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Information about:
Gerard Leonard Gannon

Personal Details | Affiliation | Works
This is information that was supplied by Gerard Gannon in registering through RePEc. If you are Gerard Leonard Gannon , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Gerard
Middle Name: Leonard
Last Name: Gannon
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RePEc Short-ID: pga295

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Works

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Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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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.


Articles

  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)


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


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