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Simultaneous volatility transm...
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Volatility
25
Volatilität
24
Australia
17
Australien
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Derivat
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Derivative
15
Spillover effect
12
Spillover-Effekt
12
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Handelsvolumen der Börse
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Share price
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Trading volume
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ARCH model
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Announcement effect
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Malaysia
4
Optionsanleihe
4
Regulatory change
4
Warrant bond
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Yield curve
4
Zinsstruktur
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3
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3
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Free
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Gannon, Gerard L.
41
Gannon, Gerard
33
Au-Yeung, Siu Pang
10
Thuraisamy, Kannan
7
Zhou, Yuwei
7
Vinning, Russell
6
Yap, Chee Jin
5
Chng, Michael
4
Batten, Jonathan A.
3
Clarke, Michael
3
Elder, Adam
3
Chng, Michael T.
2
Fishman, Julian
2
Heggen, Campbell
2
Lin, Frank
2
Pullen, Daniel
2
Singh, Harminder
2
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1
Bhattacharya, Prasad S.
1
Chang, Chi-Ying
1
Chang, Chi-ying
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Clark, Michael
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Doan, Dong Hai Trieu
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Eekelen, Antonie van
1
Eekelen, Tony Van
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Tan, Oon Geok
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
15
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4
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20
Accounting, Finance, Financial Planning and Insurance Series
14
International review of financial analysis
11
Review of Pacific Basin financial markets and policies
4
International Review of Financial Analysis
3
Journal of international financial markets, institutions & money
2
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2
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ECONIS (ZBW)
44
RePEc
22
OLC EcoSci
6
BASE
2
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61
The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003794234
Saved in:
62
Market makers V's the general public : a first look at S&P500 futures trade data
Gannon, Gerard L.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003794270
Saved in:
63
Modelling the sovereign linkage of key Latin American economies
Thuraisamy, Kannan
;
Gannon, Gerard L.
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 222-239
Persistent link: https://www.econbiz.de/10009707503
Saved in:
64
Announcement effect on the credit spreads of US Dollar Malaysian bonds
Yap, Chee Jin
;
Gannon, Gerard L.
- In:
Review of Pacific Basin financial markets and policies
14
(
2011
)
3
,
pp. 449-484
Persistent link: https://www.econbiz.de/10009312107
Saved in:
65
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
Saved in:
66
Simultaneous volatility transmission and spillover effects
Gannon, Gerard L.
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
1
,
pp. 127-156
Persistent link: https://www.econbiz.de/10008857171
Saved in:
67
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
Saved in:
68
Dispersion of information or market behaviour : general public trading in S&P500 index futures
Gannon, Gerard L.
-
2009
Persistent link: https://www.econbiz.de/10003958877
Saved in:
69
Trading performance of dynamic hedging models : time varying covariance and volatility transmission Effects
Chng, Michael T.
;
Gannon, Gerard L.
-
2009
Persistent link: https://www.econbiz.de/10003958883
Saved in:
70
Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003679942
Saved in:
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