Follow
Richard J. McGee
Title
Cited by
Cited by
Year
Safe haven or risky hazard? Bitcoin during the COVID-19 bear market
T Conlon, R McGee
Finance Research Letters 35, 101607, 2020
8142020
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
5142020
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
1032020
Inflation and cryptocurrencies revisited: A time-scale analysis
T Conlon, S Corbet, RJ McGee
Economics Letters 206, 109996, 2021
742021
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
532018
Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?
T Conlon, RJ McGee
Economics Letters 191, 108727, 2020
402020
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
102017
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
8*2024
Optimal Characteristic Portfolios
RJ McGee, J Olmo
Quantitative Finance 22 (10), 1853-1870, 2022
82022
ICO fraud and regulation
T Conlon, R McGee
Understanding cryptocurrency fraud: The challenges and headwinds to regulate …, 2021
72021
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
62024
The size premium as a lottery
RJ McGee, J Olmo
The European Journal of Finance 27 (1-2), 158-177, 2021
52021
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
52010
Everyone’s a winner: The market impact of technologically advantaged agents
RJ McGee, JEV Johnson
Economics Letters 156, 95-98, 2017
22017
Can Market Regimes Really be Timed with Historical Volatility?
R McGee
Available at SSRN 3832340, 2021
12021
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
On the financial value of the volatility premium
R Mcgee, F Mcgroarty
2015
The system can't perform the operation now. Try again later.
Articles 1–20