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The determination of stock market volatility and its international transmission

Kearney, Colm - 1996

Persistent link: https://www.econbiz.de/10000600867

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

The determination and international transmission of stock market volatility

Kearney, Colm - In: Global finance journal 11 (2000) 1/2, pp. 31-52

Persistent link: https://www.econbiz.de/10001545837

Volatility and risk in integrated financial systems : measurement, transmission and policy implications

Kearney, Colm - In: Risk management in volatile financial markets, (pp. 86-114). 1996

Persistent link: https://www.econbiz.de/10001319229

Merger arbitrage and the interaction betweentarget and bidder stocks during takeover bids

Hutson, Elaine; Kearney, Colm - 2005

We use bivariate ARCH specifications to model the conditional mean and stock price volatilityfor 56 takeover bids from January 1985 and July 1994. Using daily data from one year prior to thetakeover announcement until the conclusion of the bid, we allow for two-way interaction in bothmoments...

Persistent link: https://www.econbiz.de/10009475707

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

GARCH modeling of stock market volatility

Carroll, Rachael; Kearney, Colm - In: Stock market volatility, (pp. 71-90). 2009

Persistent link: https://www.econbiz.de/10003830407

Volume and skewness in international equity markets

Hutson, Elaine; Kearney, Colm; Lynch, Margaret - In: Journal of banking & finance 32 (2008) 7, pp. 1255-1268

Persistent link: https://www.econbiz.de/10003749193

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

Have European stocks become more volatile? : an empirical investigation of idiosyncratic and market risk in the Euro area

Kearney, Colm; Potì, Valerio - In: European financial management : the journal of the … 14 (2008) 3, pp. 419-444

Persistent link: https://www.econbiz.de/10003724983