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Simultaneous volatility effect...
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Australia
Volatility
27
Volatilität
25
Australien
16
Derivat
15
Derivative
15
Spillover effect
13
Spillover-Effekt
13
Hong Kong
12
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Index-Futures
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Structural break
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Estimation
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Bond market
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Börsenkurs
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Handelsvolumen der Börse
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Malaysia
5
Rentenmarkt
5
Share price
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Trading volume
5
ARCH model
4
ARCH-Modell
4
Ankündigungseffekt
4
Announcement effect
4
Optionsanleihe
4
Regulatory change
4
Warrant bond
4
Yield curve
4
Zinsstruktur
4
Börsengang
3
Common long-run components
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English
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Gannon, Gerard L.
15
Vinning, Russell
3
Clarke, Michael
2
Chang, Chi-ying
1
Chng, Michael
1
Doan, Dong Hai Trieu
1
Eekelen, Antonie van
1
Elder, Adam
1
Fishman, Julian
1
Gannon, Gerard
1
Heggen, Campbell
1
Lin, Frank
1
Pullen, Daniel
1
Tan, Oon Geok
1
Yap, Chee Jin
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School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
International review of financial analysis
3
Review of Pacific Basin financial markets and policies
2
Australasian accounting business and finance journal : AABF
1
Pacific-Basin finance journal
1
Research paper series
1
Selected papers from the Seventh Annual PACAP Finance Conference held in Manila, Philippines
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ECONIS (ZBW)
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1
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
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2
First and second order inefficiency in Australasian currency markets
Gannon, Gerard L.
- In:
Pacific-Basin finance journal
4
(
1996
)
2
,
pp. 315-327
Persistent link: https://www.econbiz.de/10001334562
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3
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:
4
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:
5
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
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6
"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
Saved in:
7
Ownership structure and corporate performance : Australian evidence
Fishman, Julian
(
contributor
);
Gannon, Gerard L.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003793862
Saved in:
8
Information leakage and informed trading around unscheduled earnings announcements
Heggen, Campbell
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003793873
Saved in:
9
Private placement and share price reaction : evidence from the Australian biotechnology and health care sector
Lin, Frank
(
contributor
);
Gannon, Gerard L.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003794140
Saved in:
10
The index effect : an investigation of the price, volume and trading effects surrounding changes to the S&P Australian indices
Pullen, Daniel
(
contributor
);
Gannon, Gerard L.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003794156
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