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Lunar Seasonality in Precious Metal Returns?

8 Pages Posted: 19 Sep 2008

See all articles by Brian M. Lucey

Brian M. Lucey

Trinity Business School, Trinity College Dublin; Jiangxi University of Finance and Economics; Abu Dhabi University - College of Business Administration; Ho Chi Minh City University of Economics and Finance

Date Written: September 18, 2008

Abstract

We demonstrate for the first time the existence of a lunar cycle on precious metal returns. This appears to be more pronounced in silver than gold, with very little evidence for an effect in platinum.

Keywords: lunar cycle, behavioral, gold, silver, asset pricing

JEL Classification: G12

Suggested Citation

Lucey, Brian M., Lunar Seasonality in Precious Metal Returns? (September 18, 2008). Available at SSRN: https://ssrn.com/abstract=1270085 or http://dx.doi.org/10.2139/ssrn.1270085

Brian M. Lucey (Contact Author)

Trinity Business School, Trinity College Dublin ( email )

The Sutherland Centre, Level 6, Arts Building
Dublin 2
Ireland
+353 1 608 1552 (Phone)
+353 1 679 9503 (Fax)

Jiangxi University of Finance and Economics ( email )

South Lushan Road
Nanchang, Jiangxi 330013
China

Abu Dhabi University - College of Business Administration ( email )

PO Box 59911
Abu Dhabi, Abu Dhabi 59911
United Arab Emirates

Ho Chi Minh City University of Economics and Finance ( email )

59C Nguyen Dình Chieu
6th Ward, District 3
Ho Chi Minh City, Ho Chi Minh 70000
Vietnam

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