Author

Gerard Gannon

Observed names: Gannon Gerard, Gannon, Gerard, Gannon, Gerard L., Gerard L Gannon, Gerard L. Gannon

Institution: Swinburne University of Technology

Observed institutions: Deakin University, The University of Melbourne, Monash University, Swinburne University of Technology

OpenAlex ID: A5110144195

Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets

2004 · Gerard Gannon · International Review of Financial Analysis · 34

Conflicts of interest and China's A-share underpricing

2007 · Gerard Gannon, Yuwei Zhou · International Review of Financial Analysis · 27

Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures

1998 · Gerard L. Gannon, Daniel F.S. Choi · International Review of Financial Analysis · 18

First and second order inefficiency in Australasian currency markets

1996 · Gerard L. Gannon · Pacific-Basin Finance Journal · 17

The Impact of Warrant Introduction: The Australian Experience

2011 · Michael Clarke, Gerard Gannon, et al. · Review of Pacific Basin Financial Markets and Policies · 14

‘Information effect’ of economic news

2002 · Oon Geok Tan, Gerard L. Gannon · International Review of Financial Analysis · 13

Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note

2000 · Sally C. Yeh, Gerard L. Gannon · Review of Quantitative Finance and Accounting · 12

Regulatory change and structural effects in HSIF and HSI volatility

2005 · Gerard Gannon, Siu Pang Au-Yeng · 10

Simultaneous Volatility Transmission and Spillover Effects

2010 · Gerard L. Gannon · Review of Pacific Basin Financial Markets and Policies · 9

Takeover deterrent effect of on-market share buyback in Australia

2024 · Doan, Dong Hai Trieu, Yap, Chee Jin, et al. · Swinburne figshare (Swinburne University of Technology) · 8

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Sovereign risk and the impact of crisis: Evidence from Latin America

2016 · Jonathan A. Batten, Gerard L. Gannon, et al. · Journal of Banking & Finance · 8

The credit spread dynamics of Latin American euro issues in international bond markets

2008 · Kannan S. Thuraisamy, Gerard L. Gannon, et al. · Journal of Multinational Financial Management · 8

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

2004 · Gerard Gannon, Siu Pang Au-Yeung · Research in International Business and Finance · 8

Simultaneous Volatility Transmissions and Spillover Effects

2004 · Gerard Gannon · RePEc: Research Papers in Economics · 8

Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets

2003 · Michael Chng, Gerard Gannon · International Review of Financial Analysis · 8

Information Leakage and Informed Trading Around Unscheduled Earnings Announcements

2007 · Campbell Heggen, Gerard L. Gannon, et al. · Corporate Ownership and Control · 6

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Modelling the sovereign linkages of key Latin American economies

2012 · Kannan Thuraisamy, Gerard Gannon · Journal of International Financial Markets Institutions and Money · 5

Announcement Effect on the Credit Spreads of US Dollar Malaysian Bonds

2011 · Yap Chee Jin, Gannon Gerard · Review of Pacific Basin Financial Markets and Policies · 4

Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility

2008 · Gerard Gannon, Siu Pang Au-Yeung · Review of Pacific Basin Financial Markets and Policies · 4

Private placement and share price reaction: evidence from the Australian biotechnology and health care sector

2007 · Frank Lin, Gerard Gannon · RePEc: Research Papers in Economics · 4

The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices

2007 · Daniel J. Pullen, Gerard Gannon · RePEc: Research Papers in Economics · 3

Evaluation of volatility forecasts in an economic value framework

1998 · Adam Elder, Gerard Gannon · International Review of Financial Analysis · 3

Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds

2007 · Chee Jin Yap, Gerard L. Gannon · SSRN Electronic Journal · 2

Time-Varying Hedge Ratios: An Application to the Indian Stock Futures Market

2006 · Prasad Bhattacharaya, Harminder Singh, et al. · RePEc: Research Papers in Economics · 2

The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects

2022 · Michael T. Chng, Gerard L. Gannon · Springer eBooks · 1

Works count: 60

Citation count: 244

H-index: 9

I10-index: 8