements',  Quarterly  Review  of  Economics  and  Finance,  48  (3),  605-­‐22.  

51. Lagoarde-­‐Segot,  Thomas  and  Lucey,  Brian  M.  (2008),  'The  Capital  Markets  of  the  Middle  East  and  North  African  Region:  Situation  and  Characteristics',  Emerging  Markets  Finance  and  Trade,  44  (5),  68-­‐81.  

52. Lagoarde-­‐Segot,   Thomas   and   Lucey,   Brian   M.   (2008),   'Efficiency   in   Emerging  Markets-­‐-­‐Evidence   from   the   Mena   Region',   Journal   of   International   Financial  Markets,  Institutions  and  Money,  18  (1),  94-­‐105.  

53. Lucey,   Brian   M.   and   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,   27  (8),  1303-­‐24.  

54. Lucey,   Brian  M..   and   Zhao,   Shelly   (2008),   'Halloween   or   January?   Yet   Another  Puzzle',  International  Review  of  Financial  Analysis,  17  (5),  1055-­‐69.  

55. Aggarwal,   Raj,   Lucey,   Brian   M.,   and   Mohanty,   Sunil   K.   (2009),   'The   Forward  Exchange   Rate   Bias   Puzzle   Is   Persistent:   Evidence   from   Stochastic   and  Nonparametric  Cointegration  Tests',  Financial  Review,  44  (4),  625-­‐45.  

56. Baur,   Dirk   G.   and   Lucey,   Brian  M.   (2009),   'Flights   and   Contagion-­‐an   Empirical  Analysis  of  Stock-­‐Bond  Correlations',  Journal  of  Financial  Stability,  5  (4),  339-­‐52.  

57. Lagoarde-­‐Segot,   Thomas   and   Lucey,   Brian   M.   (2009),   'Shift-­‐Contagion  Vulnerability  in  the  Mena  Stock  Markets',  World  Economy,  32  (10),  1478-­‐97.  

58. Batten,   Jonathan   and   Lucey,   Brian   M.   (2010),   'Volatility   in   the   Gold   Futures  Market',  Applied  Economics  Letters,  17  (2),  187-­‐90.  

59. Batten,  Jonathan,  Ciner,  Cetin,  and  Lucey,  Brian  M.  (2010),   'The  Macroeconomic  Determinants  of  Volatility   in  Precious  Metals  Markets',  Resources  Policy,  35  (2),  65-­‐71.  

60. Baur,  Dirk  G.  and  Lucey,  Brian  M.  (2010),   'Is  Gold  a  Hedge  or  a  Safe  Haven?  An  Analysis  of  Stocks,  Bonds  and  Gold',  Financial  Review,  45  (2),  217-­‐29.  

61. Lucey,   Brian   M.   and   Zhang,   Qiyu   (2010),   'Does   Cultural   Distance   Matter   in  International   Stock  Market   Comovement?   Evidence   from   Emerging   Economies  around  the  World',  Emerging  Markets  Review,  11  (1),  62-­‐78.  

6

62. Lucey,  Brian  M.   and   Sevic,  Alexandr   (2010),   'Investigating   the  Determinants   of  Banking   Coexceedances   in   Europe   in   the   Summer   of   2008',   Journal   of  International  Financial  Markets,  Institutions  and  Money,  20  (3),  275-­‐83.  

63. Lucey,  Brian  M.   (2010),   'Lunar   Seasonality   in  Precious  Metal  Returns?'  Applied  Economics  Letters,  17  (9),  835-­‐38.  

64. Lucey,  Brian  M.,  Aggarwal,  Raj,  and  Muckley,  Cal  B.  (2010),   'Dynamics  of  Equity  Market   Integration   in   Europe:   Impact   of   Political   Economy   Events',   Journal   of  Common  Market  Studies,  48  (3),  641-­‐60.  

65. Gilmore,   C.   G.,   Lucey,   Brian.   M.,   &   Boscia,   M.   W.   (2010).   “Comovements   in  government   bond   markets:   A   minimum   spanning   tree   analysis”     Physica   A:  Statistical  Mechanics  and  its  Applications,  389(21),  4875-­‐4886.      

66. MacAnBhaird,  C.,  &  Lucey,  B.  (2010).  “Determinants  Of  Capital  Structure  In  Irish  SMEs.”  Small  Business  Economics,  35(3),  357-­‐375.      

67. Lucey,   B.   M.,   &   Muckley,   C.   (2011).   Robust   global   stock   market  interdependencies.  International  Review  of  Financial  Analysis,  20(4),  215-­‐224  

68.  Lucey,   B.   M.,   &   Zhang,   Q.   (2011).   Financial   integration   and   emerging  markets  capital  structure.  Journal  of  Banking  and  Finance,  35(5),  1228-­‐1238.        

69. Gurdgiv,  C.,  Lucey,  B.  M.,  MacAnBhaird,  C.,  and  Roche-­‐Kelly,  L.,  (2011)  “The  Irish  economy   Three   strikes   and   you’re   Out?”   Panoeconomicus,   (formerly   World  Development)  58(1)  19-­‐41  

70. Claus,   E.,   &   Lucey,   B.   M.   (2011).   Equity   market   integration   in   the   Asia   pacific  region:   Evidence   from   discount   factors.  Research   in   International   Business   and  Finance,  26(2),  137-­‐163  

71. Lucey,  B.  M.,  &  Carron,  B.  (2011).  The  effect  of  gender  on  stock  price  reaction  to  the   appointment   of   directors:   The   case   of   the   FTSE   100.   Applied   Economics  Letters,  18(13),  1225-­‐1229.      

72.  Mac  an  Bhaird,  C.,  &  Lucey,  B.  (2011).  An  empirical  investigation  of  the  financial  growth   lifecycle.   Journal   of   Small   Business   and   Enterprise   Development,   18(4),  715-­‐731.        

73. Aggarwal,   R.,   Kearney,   C.,   &   Lucey,   B.   (2012).   Gravity   and   culture   in   foreign  portfolio  investment.  Journal  of  Banking  and  Finance,  36(2),  525-­‐538.      

74. Dowling,   M   ,   Plaksina,   Y   and   Lucey   B   (2012)   “CEO   Social   Status   and  Acquisitiveness”  Qualitative  Research  in  Financial  Markets  ,  5(2)  161-­‐77    

75. Batten,   J.,   Ciner,   C.,   B   Lucey   and   P   Szigali     (2013)   “Structure   in   the   gold-­‐silver  spread”  Quantitative  Finance,  13(4),  561-­‐70  

76. Lucey,   B,   C   Larkin   and  M  Mulholland   (2013)   “Risk   tolerance   and  demographic  characteristics:  Preliminary  Irish  Evidence”  Financial  Services  Review,  22(1)  77-­‐91  

77. Lucey,  B.  Larkin,  C.  and  O’Connor,  F   (2013)   “London  or  New  York   :  Where  and  When  does  the  gold  price  originate?”  Applied  Economic  Letters,  20(8)  813-­‐17  

78.  Ciner,   C,   Gurdgiev,   C   and   B   Lucey   (2013)   “Hedges   and   Safe   Havens:   An  Examination   of   Stocks,   Bonds,   Gold,   Oil   and   Exchange  Rates”  International  Review  of  Financial  Analysis  29  ,  pp.  202-­‐211  

79. Handley,  D  and  B  Lucey  (2013)  “Time  Varying  herding  in  European  financial  and  banking  stocks:  2001  -­‐2011″  Journal  of  Behavioural  Finance  (forthcoming)  

80. You,   L.   Lucey,B.,   and     Yan   Shu,   (2013)   An   empirical   study   of   multiple   direct  international  listings,  Global  Finance  Journal  ,    Global  Finance  Journal,  24  (1),  pp.  69-­‐84.  

81.  Loring,   G.,   Lucey,   B.   (2013)   “An   analysis   of   forward   exchange   rate   biasedness  across   developed   and   developing   country   currencies:   Do   observed   patterns  persist  out  of  sample?”    Emerging  Markets  Review,  17,  pp.  14-­‐28  

82. B  Lucey,  Nejadmalayeri,  Ali  and  Manohar  Singh  (2013)  “Do  U.S.  Macroeconomic  Surprises   Influence   Equity   Returns?   An   Exploratory   Analysis   of   Developed  Economies  ”  Quarterly  Review  of  Economics  and  Finance  53(4),  476-­‐85    

7

83. O’Connor,   F   and   B   Lucey   (2014)   “Is   there   a   bubble   in   Gold?   Evidence   from  Markov  Switching  tests”  Borsa  Istanbul  Review  (forthcoming)  

84. MacAnBhaird,  Ciaran  and    B  Lucey  (2014)  “Culture’s  Influences:  An  investigation  of   inter-­‐country   differences   in   capital   structure”  Borsa   Istanbul   Review  (forthcoming)  

85. Dowling,   M   and   B   Lucey   (2014)   “From   Hubris   to   Nemesis:   Irish   Banks,  Behavioral   Biases,   and   the   Crisis”   Journal   of   Risk   Management   in   Financial  Institutions  (forthcoming)    

86.  Lucey,  Brian  M.,    O’Connor,   Fergal  A.   and  Larkin,   Charles   James,   (2014)   ”  Gold  Markets  Around  the  World  –  Who  Spills  Over  What,  to  Whom,  When?   ‘  Applied  Economic  Letters  (forthcoming)          

 BOOK  CHAPTERS  

1. Lucey,   B   and   S   Voronkova   (2006)   The   Relations   Between   Emerging   European  And  Developed  Stock  Markets  Before  And  After  The  Russian  Crisis  Of  1997-­‐1998.  In:  Jonathan  A.  Batten  and  Colm  Kearney,  Editors,  International  Finance  Review,  JAI,  Volume  6,  Pages  383-­‐413.      

2. B  Lucey   and   S   Voronkova   (2006)  The   Financial   Instrumentalisation   of   Debt   In  Gurdgiev,  C  (ed)  2006  Innovative  Solutions  to  the  Debt  Crisis,  Liffey  Press  

3. M  Dowling  and  B  Lucey  (2010)  Chapter  16  –  Other  Emotional  Biases,  In  Baker,  H  Kent  and  J  Wurgler,  editors,  Handbook  of  Behavioural  Finance,  Elsevier,  2010  

4. M  Dowling  and  B  Lucey  (2010)  Emerging  Markets  Finance  and  National  Culture,  In  M  Arouri  S  Boubaker  &D  Khuong  Nguyen  Editors  Emerging  Markets  and  the  Global  Economy:  A  Handbook,  Elsevier,  2014  

5. R  Aggarwal,   F  O’Connor   and  B  Lucey   (2015)  Metal   Futures  Markets   in  H  Kent  Baker  ed  Handbook  of  Futures  Markets,  Elsevier      

BOOKS  AND  JOURNALS  1. Lucey,  B  ,  C  Gurdgiev  and  C  Larkin    (eds)    (2011)  What  if  Ireland  Defaults?  Orpen  

Press    2. Lucey,  B,  B  Megginson  and  S  Smart  (2008)  An  Introduction  to  Corporate  Finance  

in  the  European  Context;  London  ,  Thomson  Southwestern  Educational  800pp  +  Instructors  Manual,  Testbank,  PowerPoint  and  Excel  Spreadsheets.  

3. Lucey,   B   (2012)   Journal   of   Banking   and   Finance:   Editor   of   Special   Issue  “Convergence  or  Contagion”  

4. Lucey,   B   (2012)   Journal   of   Banking   and   Finance:   Editor   of   Special   Issue   “After  the  Crisis…?”  

5. Lucey,   B   (2012)   Journal   of   Banking   and   Finance:   Editor   of   Special   Issue  “Integration  and  the  crisis-­‐  feedbacks  and  loops”  

6. Lucey,   B   (2011)   Journal   of   Banking   and   Finance:   Editor   of   Special   Issue  “Financial  Integration  or  not?”  

7. Lucey,  B  (2010)   Journal  of  Banking  and  Finance:  Editor  of  Special   Issue  “Credit  Market  Integration:  After  the  Storm?”  

8. Lucey,   B   (2009)   Journal   of   Banking   and   Finance:   Editor   of   Special   Issue  “Financial  Integration  and  Credit  markets”  

9. Lucey,  B  (2008)  Journal  of  Multinational  Financial  Management:  Editor  of  Special  issue  “Portfolio  Management  and  Performance  in  the  new  millennium”  

10. Lucey,  B  (2007)  Journal  of  Multinational  Financial  Management:  Editor  of  Special  issue  “Measuring  and  Managing  Contagion”  

11. Flavin,  T  ,  B  Lucey  and  S  Voronkova  (2006)  Quarterly  Review  of  Economics  and  Finance    :  Editor  of  Special  Issue  ‘Real  Determinants  of  Financial  Integration  “  

8

12. B   Lucey   and     J   Steeley   (2005)   Journal   of   International   Financial   Markets,  Institutions   and   Money   :Editor   of   Special   Issue   ‘International   Bond   Market  Integration”      

13. C   Kearney   and   B   Lucey   (2004)   International   Review   of   Financial   Analysis   :  Editor  of  Special  Issue  ‘International  Equity  Market  Integration’      

14. Lucey,   B.   (1997).   Financial  Management:   An   Introduction   in   the   Irish   Context.  Dublin,  Folens.330  pp  +  Students  Workbook  to  Accompany      

     

9

   PRESENTATIONS  AT  CONFERENCES  

1 Annual  Policy  Conference  of  the  Dublin  Economics  Workshop,  Kenmare.1991    a. Lucey,  B.    A  Comment  on  Long-­‐term  Health  Funding  In  Ireland.    

2 Irish  Economic  Association  Annual  Meeting  ,  Kilkenny  1991  a. Lucey,  B.  Hospital  Output  Efficiency  -­‐  Some  Preliminary  Analyses.    

3 Dublin  Economics  Workshop,  Dublin  1992    a.  Lucey,  B.    Fair  Deposit  Insurance  Premia  for  Irish  Banks..  

4 Irish  Economic  Association  Annual  Meeting  ,  Carrickmacross  1994    a. .Lucey,  B.  Examining  the  Relationship  between  Profit  and  Efficiency  in  Irish  

Credit  Institutions.    5 International   Conference   on   Professions   and   Management,   Stirling,   Scotland  

1995  a. Lucey,  B.  And  M.  Keating  Turnover  in  a  Major  Policy  Making  Organization  

-­‐  The  Case  of  the  Central  Bank  of  Ireland..  6 Missouri  Valley  Economics  Association  Annual  Meeting,  Kansas  City,  MO.  1995  

a. Lucey,   B.   The   Relationship   between   Profit   and   Efficiency   in   Irish   Credit  Institutions.    

7 Irish  Economic  Association  Annual  Meeting  Ballyconnell    1995  a. Lucey,   B.   The   Econometrics   of   Captain   Boyle,   or   Sean   O’Casey’s   Stock  

market:  an  Application  of  chaotic  Models  to  Irish  Data..  8 Midwest  Finance  Association  Annual  Meeting  ,  Kansas  City,  MO    1997    

a. Lucey,  B.    Distributional  Aspects  of  Irish  Financial  Ratios..  9 Irish  Economic  Association  Annual  Meeting,  Westport    1999  

a. Lucey,  B.  Fractionally  Integrated  Dynamics  of  Irish  Stock  Returns..  10 Midwest  Finance  Association  Annual  Meeting,  Chicago,  IL.  2000  

a. Lucey,  B.  Anomalous  Daily  Seasonality  in  Irish  Stock  Returns.    b. Lucey,  B.    Examining  the  Relationship  between  New  Financial  Metrics  and  

Stock  Returns:  The  Irish  Case.    11 European  Financial  Management  Association,  Lugano,  Switzerland  2001  

a. Lucey,   B     Daily   Seasonality   in   the   Irish   Stock   Market:   A   Robust  Investigation    

12 Midwest  Finance  Association  Annual  Meeting,  Cleveland,  OH.  2001  a. Lucey,   B.     A   Robust   Analysis   of   the   Daily   Seasonal   In   the   Irish   Equity  

Market.  13 8th  Annual  Conference  of  EDINEB,  Nice,  France  2001  .    

a. Lucey,  B.  &  M.  Fellenz    A  Peer  Evaluation  Protocol  for  Business  Students  b. Lucey,  B.,  G.  McHugh,  Et  Al.  Less   Is  More:  From  Mass  Broadcast  To  Small  

Group  Teaching  In  The  Introductory  Business  Course..  14 Irish  Economic  Association  Annual  Meeting,  Mullingar.  2002  

a. Lucey,   B.   &   A   Barrett  An   Analysis   Of   The   Journal   Article   Output   of   Irish  Based  Economists  1970-­‐2001.    

15 Midwest  Finance  Association  Annual  Meeting,  Chicago,  IL  2002    a. Lucey,   B   and   S   Whelan.  Monthly   and   Semi   Annual   Seasonality   in   Irish  

Stocks.    b. Lucey,  B,  G  Pettengill  and  A  Gleason    Instructor  Attributes,  Popularity  and  

Effectiveness:  Preliminary  International  Results.    c. Lucey,  B.  &  M  Dowling  Investor  Mood  and  Stock  Returns.  

16 Midwest  Finance  Association  Annual  Meeting,  St  Louis,  MO.2003    a. Aggarwal,   R,   B   Lucey   and   C   Muckley     “Time   Varying   Equity   Market  

Integration  in  Europe”  17 Eastern  Finance  Association  Annual  Meeting,  Orlando,  FL.2003  

a. Aggarwal,   R,   B   Lucey   and   C   Muckley     “Time   Varying   Equity   Market  Integration  in  Europe”  

10

b. Lucey,  B   and  E  Tully   “Seasonality,  Risk  and  Return   in  Daily   COMEX  Gold  and  Silver  Data  1982-­‐2002”  

18 Irish  Economic  Association  Annual  Meeting,  Limerick  2003  a.  Lucey,  B  and  E  Tully  “  Seasonality,  Risk  And  Return  In  Daily  COMEX  Gold  

And  Silver  Data  1982-­‐2002”  19 Symposium   on   International   Equity   Market   Integration,   Institute   for  

International  Integration  Studies,  Trinity  College  Dublin.  2003  a. Aggarwal,   R,   B   Lucey   and   C   Muckley   “Time   Varying   Equity   Market  

Integration  in  Europe”    20 Financial  Management  Association  Annual  European  Meeting  Dublin  .  2003  

a. Aggarwal,  R,  B  Lucey  and  C  Muckley  “When  did  the  equity  markets  begin  to  believe  in  the  Euro”    

b. Dowling,  M  and  B  Lucey  “the  role  of  feelings  in  equity  returns”    21 Invited  Seminar,  Kent  State  University,  Kent,  Ohio  2003    

a. Lucey,   B,   E   Tully   and   V   Potti     “International   Portfolio   Diversification,  Skewness  and  the  Role  of  Gold”      

22 Invited  Seminar,  Southwest  Missouri  State  University,  Springfield,  Missouri  2003  a. Lucey,   B,   E   Tully   and   V   Potti     “International   Portfolio   Diversification,  

Skewness  and  the  Role  of  Gold”      23 International  Economics  and  Finance  Society  Annual  Meeting,  London  2003    

a. Lucey,   B,   E   Tully   and   V   Potti     “International   Portfolio   Diversification,  Skewness  and  the  Role  of  Gold  

24 Midwest  Finance  Association  Annual  Meeting,  Chicago  2004    a. Lucey,  B  and  E  Tully   “The  Dynamic  Relationship  between  gold  and  silver  

1978-­‐2002-­‐  Evidence  from  cointegration  analysis”  b. Lucey,  B  and  E  Tully  “International  Portfolio  Diversification,  Skewness  and  

the  Role  of  Gold”  c. Lucey,  B  “Robust  estimates  of  the  daily  seasonal  in  LME  Base  metal  prices”  d. Lucey,  B  and  F  Kelliher  “EIRCOM,  the  IPO  and  winners  curse”    

25 Irish  Economic  Association  Annual  Meeting  ,  Belfast  2004    a. Lucey,  B  and  L  Delaney  “A  Psychological  profile  of  Irish  Economists”  b. Lucey,  B  “Volume-­‐Price  interactions  in  the  Irish  Stock  Market”  

26 Symposium  on  International  Bond  Market  Integration,  Institute  for  International  Integration  Studies,  Trinity  College  Dublin.  2004  

a. Kim,  Sook-­‐Joon,  B  Lucey  and  E  Wu  ”  Dynamics  of  Bond  Market  Integration  in  Europe”  

27 Southern  Finance  Association,  Naples,  Florida  November  2004  a. Lucey,  B  and  E  Tully  “International  Portfolio  Diversification,  Skewness  and  

the  Role  of  Gold”  28 Society  for  Nonlinear  Dynamics  and  Econometrics  ,  London,  March  2005  

a. Lucey,  B  and  E  Tully  “International  Portfolio  Diversification,  Skewness  and  the  Role  of  Gold”  

29 European  Economics  and  Finance  Society  ,  Coimbra,  Portugal,  May  2005  a. Jokipii,  T&  B  Lucey  Contagion,  Macroeconomic  News  and   the  Central  

European  Banking  Market  30 Midwest  Finance  Association  Annual  Meeting,  Milwuakee,  March  2005  

a. Lucey,  B  &  S  Voronkova  Russian  Equity  Market  Linkages  pre  and  post  1998  

b. Baradi,   M,   B   Lucey   &   S   Voronkova   “Measuring   Equity   Market  Integration  Using  iShares  and  Country  Funds”  

31 Bank   of   Finland  Workshop   on   Russian   Macroeconomy   ,   Moscow,   Russia,   May  2005  

a. Lucey,  B  &  S  Voronkova  Russian  Equity  Market  Linkages  pre  and  post  1998  

32 Global  Finance  Conference,,  Dublin,  June  2005  

11

a. Jokipii,   T   and   B   Lucey     Macroeconomic   news   announcements   and  contagion  of  Central  European  Banks    

b. Lagoarde-­‐Segot,  T  &    B  Lucey  Diversification  Benefits  of  MENA  Stock  Markets  

c. Baradi,   M,   B   Lucey   &   S   Voronkova   “Measuring   Equity   Market  Integration  Using  iShares  and  Country  Funds”  

d. Lucey,  B  &    R  Aggarwal,  “Psychological  Barriers  in  Gold  Prices”  33 Financial  Management  Association  European  Conference,  ,  Siena,  June  2005  

a. Lagoarde-­‐Segot,  T  &    B  Lucey  Diversification  Benefits  of  MENA  Stock  Markets  

b. Lucey,  B  &    R  Aggarwal,  “Psychological  Barriers  in  Gold  Prices”  34 Money,  Macro,  Finance  37th  Annual  Conference,   ,  Rethymno,  Greece,  September  

2005  a. Aggarwal,  R,  B  Lucey  and  C  Muckley  “Equity  Market  Integration  in  Europe  

:  Evidence  over  time  and  with  Events.”    35 Research   conference   on     Financial   stability   and   the   convergence   process   in  

Europe,  ,  European  Commission  Directorate  General  for  Economic  and  Financial  Affairs,  Brussels,  October  2005  

a. Jokipii,   T   and   B   Lucey     Macroeconomic   news   announcements   and  contagion  of  Central  European  Banks    

36 Southern  Finance  Association  Key  West  ,  Florida,  November  2005  a. Lagoarde-­‐Segot,  T  &    B  Lucey  Diversification  Benefits  of  MENA  Stock  

Markets  b. Baradi,   M,   B   Lucey   &   S   Voronkova   “Measuring   Equity   Market  

Integration  Using  iShares  and  Country  Funds”  37 XIV  International  Tor  Vergata  Conference  On  Banking  And  Finance  Rome,   Italy,  

December  2005  a. Baradi,   M,   B   Lucey   &   S   Voronkova   “Measuring   Equity   Market  

Integration  Using  iShares  and  Country  Funds”  b. Jokipii,   T   and   B   Lucey     Macroeconomic   news   announcements   and  

contagion  of  Central  European  Banks    38 Midwest  Finance  Annual  Conference    Chicago  IL  March  2006  

a. Baradi,   M,   B   Lucey   &   S   Voronkova   “Measuring   Equity   Market  Integration  Using  iShares  and  Country  Funds”  

b. Jokipii,  T  and  B  Lucey    Skewness  and  Bank  Returns    c. Eastman,  A  &  B  Lucey  “Are  futures  returns  skewed?”    d. Lucey,  B  &  E  Tully    APGARCH  modelling  of  the  Gold  market      

39 Eastern    Finance  Annual  Conference    Philadelphia    PA  April  2006  a. Baradi,   M,   B   Lucey   &   S   Voronkova   “Measuring   Equity   Market  

Integration  Using  iShares  and  Country  Funds”  b. Jokipii,  T  and  B  Lucey    Skewness  and  Bank  Returns    c. Eastman,  A  &  B  Lucey  “Are  futures  returns  skewed?”    d. Baur,  D,  Lucey,  B,  Voronkova,  S  and  E  Wu  “The  effect  of  exchange  rate  

volatility  on  CEE  stock-­‐bond  correlations”  e. Lucey,  B  &  E  Tully    APGARCH  modelling  of  the  Gold  market      

40 Midwest    Finance  Association  Annual  Conference    Chicago,  March  2006  a. Baur,  D  and  B  Lucey      “Safe  Haven  or  Hedge  –  an  analysis  of  gold  ”  b. Berrill,   J,   B   Lucey   and   J   Wingender   The   effect   of   derivatives   on   the  

underlying  daily  seasonal-­‐  an  analysis  of  FTSE  stocks  41 Eastern    Finance  Association  Annual  Conference    New  Orleans,  LA  April  2006  

a. Baur,  D  and  B  Lucey      “Safe  Haven  or  Hedge  –  an  analysis  of  gold  ”  b. Lagoarde-­‐Segot,   T   &     B   Lucey   Financial   Vulnerability   of   the   MENA  

region  42 INFINITI  Conference  on  International  Finance    Dublin,  June  2006  

12

a. MacAnBhaird,  C  and  B  Lucey    “What  determines  the  capital  structure  of  Irish  SME’s?”  

b. Baur,  D  and  B    Lucey       “Flight   to  Quality  or  Contagion   in   stock-­‐bond  correlations?”  

c. Baur,  D,  Lucey,  B,  Voronkova,  S  and  E  Wu  “The  effect  of  exchange  rate  volatility  on  CEE  stock-­‐bond  correlations”  

43 Econometrics  Society  Annual  Meeting      Alice  Springs,  Australia,  July  2006  a. Baur,   D   and  B   Lucey       “Flight   to   Quality   or   Contagion   in   stock-­‐bond  

correlations?”  44 Financial  Management  Association  Conference    Salt  Lake  City  October  2006  

a. Baur,  D  and  B    Lucey       “Flight   to  Quality  or  Contagion   in   stock-­‐bond  correlations?”  

b. Lagoarde-­‐Segot,  T  &    B  Lucey  Portfolio  allocations  to  the  MENA  c. Eastman,  A  &  B  Lucey  “Are  equity  futures  markets  skewed?”  

45 INFINITI  Conference      Dublin,  June  2007  a. Gilmore,   C.,   Bosci.,   M   and   B   Lucey   “The   evolution   of   linkages   in  

European  stocks  markets  :  evidence  from  a  minimum  spanning  tree”  b. Claus,  E  and  B  Lucey  “Asian  equity  market  integration  :  evidence  from  

stochastic  discount  factors”  c. Mac  An  Bhaird,   C   and  B   Lucey   “The   Financial   Growth   Life   Cycle:   An  

Empirical  Examination  of  Irish  SMEs”  46 Applications  of  Physics  in  Financial  Analysis  Lisbon,  July  2007  

a. Coehlo,  R,  S  hutzer,  P  Richmond,  B  Lucey      “A  study  of  the  correlation  structure  of  two  different  markets”  

47 Midwest     Finance   Association   Annual   Conference     San   Antonio,   Texas,   March  2008  

a. Mac  An  Bhaird,   C   and  B   Lucey   “The   Financial   Growth   Life   Cycle:   An  Empirical  Examination  of  Irish  SMEs”  

b. Zhang,   Q   and   B   Lucey   “Integration   analysis   of   Latin   American   stock  markets  1993-­‐2007”  

c. Gilmore,   C.,  Bosci.,  M  and  B  Lucey   “An   ever   closer  union?  Examining  European  equity  market  linkages  via  spanning  tree  analysis”  

d. Mac  An  Bhaird,  C  and  B  Lucey  “Examining  the  determinants  of  capital  structure  using  seemingly  unrelated  regressions”  

48 INFINITI  Conference      Dublin,  June  2008  a. Batten,j,  C  Ciner  and  B  Lucey    “Macroeconomic  influences  on  precious  

metal  volatility”  b. B   Lucey,   “Macroeconomic   surprises   and   international   equity   market  

returns  and  volatility”  (With  S  Mohanty  and  A  Nedjamier)    49 Financial  Management  Association  Conference    Dallas,  Texas  2008  

a. Eastman,   A   &   B   Lucey   “Volume-­‐Volatility-­‐Return-­‐   skewness  relationships  in  futures  markets  

50 Small  Open  Economies   in  a  globalized  world,  2nd  Conference,  Kitchner,  Canada,  June  2008  

a. Claus,  E  and  B  Lucey  “Equity  Market  integration  in  the  pacific  basin:  evidence  from  discount  factors”  

51 Financial  Management  Association  Conference   ,   ,   Grapevine,  Dallas  TX  October  2008  

a. Eastman,   A     and  B   Lucey   “Measuring   Information   Flows   in   Futures  Markets”  

52 Academy  of  International  Business  Annual  conference  ,  Milan  July  2008  a. Aggarwal,  R,  C  Kearney  and  B  Lucey  “FPI  –  a  gravity  perspective”  

53 Midwest  Finance  Association  Annual  Conference,  March  2009,  Chicago  IL    a. Macroeconomic   determinants   of   volatility   of   precious  metals   (With   J  

Batten  and  C  Ciner)  

13

54 INFINITI  Conference      Dublin,  June  2009  a. Reilly,  S  and  B  Lucey  “Aggregate  Merger  Levels  –  An  explained  Markov  

Switching  Process?”  b. Aggarwal,  R,  C  Kearney  and  B  Lucey  “FPI  –  a  gravity  perspective”  c. Batten,j,  C  Ciner  and  B  Lucey    “Macroeconomic  influences  on  precious  

metal  volatility”  55 Midwest  Finance  Association      Las  Vegas,  NV,  February  2010  

a. Reilly,  S  and  B  Lucey  “Aggregate  Merger  Levels  –  An  explained  Markov  Switching  Process?”  

b. Perez-­‐Alzueta,   S   and  B   Lucey   “The   Stability   of   a   takeover   prediction  model?”  

c. Zhang,   Q   and   B   Lucey   “Emerging   Markets   Capital   Structure   and  Financial  Integration”  

56 INFINITI  Conference      Dublin,  June  2010  a. Reilly,  S  and  B  Lucey  “Aggregate  Merger  Levels  –  An  explained  Markov  

Switching  Process?”  b. Aggarwal,  R,  C  Kearney  and  B  Lucey  “FPI  –  a  gravity  perspective”  c. Batten,j,  C  Ciner  and  B  Lucey    “Macroeconomic  influences  on  precious  

metal  volatility”  57 Financial   Management   Association   Conference   ,   New   York   City,   New   York,  

October  2010  a. Aggarwal,  R,  C  Kearney  and  B  Lucey  “FPI  –  a  gravity  perspective”  b. Muckley,   C   and   B   Lucey   “equity   market   integration   under  

hertoskedastic  assumptions”  58 Midwest  Finance  Association      New  Orleans,  LA,  February  2012  

a. B  Lucey  and  L  Devine  “is  wine  still  a  premier  cru  investment?”  59 INFINITI  Conference      Dublin,  June  2012  

a. O’Connor,  F  and  B  Lucey  “Gold  Lease  Rates  and  Gold  Prices”  60 Ecobate  Conference        Winchester  March  2013  

a. MacAnBhaird,  C  and  B  Lucey  “SME  finance  and  banking  structure”    61 Financial  Management  Association  Conference    Chicago  2013  

a.  Goldstein,   M,   Muckley,   C,   Abhinav,   A,   and   B   Lucey   “The   global  demand  for  dividends”    

   

14

MEDIA  From   August   2002   to   February   2003,   I   was   a   regular   commentator   on   Finance   and  Economics   on   NEWSTALK106.     Post   that   I   have   become   a   regular   commentator   on  national   and   international   radio   and  TV,   in   particular   in   relation   to   the   banking   crisis  and  in  relation  to  solutions  to  impaired  assets.  details  are  available  on  request.  My  work  has  also  been  mentioned  or  discussed   in  major  national  and   international  newspapers  including   Investors   Chronicle,   Bloomberg,   Wall   Street   Journal,   Financial   Times,  Economist,  Toronto  Sun,  the  Sunday  Times  and  all  major  Irish  newspapers.  From  August  2011  I  write  a  fortnightly  column  in  the  Irish  Examiner  (national  Irish  newspaper)      TEACHING  EXPERIENCE  I  have  taught  at  all   levels   from  undergraduate  to  executive.  My  most   frequently   taught  course   is  a  3rd  year  undergraduate  course   in  Corporate  Financial  Management   (44h).   I  have   also   regularly   taught   Corporate   Finance   at   MBA   level.   I   also   have   taught  Investments,   Derivatives   and   Real   Options   courses   at   MBA   level,   Introduction   to  Organisation   and   Management   at   undergraduate   level   and   Finance   Theory   at  undergraduate.        COURSE     LEVEL   NUMBER   &   TYPE   OF   CLASS    

(ENROLMENT)  YEAR  

Introduction   To  Organization   And  Management  

1st  year    

8  lecture/tutorials  (20)     1999-­‐  

Financial  Management     2nd  year   24   lecture   course,   200  students  

1991-­‐1995  

Corporate   Financial  Management    

3rd  year   48h   lecture   course,   80  students  

1996-­‐2005  

Applied  Finance     3rd  year   48h   lecture   course,   80-­‐120  students  

2006-­‐  

Finance     4th  year   48h   lecture   course,   50  students  

1996  

Research  Methods   4th  year   20h   lecture   course,   20  students  

1996-­‐2000  

Corporate  Finance  1     MBA   24h   lecture   course,   25-­‐35  students  

1994-­‐1999  and   2002-­‐2006  

Derivatives     MBA     24h   lecture   course,   30  students  

1995  

Integrative  Case   MSc  International  Business  

10h   supervisory   course,   12-­‐25  students  

2005,   2007,  2009  

Investments   Senior  Freshman  

24h   lecture   course   (60  students)  

2008  

Behavioral  Finance   MSc  Finance   24h   lecture   course   (60  students)  

2009-­‐  

Corporate  Finance   MSc  Finance   24h   lecture   course   (60  students)  

2009-­‐  

Portfolio  Management   Msc  Finance     24h   lecture   course   (60  students)  

2009-­‐  

Alternative  Investments   Msc  Finance   24h   lecture   course   (60  students)  

2011-­‐  

   

15

c.  Other  teaching  responsibilities  (external  examiner,  teaching  consultancies  etc)  § I  have  served  as  a  teaching  assessor  for  Central  Connecticut  State  University,  

and   Creighton   University     tenure   review   committees.   This   involved  commenting  on  the  teaching  quality  and  instructional  mix  of  faculty  seeking  promotion  with  Tenure  to  Associate  Professor.    

§ I  also  act  as  an  external  assessor   for  University  of  Ulster   for   the  Faculty  of  Management,   as   part   of   their   reaccredidation   processes.   This   involves  reviewing  all  undergraduate  programmes  in  Business  and  Management  from  the   perspective   of   teaching   quality,   appropriateness   of   modules   offered,  course   regulations,   appropriateness   of   learning   objectives,   instruction  method   and   mix   and   course   sustainability.   The   review   consists   of   initial  evaluation  of  documentation,  site  visits  and  discussions  with  staff  and  a  final  agreed  report    

§ I   was   from   2008-­‐2010  Director   of   the  MSc   in   Finance   in   Trinity   College  Dublin,  a  course  which  I  designed  and  led  through  the  college  systems,  and  which  is  a  PRMIA  ,  CAIA  and  CFA  partner  programme.    

§ I  was  approached  by  Thomson  Southwestern,  the  largest  seller  of  academic  textbooks  in  finance,  to  take  on  the  European  adaptation  of  a  new  text  which  they   are   heavily   promoting.   I   see   this   as   teaching   as   it   is   intrinsic   to   the  communication   of   knowledge   and   the   dissemination   of   research   that  students  have  clear,  well  written  material.  

§ I   was   from   2008   to   2012   the   External   Examiner   for  microeconomics/macroeconomics/finance  course  in  University  College  Cork  at  undergraduate  and  masters  level  

§ From  2013-­‐  present  I  am  external  examiner  at  the  University  of  Sussex  for  Msc  Finance  

§ I   have   acted   as  external   examiner   for  PhD   at  U  Western   Sydney,  Deakin,  Sydney,  Aberdeen,  Heriot-­‐Watt,  Southampton,  Greenwich,  University  College  Cork  and  Dublin  City  Universities  

   GRADUATE  STUDENTS  &  POSTDOCTORAL  FELLOWSHIP  SUPERVISION        Graduate  Students  Completed  STUDENT    DATE  OF  AWARD  

/  SUBMISSION  DEGREE   Thesis  Title    

Edel   Tully   (presently   at  UBS)  

2006   PhD   Three  Essays  On  The  Gold  Market  

Michael   Dowling  (presently  at  DCU)  

2007   PhD   An   Analysis   Of   Mood   Proxies   And  Their   Relationship   To   Equity  Returns  

Thomas   Lagoarde-­‐Segot  (presently   at   University   of  Marseilles)    

2008   PhD   International   Financial   Integration  Of  The  MENA  Countries  

Alex   Eastman     (presently  at  Dublin  City  University)    

2008   PhD   The   Interrelationship   Of   Volume-­‐Volatility-­‐Skewness   On   Returns   In  Futures  Markets  

Ciaran   Mac   An   Bhaird    (presently   at   Dublin   City  University)  

2009   PhD   The   Determinants   Of   Capital  Structure  In  Irish  SME’s    

Qi   Yu   Zhang   (presently   at  Lancaster)    

2011   PhD   The  Impact  Of  Financial  Integration  On   Corporate   Balance   Sheets   In  Emerging  Markets  

Julian   Perez   (presently   at  O2  Business  Analytics)    

2011   PhD   Multinomial   Models   Of   Merger  

16

Target   Determination   In   G7  Countries  

Sarah   Reilly   (presently   at  Davy  stockbrokers)  

2012   PhD   Markov  Models  Of  Merger  Waves  

Deirdre   Reilly  (Parttime)   (presently   at  Reilly  Property  Management)  

2013   PhD   Essays   On   Property   Markets   And  Property  Finance  

Mairead  Devine   1996     M.  Litt.   A   Macro   Econometric   Analysis   Of  The  Irish  Stock  Market  

Marian  Clarke     1997     M.  Litt.   An   Exploratory   Study   Of   Capital  Investment   Appraisal   Practice   In  Irish  Companies.  

Louise  Turner     2001     M.  Litt.   An   Analysis   Of   The   Benefits   Of  Adopting  Economic  Value  Added  As  A  Corporate  Tool  

     Graduate  Students  Presently  Under  Supervision  STUDENT   DATE  

OF  ENTRY  

DEGREE   Topic   EXPECTED  SUBMISSION  DATE  

Marco   Lazzarino  (Parttime)  (presently   at   zurich  Insurance)  

2009   PhD   Evaluating   The  Appropriateness   Of  Statistical   Arbitrage   Models  For  Commodity  Markets  

Awaiting  Viva  

Fergus  O’Connor   2011   PhD   Gold   Lease   Rates,   Bubbles  And  Forward  Rate  Premia  

October  2014  

Sile  Li   2012   PhD   Essays   On   the   Safe   Haven  Properties   of   Precious  Metals  

October  2015  

Conor  Nevill   2013   PhD   Financial   Structure   Of  Hightech  SME  Companies  

October  2016  

     Postdoctoral  Fellows  supervised  Name   DATES     TOPIC  Svitlana  Voronkova   2004-­‐5   International  Financial  Integration  and  CEE  markets  Dirk  Baur   2005-­‐7   Precious  Metals  and  International  Finance  Edda  Claus   2006-­‐7   International  Asset  pricing  Michael  Dowling   2007   Behaviour,  mood  and  asset  pricing                            

17

     CONFERENCE  ORGANISATION    Action   Contribution  2003-­‐present          Annual   INFINITI  Conference      

I   am   the   organizer   and   driving   force   behind   this  conference.   I   chair   the   (small)   conference  committee,   source   keynote   speakers,   determine  the   theme   of   the   conference,   liaise   with   the  conference   administration   on   finance,  accommodation   and   logistics,   and   determine   the  future   direction   of   the   conference.     I   have   grown  this   conference   over   the   years   to   the   extent   that  we   now   have   over   600   submissions   for   the   c120  paper  slots  per  annum.  Delegates  and  papers  come  from  literally  every  continent,  and  we  have  noticed  a   very   significant   increase   in   the   quality   of   both  the  papers  submitted  and  the   institutions  sending  delegates   and   presenters.   We   regularly   now  attract   tenured   ivy   league   faculty,   IMF/World  Bank/ECB   staff   as   well   as   top   ranked   UK   and  European   finance   academics.   Keynote   speakers  have   included   two   Nobel   laureates   in   Economics.  See  www.infiniticonference.com    

2005     12th   Global   Finance  Conference   –   Finance   In   A  Globalized   Environment,   TCD    (500  delegates)    

As   part   of   a   small   (3   academics,   3   other)  programme   committee   was   responsible   for   the  largest   finance   conference   to   that   date   to   be   held  in   Europe.   In   particular,   I   was   responsible   for  liaison  with  the  keynote  speakers  from  sourcing  to  their   departure,   responsible   for   the   sourcing   of  promotional  material,  and  for  the  smooth  running  of   the  conference   (from  an  academic  perspective)  while   underway.   This   conference   was  exceptionally  wide  ranging  in   its  topics  and  was  a  superb  launching  pad  for  the  INFINITI  group.    

2005     Alternative   Perspectives  in   Finance   Conference,   Kilkenny,  Co  Kilkenny  (30  delegates)    

I  was   the   organizer   and   driving   force   behind   this  conference.   I   chaired   the   (small)   conference  committee,  sourced  keynote  speakers,  determined  the   theme   of   the   conference,   liaised   with   the  conference   administration   on   finance,  accommodation  and  logistics,  and  am  in  discussion  with  a  publisher  regarding  an  edited  volume.    

2002    Annual   Conference   Irish  Economic   Association,   Mullingar  Co  Westmeath  (150  delegates)    1995    Annual   Conference   Irish  Economic   Association,  Ballyconnell,   Co   Cavan   (100  delegates)  

I  was   the   organizer   and   driving   force   behind   this  conference.   I   chaired   the   conference   committee,  sourced   keynote   speakers,   determined   the   theme  of   the   conference,   liaised   with   the   conference  administration   and   hotel   on   finance,  accommodation  and  logistics,  and  managed  on  the  ground   issues   for   the   conference.   The   2002  conference   remains   the   largest   that   the   IEA   has  run  in  its  history.    

   

18

PROFESSIONAL  ACTIVITIES    Action   Contribution  International   Review   of  Financial  Analysis  (Elsevier):  Editor,  August    2012  -­‐    

As   editor   I   have   complete   responsibility   for   the  maintenance  and  management  of  the  journal,  including  editorial  policy,  quality  control  and  orientation.  

Journal   of   Behavioral   and  Experimental   Finance  (Elsevier),  August  2013-­‐    

I  am  the  founding  editor  of  this  new  journal.    

Research   in   International  Business   and   Finance  (Elsevier):   Editor,   September  2010-­‐Jan  2013  

As   editor   I   had   complete   responsibility   for   the  maintenance  and  management  of  the  journal,  including  editorial  policy,  quality  control  and  orientation.  

Journal   of   Banking   and  Finance   (Elsevier):   Associate  editor  Jan  2012-­‐    Journal   of   Multinational  Financial   Management  (Elsevier):   Associate   editor  Jan  2006-­‐    The   Financial   Review  (Blackwell):   Associate   editor  January   2006-­‐   September  2010    Journal   of   Applied   Finance,  Financial   Management  Association,   Associate   editor  January  2007  –  

As  an  associate  editor,   I  source  high  quality  papers  for  the   journal,   review   and   recommend   papers   for  publication   or   otherwise,   liaise   with   other   board  members  regarding  promotion  of  the  journal  and  liaise  with   the   publisher   regarding   future   developments.     I  act  as  first  reviewer  for  papers  in  my  area.    

Academic  Director:  Midwest  Finance   Association,   USA  2007-­‐2010  

As  academic  director,  one  of  two,  I  act  as  the  key  liaison  between   academic   interests   and   the   association.   The  role   involves   ensuring   that   the   annual   conference   and  other   activities   reflect   best   practice   in   terms   of   the  academic  activities  undertaken.    

Conference   committee  member  and  Track  Chair;    Midwest   Finance  Association   (USA)  1994,1995,  1996,  1997,  1999,  2000,  2001,  2002,  2003,  2004,  2005,   2006   ,   2008,   2009,  2010,  2012  Eastern  Finance  Association  2005  and  2007  Southern   Finance  Association    2008  

As   a   committee  member   I   act   as   a   reviewer   of   papers  and  special  interest  events  proposals.  As  track  chair  for  MFA   Financial   Institutions   and  Microstructure,   (2005,  2006)   and   Financial   Institutions   EFA   2007,   I   am  responsible  for  selecting  papers  for  the  conference  and  for   best   paper   awards,   as   well   as   organizing   sessions  and  discussants.  

Conference   committee  member   of   the   Financial  Management   Association  (USA)  2004-­‐  

As   a   committee  member   I   act   as   a   reviewer   of   papers  and  special  interest  events  proposals  

19

Conference   committee  member   of   the   Global  Finance  Association  2005  

As   part   of   a   small   (3   academics,   3   other)   programme  committee   was   responsible   for   the   largest   finance  conference   to   be   held   in   Europe.   In   particular,   I   was  responsible  for  liaison  with  the  keynote  speakers  from  sourcing   to   their   departure,   responsible   for   the  sourcing   of   promotional  material,   and   for   the   smooth  running   of   the   conference   (from   an   academic  perspective)  while  underway.    

Committee   member   of   the  Irish   Economic   Association,  2005-­‐2011  

I  serve  on  the  committee  which  acts  as  a  review  for  the  IEA   annual   conference,   and   also   manages   this  association,   which   represents   economists   from  academic,  government  and  private  sector  organizations  on   an   all-­‐island   basis.   The  main   activity   is   the   annual  conference.    

     ADMINISTRATIVE  EXPERIENCE  At  Departmental  Level    Action   Contribution  Degree   Year   Coordinator  2003-­‐2007  

This   involved   liaison   between   staff,   students   and  administration   over   the   course   of   the   year   and  particularly   at  examination   time.  The  key   task  was   to  oversee   the  return  and  management  of  grades  to  the  faculty  and  university.  I  was  also  the   first   port   of   call   for   course   concerns   by   students   if   they  were   unable   to   achieve   satisfaction   with   a   query   from   the  lecturer.    

Final   Year   Dissertation  Coordinator  1996-­‐2004  

I   was   responsible   for   growing   and   managing   the   number   of  students   who   opted   to   take   the   dissertation   option.   This   also  involved   regular   consultation   with   all   students,   the   course  management  of   the  dissertations   including  examining,  and   the  fostering  of  a  research  culture  in  the  students.    

Webmaster  1997-­‐2000   I   created   the   first   web   presence   for   the   school   and   managed  this  for  three  years  in  its  entirety  

MBA   Committee  Member  1998-­‐2001  

I   served   on   the   MBA   committee   at   a   time   when   the  management   was   in   flux,   in   a   particularly   fraught   situation  regarding  course  management  and  personnel  issues..    

Director   of   the   MSc   in  Finance  

The  MSc   in  Finance  was  proposed,  developed  and   initiated  by  me   over   the   last   number   of   years,   and   represents   a   new  departure  in  the  School’s  direction.  As  director  I  am  responsible  for   recruitment   of   students,   provision   of   and   hiring   of  administrative   staff   and   overall   academic   direction   of   the  Course.    

At  College  Level      

 

Member  of  Committee  on  College  Financial  Strategy  2009  

Small   committee   tasked  with   providing   an   overview   and   high  level  perspective  on  financial  strategy  to  the  colleges  executive  officers  to  form  part  of  new  strategic  plan  

20

Member   of   Executive  Committee,   Institute   for  International   Integration  Studies  2004-­‐8    

The   IIIS   is   the   flagship   Social   Science   and   Humanities   cross  disciplinary   locus   for  research   in   the  university.  The  executive  is  responsible,  with  the  director,  for  the  overall  direction  of  the  IIIS.  In  particular,  we  are  responsible  for  managing  the  financial  and  human  capital  of  the   institute,   to  ensure  that   it   is  directed  to  making   the   university   a   leading   educational   establishment.  As   a   member   of   the   executive,   my   task   is   to   encourage  membership   and   involvement   in   the   IIIS   and   to   promote   its  activities.    

College   Tutor   1994-­‐  present  

TCD   Tutors   act   as   both   academic   and   personal   guidance   and  mentor  roles.    

Member   of   Financial  Assistance   Committee  2001-­‐  2007  

This   committee   oversees   student   emergency   financial  assistance      

Member  of  Personnel  and  Appointments  Committee  2003/4    

This   is   a   high   level   committee   overseeing   all   aspects   of   the  university  personnel  strategy  

Member   of   Graduate  Studies   Committee  2004/5  

As  a  member  of  the  committee  I  queried  course  proposals  and  all   changes   to   ensure   that   a   research   focus   and   ethos   was   in  place.    

Member   of   University  Council  2006-­‐2009  

The   university   council   concerns   itself   primarily  with   issues   of  academic   quality   in   relation   to   the   management   of   the  university.  The  university  council  also  acts  as  an  interview  body  for  all  professorial  posts.    

Member   of   Lecturer’s  Forum  2002  –  2004  

This   was   a   formal   mechanism   by   which   the   lower   ranked  academic  staff  could  meet  and  discuss  matters  of  concern  with  the  senior  college  staff.    

Honorary   Secretary,  Central   Fellowship  Committee  2007-­‐  2011  

The  Central  Fellowship  Committee   is   the  body   responsible   for  assessing  applications  and  recommending  to  fellows  persons  to  be  elected  as  Fellows  of  the  College  

Council   Representative,  Committee   on   College  Structure  

The   committee   was   set   up   in   late   2007   to   make  recommendations   to   the   Board   and   Council   on   the   academic  and   administrative   governance   structure   of   the   college   in   the  revised  faculty  structure.    

Member,   Honorary  Fellowship  Committee  

This   committee   works   in   conjunction   with   the   Honorary  Degrees   Committee   to   select   and   analyze   claims   for   collegiate  honours.    

   

21

REFEREEING    I  have  reviewed  for  a  large  number  of  journals  including    

§ British  Accounting  Review  § Economic  and  Social  Review  § Economic  Systems  § Emerging  Markets,  Finance  and  Trade  § Emerging  Markets  Review  § Financial  Review  § Global  Finance  Journal  § International  Review  of  Financial  Analysis  § Irish  Banking  Review  § Journal  of  Business  Finance  and  Accounting  § Journal  of  Economics  and  Finance  § Journal  of  International  Business  Studies  § Journal  of  International  Financial  Markets    Institutions  and  Money  § Journal  of  International  Money  and  Finance  § Journal  of  the  Statistical  and  Social  Inquiry  Society  of  Ireland  § Neurocomputing  § Quarterly  Review  of  Economic  and  Finance  § Review  of  Financial  Economics  § Physica  A  

 FUNDRAISING  

§ Several  €2000   grants   from  Arts   and   Social   Sciences  Benefactions   Fund  of   TCD  for  research  projects  

§ €130,000   from   Institute   of   International   Integration   /   Higher   Education  Authority,  2004,  for  research  in  International  Financial  Integration  

§ €114,000   from   Institute   of   International   Integration   /   Higher   Education  Authority,  2006,  for  research  in  International  Financial  Integration  

§ Part   of   team   that   raised   €5m   for   TCD   Development   Chair   in   International  Business  2006  

§ €250,000  from  private  donor,  2006,  for  research  into  international  mergers  and  acquisitions  

§ €250,000  from  the  Irish  Research  Council  for  investigation  in  to  the  Innovation  and  Impactof  Irish  Higher  Education  2013  

§ One  of  three  PI’s  on  team  for  ESRC  (UK)  grant  of  £35,000  for  seminar  series  on  People  Risk  2013  

§ London   Bullion   Market   Association   Bursary   of   €15,000   pa   for   a   PhD   student,  ongoing.    

§ Grant   of   €200,000   from   Irish   Research   Council   for   examination   of   economic  impact  of  higher  education  innovation  

 OTHER  INFORMATION  I   have   a   strong   interest   in  history   alternative  history   and   science   fiction.   I   teach   adult  education   courses   on   The   First  World  War,   on   The   Second  World  War   and   on   Great  Commanders.    Other  interests  include  cinema  and  cooking.