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Takeover deterrent effect of on-market share buyback in Australia

Doan, Dong Hai Trieu; Yap, Chee Jin; Gannon, Gerard L. - In: Australasian accounting business and finance journal : AABF 5 (2011) 4, pp. 65-84

Persistent link: https://www.econbiz.de/10010243806

The impact of warrant introduction : the Australian experience

Clarke, Michael; Gannon, Gerard L.; Vinning, Russell - In: Review of Pacific Basin financial markets and policies 14 (2011) 2, pp. 213-269

Persistent link: https://www.econbiz.de/10009234636

The credit spread dynamics of Latin American euro issues in international bond markets

Thuraisamy, Kannan S.; Gannon, Gerard L.; Batten, … - In: Journal of multinational financial management 18 (2008) 4, pp. 328-345

Persistent link: https://www.econbiz.de/10003751604

"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/10001745133

Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10001252958

Modelling volatility in the Malaysian stock market

Tang, Kar Mei; Gannon, Gerard L. - 1997

Persistent link: https://www.econbiz.de/10000964262

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

Chng, Michael; Gannon, Gerard L. - In: International review of financial analysis 12 (2003) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10001769954

Sovereign risk and the impact of crisis : evidence from Latin America

Batten, Jonathan A.; Gannon, Gerard L.; Thuraisamy, … - In: Journal of banking & finance 77 (2017), pp. 328-350

Persistent link: https://www.econbiz.de/10011814792

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gannon, Gerard; Au-Yeung, Siu Pang - In: Research in International Business and Finance 18 (2004) 3, pp. 305-317

Persistent link: https://www.econbiz.de/10005299009

Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note

Gannon, Gerard; Au-Yeung, Siu Pang - Deakin University, Faculty of Business and Law, School … - 2007

In an earlier paper we adopted a Bi-variate BEKK-GARCH framework and employed a systematic approach to examine structural breaks in the Hang Seng Index and Index Futures market volatility. Switching dummy variables were included and tested in the variance equations to check for any structural...

Persistent link: https://www.econbiz.de/10005017911