Gerard Gannon
Professor
BEc, MEc, PhD Monash, DipEd Melb
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46243
Email: gerard.gannon@deakin.edu.au
- "Regulatory Change and Structural Effects in HSIF and HSI Volatility", with Siu Pang Au-Yeung, Review of Futures Markets, Vol 14, Number 2, 283-308, 2005.
- "Simultaneous Volatility Transmissions and Spillover Effects: U.S. and Hong Kong Stock and Futures Markets", International Review of Financial Analysis, 14, 326-336, 2005.
- "Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note", with S.C. Yeh, Review of Quantitative Finance and Accounting, Vol 14, No 2, 155-160, 2000.
- "First and Second Order Inefficiency in Australasian Currency Markets", Pacific Basin Finance Journal, Vol 4, No 2-3, 315-327, 1996.
- "Simultaneous Volatility Effects in Index Futures", Review of Futures Markets, Vol 13, No 4, 1027-1066, 1994.
Teaching Interests
- Research Methods
- Advanced Derivative Securities
Research Interests
- Finance Theory
- Market Micro-structure in Equity and Derivative Markets
- Portfolio Analysis and Dynamic Hedging
- Quantitative Finance
Professional Affiliations
- Asian Finance Association/FMA
- Chinese Finance Association
- European Financial Management Association
- Multinational Finance Association
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31st January 2012