Information about:
Gerard Leonard Gannon

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Affiliation

• School of Accounting, Economics and Finance
  Deakin University

  Location: Melbourne, Australia
  Homepage: http://www.deakin.edu.au/buslaw/aef/
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  Postal: Faculty of Business and Law, 221 Burwood Highway, Burwood 3125.
  Handle: RePEc:edi:sedeaau (registered authors at this institution)

Working papers

1. Gannon, G. & Weatherill, L., 1995. "Volatility Persistence and Contemporaneous Effetcs," Papers 95-1, Melbourne - Centre in Finance.

2. Gannon, G., 1995. "Volatility Spillovers and Transmission Effects: Currency Futures and Equity Index Futures," Papers 95-4, Melbourne - Centre in Finance.

3. Gannon, G., 1995. "First and Seccond Order Inefficiency in Australian Currency Markets," Papers 95-8, Melbourne - Centre in Finance.

4. Gannon, G.L., 1994. "Simultaneous Volatility Effects in Index Futures," Papers 94-1, Melbourne - Centre in Finance.

1. Gannon, Gerard, 2005. "Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 326-336. [Downloadable!] (restricted)

2. Gannon, Gerard & Au-Yeung, Siu Pang, 2004. "Structural effects and spillovers in HSIF, HSI and S&P500 volatility," Research in International Business and Finance, Elsevier, vol. 18(3), pages 305-317, September. [Downloadable!] (restricted)

3. Chng, Michael & Gannon, Gerard, 2003. "Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 49-68. [Downloadable!] (restricted)

4. Tan, Oon Geok & Gannon, Gerard L., 2002. "'Information effect' of economic news: SPI futures," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 467-489. [Downloadable!] (restricted)

5. Yeh, Sally C & Gannon, Gerard L, 2000. " Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note," Review of Quantitative Finance and Accounting, Springer, vol. 14(2), pages 155-60, March. [Downloadable!] (restricted)

6. Gannon, Gerard L. & Choi, Daniel F. S., 1998. "Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures," International Review of Financial Analysis, Elsevier, vol. 7(1), pages 19-36. [Downloadable!] (restricted)

7. Elder, Adam & Gannon, Gerard, 1998. "Evaluation of volatility forecasts in an economic value framework," International Review of Financial Analysis, Elsevier, vol. 7(3), pages 221-236. [Downloadable!] (restricted)

8. Gannon, Gerard L., 1996. "First and second order inefficiency in Australasian currency markets," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 315-327, July. [Downloadable!] (restricted)

This page was last updated on 2008-7-24.