Samuel Vigne

Trinity College (Dublin) - Trinity Business School

Aras an Phiarsaigh

College Green

Dublin, Leinster D2

Ireland

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 16,559

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Top 16,559

in Total Papers Downloads

3,708

SSRN CITATIONS
Rank 19,987

SSRN RANKINGS

Top 19,987

in Total Papers Citations

44

CROSSREF CITATIONS

8

Scholarly Papers (16)

1.

The Cryptocurrency Uncertainty Index

Number of pages: 24 Posted: 18 Mar 2021
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Southampton - Southampton Business School and Trinity College (Dublin) - Trinity Business School
Downloads 699 (45,419)

Abstract:

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Cryprocurrencies, policy and price uncertainty,uncertainty index, Cryptocurrency Uncertainty Index,

2.

The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 49 Posted: 30 Jan 2018 Last Revised: 19 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
University of Leeds - Faculty of Business, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 439 (81,476)
Citation 2

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

3.

The Financial Economics of White Precious Metals - A Survey

Number of pages: 69 Posted: 12 Apr 2017
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, University College Cork and University of Southampton - Southampton Business School
Downloads 381 (96,148)
Citation 2

Abstract:

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Silver, Platinum, Palladium, Review, Survey

4.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 377 (97,262)
Citation 29

Abstract:

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Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

5.

What Is the Optimal Weight for Gold in a Portfolio?

Number of pages: 16 Posted: 18 Dec 2018
Brian M. Lucey, Maurice Peat and Samuel Vigne
Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 313 (119,574)
Citation 1

Abstract:

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Gold, portfolio formation, asset allocation

6.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 302 (124,261)
Citation 3

Abstract:

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criminality, cryptocurrency, information share, volatility, price discovery

7.

Gold and Inflation(s) – A Time-Varying Relationship

Number of pages: 23 Posted: 19 Nov 2015
Samuel Vigne and Brian M. Lucey
Trinity College (Dublin) - Trinity Business School and Trinity Business School, Trinity College Dublin
Downloads 289 (130,159)
Citation 4

Abstract:

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Gold, Inflation, Money Supply, Cointegration, Time-Varying Cointegration

8.

Low Liquidity Beta Anomaly in China

Number of pages: 40 Posted: 11 Dec 2014 Last Revised: 14 Jun 2021
Michael Frömmel, Xing Han, Youwei Li and Samuel Vigne
Ghent University - Department of Financial Economics, University of Auckland Business School, Hull University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 243 (155,082)
Citation 1

Abstract:

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Liquidity, Liquidity Beta, Investor Sentiment, Asset Pricing, China

9.

An Index of Cryptocurrency Environmental Attention (ICEA)

Number of pages: 41 Posted: 16 Jun 2021
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 164 (223,099)

Abstract:

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Cryprocurrencies, environmental impact, energy consumption, climate change

10.

Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing

European Journal of Operational Research, Volume 293, Issue 2, pp. 786-801, 1 September 2021, DOI 10.1016/j.ejor.2020.12.051
Number of pages: 111 Posted: 27 Nov 2019 Last Revised: 18 Apr 2021
Monash University - Department of Econometrics & Business Statistics, Hull University Business School, Monash University - Department of Econometrics & Business Statistics and Trinity College (Dublin) - Trinity Business School
Downloads 98 (326,312)
Citation 1

Abstract:

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Decision analysis; Value-at-Risk; Backtesting; Bayesian framework; Longevity risk

11.

Was a Deterioration in ‘Connectedness’ a Leading Indicator of the European Sovereign Debt Crisis?

Number of pages: 35 Posted: 11 May 2016 Last Revised: 04 Jan 2021
Ulster University at Jordanstown, Hull University Business School, Monash University - Department of Econometrics & Business Statistics, Trinity College (Dublin) - Trinity Business School and Queen's University Belfast, Students
Downloads 95 (332,825)
Citation 3

Abstract:

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Financial Crisis, Networks, Sovereign Bonds, Connectedness

12.

Cryptocurrency Architecture and Interaction With Market Shocks

Number of pages: 46 Posted: 08 May 2019
Dublin City University, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin, Dublin City University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 94 (335,078)
Citation 1

Abstract:

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Digital Currencies; Cryptocurrency; Blockchain; Directed Acyclic Graphs; GARCH

13.

Financial Econometrics - R Tutorial Guidance

Number of pages: 521 Posted: 10 Jun 2021
Yizhi Wang and Samuel Vigne
Trinity College (Dublin) - Trinity Business School and Trinity College (Dublin) - Trinity Business School
Downloads 83 (361,947)

Abstract:

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R Tutorial; Financial Econometrics

14.

An Analysis of the Intellectual Structure of Research on the Financial Economics of Precious Metals

Number of pages: 32 Posted: 19 Dec 2018
China University of Geosciences, Beijing, China University of Geosciences (CUG), Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Dublin City University
Downloads 59 (435,161)
Citation 2

Abstract:

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Gold, Silver, Platinum, Palladium, Bibliometrics

15.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Faculty of Business, Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 55 (449,685)
Citation 2

Abstract:

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Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

16.

Online Appendix: The Determinants of IPO Withdrawal - Evidence from Europe

Number of pages: 21 Posted: 25 Feb 2019
Pia Helbing, Brian M. Lucey and Samuel Vigne
University of Leeds - Faculty of Business, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 17 (649,335)
Citation 1

Abstract:

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Initial Public Offering; Europe; Withdrawal; Probit

Other Papers (1)

Total Downloads: 76
1.

Distance Matters for Portfolio Investment - But What Kind of Distance?

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
University of Akron, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 76 (342,851)

Abstract:

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distance, foreign portfolio investment, extreme bounds, Gravity Model