Peer Reviewed Journals

1. McGee, R. J., & McGroarty, F. (2017). The risk premium that never was: A fair value explanation of the volatility spread. European Journal of Operational Research, 262(1), 370-380.

2. McGee, R. J., & Johnson, J. E. (2017). Everyone’s a winner: The market impact of technologically advantaged agents. Economics Letters, 156, 95-98.

3. Lucey, B. M., Vigne, S. A., Ballester, L., Barbopoulos, L., Brzeszczynski, J., Carchano, O., … & Goodell, J. W. (2018). Future directions in international financial integration research-A crowdsourced perspective. International Review of Financial Analysis, 55, 35-49.

4. Mcgee, R. J. & Olmo, J. (2019). The size premium as a lottery. European Journal of Finance, (Forthcoming).

5. Conlon, T. & McGee, R. J. (2019). Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? Economics Letters, (Forthcoming).

6. Goodell, J. W., McGee, R. J. and McGroarty, F. (2019). Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis. Journal of Banking & Finance, (Forthcoming).

7. Conlon, T., & McGee, R. (2020). Safe haven or risky hazard? Bitcoin during the COVID-19 bear market. Finance Research Letters, 35, 101607.

 

Conference Papers

• Mcgee, R., & Olmo, J. (2018), A re-examination of the size effect: The influence of winning stocks in size portfolios, Financial Data Science and Econometrics Workshop, Loughborough, UK.
• Mcgee, R., & Olmo, J. (2018), A re-examination of the size effect: The influence of winning stocks in size portfolios, Econometrics for Finance, Rabat, Morocco.
• Mcgee, R. (2018). International Asset Class Allocation with Implied and Realised Volatility Return Premia. INFINITI, Poland.
• Mcgee, R. (2017). Industry Momentum, Winning Stocks and the Size Effect. INFINITI, Spain.
• Goodell, J. W., Mcgee, R., & McGroarty, F. (2017). Impact of US presidential election uncertainty on the ex ante variance risk premium. INFINITI, Spain.
• Mcgee, R., & O’Sullivan, P. (2016). Identifying bull and bear returns in the S&P 500 with the VIX. Financial Management Association European Conference, Finland.
• Mcgee, R., & O’Sullivan, P. (2016). Identifying bull and bear returns in the S&P 500 with the VIX. Midwest Finance Association  Annual Meeting, United States.
• Gebka, B., Hudson, R., Mcgee, R., & Urquhart, A. (2016). Profitability from adapting technical trading rules: Evidence from the moving average rule. INFINITI, Ireland.
• Mcgee, R. (2016). Racing for alpha: the competition for risk-adjusted returns. Forecasting Financial Markets (FFM 2016), Germany.
• Mcgee, R., & Mcgroarty, F. (2015). On the financial value of the volatility premium. Forecasting Financial Markets (FFM 2015), France.
• Mcgee, R., & Mcgroarty, F. (2015). The financial value of implied-volatility adjustments , INFINITI, Slovenia.
• McGee, R. and Edelman, D. (2013). Information-Efficient Option Trading: A Density Forecasting Approach, Forecasting Financial Markets, Germany.
• McGee, R. and Edelman, D. (2011). PDF Arbitage, Global Finance Academy Workshop, Ireland.
• McGee, R. and Edelman, D. (2011). PDF Arbitage, 3rd International Conference on Numerical Methods for Finance, Ireland.
• Mcgee, R., O’Neill, M., & Brabazon, A. (2010). The Syntax of Stock Selection: Grammatical Evolution of a Stock Picking Model, IEEE Congress on Evolutionary Computation (CEC), Spain.
• Mcgee, R. & Furlong, P. (2006). VHDL to SystemVerilog: Constrained Random Verification of a USB 2.0 Host Controller Sub-System. SNUG 2006, the Netherlands.

Photo taken at Poetto beach, Cagliari, Sardegna (in December!).