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Applied Economics Letters Volume 17, 2010 - Issue 9
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Original Articles

Lunar seasonality in precious metal returns?

Brian M. Lucey International Integration Studies, Sutherland Center and School of Business, Trinity College Dublin, Dublin 2, IrelandCorrespondence[email protected]
Pages 835-838 | Published online: 30 Mar 2009

Citations (18)

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Read on this site (4)

Yiuman Tse. (2018) Return seasonality in the foreign exchange market. Applied Economics Letters 25:1, pages 5-8.
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Benjamin R. Auer. (2015) Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis. Applied Economics 47:27, pages 2844-2859.
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Nicholas Apergis, Christina Christou & James E. Payne. (2014) Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach. Applied Financial Economics 24:10, pages 691-703.
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M-T Lee, M-L Lee, B-H Chiu & C-L Lee. (2014) Do lunar phases affect US REIT returns?. Investment Analysts Journal 43:79, pages 67-78.
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Articles from other publishers (14)

Tobias GlasTobias Glas. 2022. Asset Pricing and Investment Styles in Digital Assets. Asset Pricing and Investment Styles in Digital Assets 25 39 .
Kourosh Shafi & Ali Mohammadi. (2020) Too gloomy to invest: Weather-induced mood and crowdfunding. Journal of Corporate Finance 65, pages 101761.
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Thi Hong Van Hoang, Zhenzhen Zhu, Bing Xiao & Wing‐Keung Wong. (2018) The seasonality of gold prices in China does the risk‐aversion level matter?. Accounting & Finance 60:3, pages 2617-2664.
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Mahmoud Qadan, David Y. Aharon & Ron Eichel. (2019) Seasonal patterns and calendar anomalies in the commodity market for natural resources. Resources Policy 63, pages 101435.
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Xinya Wang, Huifang Liu & Shupei Huang. (2019) Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. Resources Policy 61, pages 522-531.
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Harald Schmidbauer & Angi Rösch. (2018) The impact of festivities on gold price expectation and volatility. International Review of Financial Analysis 58, pages 117-131.
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Samuel A. Vigne, Brian M. Lucey, Fergal A. O’Connor & Larisa Yarovaya. (2017) The financial economics of white precious metals — A survey. International Review of Financial Analysis 52, pages 292-308.
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Fergal A. O'Connor, Brian M. Lucey, Jonathan A. Batten & Dirk G. Baur. (2015) The financial economics of gold — A survey. International Review of Financial Analysis 41, pages 186-205.
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Raj Aggarwal, Brian M. Lucey & Fergal A. O’Connor. (2014) Rationality in precious metals forward markets: Evidence of behavioural deviations in the gold markets. Journal of Multinational Financial Management 25-26, pages 110-130.
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Benjamin R. Auer & Horst Rottmann. (2014) Is there a Friday the 13th effect in emerging Asian stock markets?. Journal of Behavioral and Experimental Finance 1, pages 17-26.
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Erhard Reschenhofer & Michaela Lingler. (2013) Detecting synchronous cycles in financial time series of unequal length. Journal of Empirical Finance 24, pages 1-9.
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Christos FlorosYong Tan. (2013) Moon Phases, Mood and Stock Market Returns. Journal of Emerging Market Finance 12:1, pages 107-127.
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Fergal A. O'Connor, Brian M. Lucey, Jonathan A. Batten & Dirk G. Baur. (2015) The Financial Economics of Gold A Survey. SSRN Electronic Journal.
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Brian M. Lucey & Michael M. Dowling. (2011) Mood and Precious Metal Prices. SSRN Electronic Journal.
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