Similar Search Results

The effect of data breach announcements beyond the stock price : empirical evidence on market activity

Rosati, Pierangelo; Cummins, Mark; Deeney, Peter; … - In: International review of financial analysis 49 (2017), pp. 146-154

Persistent link: https://www.econbiz.de/10011741281

Analyst recommendations and volatility in a rising, falling, and crisis equity market

Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194

Persistent link: https://www.econbiz.de/10011553187

Oil market modelling : a comparative analysis of fundamental and latent factor approaches

Cummins, Mark; Dowling, Michael; Kearney, Fearghal - In: International review of financial analysis 46 (2016), pp. 211-218

Persistent link: https://www.econbiz.de/10011581809

Price discovery analysis of green equity indices using robust asymmetric vector autoregression

Cummins, Mark; Garry, Oonagh; Kearney, Claire - In: International review of financial analysis 35 (2014), pp. 261-267

Persistent link: https://www.econbiz.de/10010530227

Forecasting Implied Volatility in Foreign Exchange Markets : A Functional Times Series Approach

Kearney, Fearghal - 2016

We utilise functional time series (FTS) techniques to characterise and forecast implied volatility in foreign exchange markets. In particular, we examine the daily implied volatility curves of FX options, namely; EUR-USD, EUR-GBP, and EUR-JPY. Based on existing techniques in the literature, the...

Persistent link: https://www.econbiz.de/10013004985

Forecasting implied volatility in foreign exchange markets : a functional time series approach

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18

Persistent link: https://www.econbiz.de/10012244257

Weather, biorhytms, beliefs and stock returns - some preliminary Irish evidence

Dowling, Michael; Lucey, Brian M. - In: International review of financial analysis 14 (2005) 3, pp. 337-355

Persistent link: https://www.econbiz.de/10002960541

Price transmission in European fish markets

Gao, Suikai; Bagnarosa, Guillaume; Dowling, Michael; … - In: Applied economics 54 (2022) 19, pp. 2194-2213

Persistent link: https://www.econbiz.de/10012875855

Information demand density matters : evidence from the post-earnings announcement drift

Chu, Gang; Dowling, Michael; Shen, Dehua; Zhang, Yongjie - In: International review of financial analysis 86 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248312