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The economics of data: Using simple model-free volatility in a high-frequency world

Garvey, John; Gallagher, Liam A. - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 370-379

This paper examines the practical implications of using high-frequency data in a fast and frugal manner. It recognises the continued widespread application of model free approaches within many trading and risk management functions. Our analysis of the relative characteristics of four model-free...

Persistent link: https://www.econbiz.de/10010730255

Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis

Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356

Persistent link: https://www.econbiz.de/10001538421

Estimating the mean-reverting component in stock prices : a cross-country comparison

Gallagher, Liam - In: Scottish journal of political economy : the journal of … 44 (1997) 5, pp. 566-582

Persistent link: https://www.econbiz.de/10001239983

The Irish Unit Fund industry : structure and performance

Kenneally, Martin F. - In: The economic and social review 23 (1992) 4, pp. 397-422

Persistent link: https://www.econbiz.de/10001132283

Dynamic almost ideal demand systems : an empirical analysis of alcohol expenditure in Ireland

Eakins, John M.; Gallagher, Liam - In: Applied economics 35 (2003) 9, pp. 1025-1036

Persistent link: https://www.econbiz.de/10001761526

Risky arbitrage, limits of arbitrage, and nonlinear adjustment in the dividend-price ratio

Gallagher, Liam; Taylor, Mark P. - In: Economic inquiry : journal of the Western Economic … 39 (2001) 4, pp. 524-536

Persistent link: https://www.econbiz.de/10001626748

Speculation and financial markets

Gallagher, Liam (contributor); Taylor, Mark P. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001629358

Real and nominal shocks to exchange rates : does the regime matter?

Gallagher, Liam; Kavanagh, Ella - In: The Manchester School 70 (2002) 5, pp. 710-730

Persistent link: https://www.econbiz.de/10001699710

Permanent and temporary components of stock prices : evidence from assessing macroeconomic shocks

Gallagher, Liam; Taylor, Mark P. - In: Southern economic journal 69 (2002) 2, pp. 345-362

Persistent link: https://www.econbiz.de/10001710485

The stock return-inflation puzzle revisited

Gallagher, Liam; Taylor, Mark P. - In: Economics letters 75 (2002) 2, pp. 147-156

Persistent link: https://www.econbiz.de/10001650958