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Evaluation of volatility forecasts in an economic value framework

Elder, Adam; Gannon, Gerard - In: International review of financial analysis 7 (1998) 3, pp. 221-236

Persistent link: https://www.econbiz.de/10001356596

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

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

Simultaneous volatility effects in index futures

Gannon, Gerard L. - In: Review of futures markets 13 (1994) 4, pp. 1027-1065

Persistent link: https://www.econbiz.de/10001169324

Structural simultaneous volatility systems : volatility transmission and spillover effects

Gannon, Gerard L. - 1997

Persistent link: https://www.econbiz.de/10000964264

"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

Simultaneous Volatility Transmission and Spillover Effects

Gannon, Gerard L. - 2010

Simultaneous volatility models are developed and shown to be separate from multivariate GARCH estimators. An example is provided that allows for simultaneous and unidirectional volatility and volume of trade effects. These effects are tested using intraday data from the Australian cash index and...

Persistent link: https://www.econbiz.de/10013141572

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

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

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