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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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Testing the mixture of distributions hypothesis on target stocks
Carroll, Rachael; Kearney, Colm - In: Journal of international financial markets, … 39 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011475222
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Media-expressed negative tone and firm-level stock returns
Ahmad, Khurshid; Han, JingGuang; Hutson, Elaine; … - In: The journal of corporate finance : contracting, … 37 (2016), pp. 152-172
Persistent link: https://www.econbiz.de/10011478575
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Directors' and officers' liability insurance and stock price crash risk
Yuan, Rongli; Sun, Jian; Cao, Feng; Kearney, Colm; Liu, Sha - In: The journal of corporate finance : contracting, … 37 (2016), pp. 173-192
Persistent link: https://www.econbiz.de/10011478593
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Volatility and seasonality in the Irish stock market
Kearney, Colm - In: The Irish banking review : a quarterly review (1996), pp. 31-43
Persistent link: https://www.econbiz.de/10001205400
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Monetary volatility and real output volatility : an empirical model of the financial transmission mechanism in Australia
Kearney, Colm - In: International review of financial analysis 6 (1997) 2, pp. 77-95
Persistent link: https://www.econbiz.de/10001246655
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The determination of stock market volatility and its international transmission
Kearney, Colm - 1995
Persistent link: https://www.econbiz.de/10000947733
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Volatility in the Nikkei stock market index : causes and international transmission
Kearney, Colm - 1996
Persistent link: https://www.econbiz.de/10000947734
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The causes of stock market volatility in Australia
Kearney, Colm - In: Applied financial economics 8 (1998) 6, pp. 597-605
Persistent link: https://www.econbiz.de/10001253338