2025
55. Persistence and Market Timing Ability of Cryptocurrency Funds
Financial Management, Forthcoming
With Diego De Mingo-Lopez & Andrew Urquhart
54. Corporate Reputational Dynamics and their Impact on Global Commodity Markets
Journal of Commodity Markets, 2025, 37, 100459
With Iris Li, Erdinc Akyildirim & Shaen Corbet
53. Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
PLOS one, 2025, 20(2), e0316332.
With An Pham Ngoc Nguyen, Martin Crane & Marija Bezbradica.
2024
52. Climate risk and financial stability: Evidence from syndicated lending
European Journal of Finance, 2024, 30(17), 2001–2031
With Rong Ding, Xing Huan & Zhifang Zhang.
51. Investor Sentiment, Unexpected Inflation and Bitcoin Basis Risk
Journal of Futures Markets, 2024, 44(11), 1807-1831.
With Shaen Corbet & Les Oxley.
50. ‘Take Back Control’: The implications of Brexit uncertainty on investor perception of ESG reputational events
European Financial Management, 2024, 31(1), 72-114
With Erdinc Akyildirim, Shaen Corbet & Les Oxley.
49. HACKED: Understanding the Stock Market Response to Cyberattacks
Journal of International Financial Markets, Institutions and Money, 2024, 97, 102082
With Erdinc Akyildirim, Shaen Corbet & Yang (Greg) Hou
48. Understanding Sentiment Shifts in Central Bank Digital Currencies
Journal of Behavioral and Experimental Finance (2024) Volume 44, 100988
With Shane Corbet, Yang Hou, Yang Hu, Charles Larkin & Les Oxley.
47. Seeking a shock haven: Hedging extreme upward oil price changes
International Review of Financial Analysis (2024) 94, 103245
With Shaen Corbet, Yang (Greg) Hou, Yang Hu & Les Oxley.
46. Navigating the green transition: The influence of energy volatility on green and sustainable ETFs
Applied Economics Letters (2024) Forthcoming
With Shaen Corbet & Yang Hou.
45. The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode
Annals of Behavioral Finance (2024), Forthcoming
With Iulia Cioroianu, Shaen Corbet, Charles Larkin, Les Oxley & Richard Taffler.
44. Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar
Annals of Operations Research (2024) 337, 45–73.
With Shaen Corbet & Richard McGee.
43. Diversification with globally integrated US stocks
Journal of International Financial Markets, Institutions and Money (2024) 90:101889
With John Cotter & Ioannis Ropotos.
42. Bitcoin forks: What drives the branches?
Research in International Business and Finance (2024) 69:102261
With Shaen Corbet, Yang (Greg) Hou, Yang Hu & Les Oxley.
41. Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX
Journal of International Financial Markets, Institutions and Money (2024) 91:101940
With Shaen Corbet & Yang (Greg) Hou.
40. Forecasting the price of oil: A cautionary note
Journal of Commodity Markets (2024) 33:100378
With John Cotter & Emmanuel Eyiah-Donkor.
39. Does national culture influence malfeasance in banks around the world?
Journal of International Financial Markets, Institutions and Money (2024) 90:101888
With Xing Huan & Cal B. Muckley.
38. Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages
Journal of Economic Behavior and Organisation (2024) 217, 32-62
With Shaen Corbet, John W. Goodell, Yang (Greg) Hou & Les Oxley.
2023
37. A financial modeling approach to industry exchange-traded funds selection
Journal of Empirical Finance (2023), 74:101441
With John Cotter, Illia Kovalenko and Thierry Post.
36. The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchange
International Review of Financial Analysis (2023) 91:103013
With Shaen Corbet & Richard McGee
35. Understanding the FTX exchange collapse: A dynamic connectedness approach
Finance Research Letters (2023) 30:200271
With Erdinc Akyildirim, Shaen Corbet & John W. Goodell
2022
33. Co-Skewness across Return Horizons
Journal of Financial Econometrics (2022), Forthcoming
With John Cotter and Chenglu Jin
32. The illusion of oil return predictability: The choice of data matters!
Journal of Banking and Finance (2022), 134:106331
With John Cotter and Emmanuel Eyiah-Donkor
31. Green bonds and other assets: Evidence from extreme risk transmission
Journal of Environmental Management (2022) 305:114358
With John Cotter and Muhammad Abubakr Naeem
2021
30. Characteristic-Sorted Portfolios and Macroeconomic Risks – An Orthogonal Decomposition
Journal of Empirical Finance (2021), Forthcoming
With Chris Adcock and Wolfgang Bessler
29. Mutual fund performance and changes in factor exposure
The Journal of Financial Research (2021), Forthcoming
With Wolfgang Bessler, Diego Victor de Mingo-López and Juan Carlos Matallín-Sáez
28. Inflation and cryptocurrencies revisited: A time-scale analysis
Economics Letters (2021) 206:109996
With Shaen Corbet and Richard McGee
27. ICO fraud and regulation
With Richard McGee
2020
26. Beyond common equity: The influence of secondary capital on bank insolvency risk
Journal of Financial Stability (2020) 47:100732
With John Cotter and Philip Molyneux
24. Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?
Economics Letters (2020) 191:108727
With Richard McGee
23. Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
Research in International Business and Finance (2020) 54:101248
With Shaen Corbet and Richard McGee
22. Safe haven or risky hazard? Bitcoin during the Covid-19 bear market
Finance Research Letters (2020), 35:101607
With Richard McGee
2019
21. Credit default swaps as indicators of bank financial distress
Journal of International Money and Finance (2019) 94:132-139.
With Davide Avino and John Cotter
20. Subordinate resolution — An empirical analysis of European Union subsidiary banks
Journal of Common Market Studies (2019) 57(2):857-876
With John Cotter
19. Scaling the twin peaks: Systemic risk and dual regulation
Economics Letters (2019) 178:98-101
With Xing Huan
18. Does corporate hedging enhance shareholder value? A meta-analysis
International Review of Financial Analysis (2019) 61:222-232
With Wolfgang Bessler and Xing Huan
17. Measuring excess-predictability of asset returns and market efficiency over time
Economics Letters (2019) 175:92-96
With Richard Levich and Valerio Potì
2018
16. Long-run wavelet-based correlation for financial time series
European Journal of Operational Research (2018) 271(2):676-696
With John Cotter and Ramazan Gençay
15. Is gold a hedge against inflation? A wavelet time-scale perspective
Review of Quantitative Finance and Accounting (2018) 51:317-345
With Brian Lucey and Gazi Salah Uddin
14. Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets
Journal of Commodity Markets (2018) 9:1-20
With Don Bredin and Simon Spencer
2017
13. Asset allocation with correlation: A composite trade-off
European Journal of Operational Research (2017) 262(3):1164-1180
With Rachael Carroll, John Cotter and Enrique Salvador
12. The price of shelter – Downside risk reduction with precious metals
International Review of Financial Analysis (2017) 49:48-58
With Don Bredin and Valerio Potì
2016
11. Commodity futures hedging, risk aversion and the hedging horizon
European Journal of Finance (2016) 22(15):1534-1560
With John Cotter and Ramazan Gençay
10. Euro area bank resolution and bail-in: Intervention, triggers and writedowns
European Banking Union: Prospects and Challenges (2015), Routledge 78-99
With John Cotter
2015
9. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
International Review of Financial Analysis (2015) 41:320-328
With Don Bredin and Valerio Potì
2014
2013
2012
6. An empirical analysis of dynamic multiscale hedging using wavelet decomposition
Journal of Futures Markets (2011) 32(3):272-299
With John Cotter
2009
5. Seizure characterisation using frequency-dependent multivariate dynamics
Computers in Biology and Medicine (2009) 39(9):760-767
With Martin Crane and Heather Ruskin
4. Multiscaled cross-correlation dynamics in financial time series
Advances in Complex Systems (2009) 12(4-5):439-454
With Martin Crane and Heather Ruskin
3. Cross-correlation dynamics in financial time series
Physica A (2009) 388(5):705-714
With Martin Crane and Heather Ruskin
2008
2. Wavelet multiscale analysis for hedge funds: Scaling and strategies
Physica A (2008) 387(21):5197-5204
With Martin Crane and Heather Ruskin
2007
1. Wavelet multiscale analysis for hedge funds: Scaling and strategies
Physica A (2007) 382(2):565-576
With Martin Crane and Heather Ruskin
Tom Conlon 