Safe haven or risky hazard? Bitcoin during the COVID-19 bear market T Conlon, R McGee Finance Research Letters 35, 101607, 2020 | 830 | 2020 |
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic T Conlon, S Corbet, RJ McGee Research in International Business and Finance 54, 101248, 2020 | 521 | 2020 |
Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis JW Goodell, RJ McGee, F McGroarty Journal of Banking & Finance 110, 1-15, 2020 | 106 | 2020 |
Inflation and cryptocurrencies revisited: A time-scale analysis T Conlon, S Corbet, RJ McGee Economics Letters 206, 109996, 2021 | 79 | 2021 |
Future directions in international financial integration research-A crowdsourced perspective BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ... International Review of Financial Analysis 55, 35-49, 2018 | 55 | 2018 |
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? T Conlon, RJ McGee Economics Letters 191, 108727, 2020 | 41 | 2020 |
The risk premium that never was: A fair value explanation of the volatility spread RJ McGee, F McGroarty European Journal of Operational Research 262 (1), 370-380, 2017 | 10 | 2017 |
The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges T Conlon, S Corbet, RJ McGee International Review of Financial Analysis 91, 103013, 2024 | 9* | 2024 |
Optimal Characteristic Portfolios RJ McGee, J Olmo Quantitative Finance 22 (10), 1853-1870, 2022 | 8 | 2022 |
ICO fraud and regulation T Conlon, R McGee Understanding cryptocurrency fraud: The challenges and headwinds to regulate …, 2021 | 7 | 2021 |
Enduring Relief or Fleeting Respite? Bitcoin as a Hedge and Safe Haven for the US Dollar T Conlon, S Corbet, R McGee Annals of Operations Research, 2024 | 6 | 2024 |
The size premium as a lottery RJ McGee, J Olmo The European Journal of Finance 27 (1-2), 158-177, 2021 | 5 | 2021 |
The syntax of stock selection: Grammatical evolution of a stock picking model R McGee, M O'Neill, A Brabazon IEEE Congress on Evolutionary Computation, 1-8, 2010 | 5 | 2010 |
Everyone’s a winner: The market impact of technologically advantaged agents RJ McGee, JEV Johnson Economics Letters 156, 95-98, 2017 | 2 | 2017 |
Can Market Regimes Really be Timed with Historical Volatility? R McGee Available at SSRN 3832340, 2021 | 1 | 2021 |
Option-Implied Physical Distributions R McGee, T Post, V Potì Available at SSRN 4801530, 2024 | | 2024 |
Impact of US presidential election uncertainty on the ex ante variance risk premium JW Goodell, R Mcgee, F McGroarty | | 2017 |
Profitability from adapting technical trading rules: Evidence from the moving average rule B Gebka, R Hudson, R Mcgee, A Urquhart | | 2016 |
Identifying bull and bear returns in the S&P 500 with the VIX R Mcgee, P O'Sullivan | | 2016 |
Racing for alpha: the competition for risk-adjusted returns R Mcgee | | 2016 |