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