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Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

Gannon, Gerard L.; Choi, Daniel F. S. - In: International Review of Financial Analysis 7 (1998) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10005229034

'Information effect' of economic news: SPI futures

Tan, Oon Geok; Gannon, Gerard L. - In: International Review of Financial Analysis 11 (2002) 4, pp. 467-489

Persistent link: https://www.econbiz.de/10005229085

Conflicts of interest and China's A-share underpricing

Gannon, Gerard; Zhou, Yuwei - In: International Review of Financial Analysis 17 (2008) 3, pp. 491-506

The extremely high A-share underpricing in China's primary market provides us with a very interesting area of empirical research. Previous studies on China's IPO underpricing have been suggestive, but inconclusive. A significant decline in A-share underpricing is found in 2003 relative to...

Persistent link: https://www.econbiz.de/10005221771

Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets

Gannon, Gerard - In: International Review of Financial Analysis 14 (2005) 3, pp. 326-336

Persistent link: https://www.econbiz.de/10005221859

Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets

Chng, Michael; Gannon, Gerard - In: International Review of Financial Analysis 12 (2003) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10005221886

Evaluation of volatility forecasts in an economic value framework

Elder, Adam; Gannon, Gerard - In: International Review of Financial Analysis 7 (1998) 3, pp. 221-236

Persistent link: https://www.econbiz.de/10005229159