Research Output for Gerard Gannon
Note: The 2012, 2013 publications have not been audited.
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Publications
2013 School of Accounting, Economics and Finance
Thuraisamy, Kannan and Gannon, Gerard (2013) Modelling the sovereign linkages of key Latin American economies, Journal of international financial markets institutions and money, vol. 23, pp. 222-239, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 36027 – Scopus EID: Not taggedDRO entry for this publication
2011 School of Accounting, Economics and Finance
Clarke, Michael, Gannon, Gerard and Vinning, Russell (2011) The impact of warrant introduction : the Australian experience, Review of Pacific Basin Financial Markets and Policies, vol. 14, no. 2, pp. 213-269, World Scientific Publishing, Singapore [C1]
ERA journal ID: 19596 – Scopus EID: Not taggedDoan, Dong Hai Trieu*, Yap, Chee Jin* and Gannon, Gerard (2011) Takeover deterrent effect of on-market share buyback in Australia, Australasian accounting business and finance journal, vol. 5, no. 4, pp. 65-84, School of Accounting and Finance, University of Wollongong, Wollongong, N. S. W. [C1]
ERA journal ID: 40372 – Scopus EID: Not taggedYap, Chee Jin* and Gannon, Gerard (2011) Announcement effect on the credit spreads of US dollar Malaysian bonds, Review of pacific basin financial markets and policies, vol. 14, no. 3, pp. 449-484, World Scientific Publishing, Singapore, Singapore [C1]
ERA journal ID: 19596 – Scopus EID: Not tagged2010 School of Accounting, Economics and Finance
Gannon, Gerard (2010) Simultaneous volatility transmission and spillover effects, Review of Pacific Basin financial markets and policies, vol. 13, no. 1, pp. 127-156, World Scientific Publishing Co Pty. Ltd., Singapore [C1]
ERA journal ID: 19596 – Scopus EID: 2-s2.0-77951681018
Citation counts:Scopus - 1
2009 School of Accounting, Economics and Finance
Doan, Dong Hai Trieu, Yap, Chee Jin* and Gannon, Gerard (2009) Takeover deterrent effect of on-market share buyback, in Unknown (ed.), PBFEAM 2009 & ICBA 2009 : Conference proceedings, School of Business, UTCC, Bangkok, Thailand [E1]
Gannon, Gerard (2009) Introduction of electronic trading in index futures : volatility and volume effects, in Unknown (ed.), Proceedings of the 1st International Conference on Finance, Business & Accounting 2009, pp. 1-12, Universiti Tun Abdul Razak, Kuala Lumper, Malaysia [E1]
Gannon, Gerard (2009) Dispersion of information or market behaviour : general public trading in S & P 500 index futures, in Unknown (ed.), PBFEAM 2009 & ICBA 2009 : Conference proceedings, School of Business, UTCC, Bangkok, Thailand [E1]
2008 School of Accounting, Economics and Finance
Thuraisamy, Kannan, Gannon, Gerard and Batten, J.* (2008) Credit spread dynamics : evidence from Latin America, in Wagner, Niklas (eds), Credit risk : models, derivatives, and management, pp. 97-114, Chapman & Hall, Boca Raton, Fla. [B1]
Fishman, Julian, Gannon, Gerard and Vinning, Russell (2008) Ownership structure and corporate performance : Australian evidence, Corporate ownership & control, vol. 6, no. 2, pp. 114-131, Virtus Interpress, Sumy, Ukraine [C1]
ERA journal ID: 19082 – Scopus EID: Not taggedGannon, Gerard and Zhou, Yuwei (2008) Conflicts of interest and China's A-share underpricing, International review of financial analysis, vol. 17, no. 3, pp. 491-506, Elsevier B.V., Amsterdam, Netherlands [C1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-44349158350
Citation counts:Gannon, Gerard and Au-Yeung, Siu Pang* (2008) Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility, Review of Pacific Basin financial markets and policies, vol. 11, no. 1, pp. 47-59, World Scientific Publishing Co Pty.Ltd, Singapore [C1]
ERA journal ID: 19596 – Scopus EID: 2-s2.0-44049088502
Citation counts:Heggen, Campbell and Gannon, Gerard (2008) Information leakage and informed trading around unscheduled earnings announcements, Corporate ownership & control, vol. 6, no. 2, pp. 143-163, Virtus Interpress, Sumy, Ukraine [C1]
ERA journal ID: 19082 – Scopus EID: Not taggedThuraisamy, Kannan S., Gannon, Gerard L. and Batten, Jonathan A.* (2008) The credit spread dynamics of Latin American euro issues in international bond markets, Journal of multinational financial management, vol. 18, no. 4, pp. 328-345, Elsevier B.V., Amsterdam, The Netherlands [C1]
ERA journal ID: 19580 – Scopus EID: 2-s2.0-44649151677
Citation counts:Gannon, Gerard L. (2008) Market makers v's the general public : a first look at S & P500 futures trade data, in Robinson, Tim; Christensen, Mark and Fletcher, Angela (eds), PBFEAM 2008 : Conference proceedings and abstracts from the 16th Annual Conference on Pacific Basin Finance Economics Accounting Management Conference, pp. 1-39, Faculty of Business, Queensland University of Technology, Brisbane, Qld. [E1]
2007 School of Accounting, Economics and Finance
Bhattacharya, Prasad S., Singh, Harminder and Gannon, Garard (2007) Time varying hedge ratios : an application to the Indian stock futures market, Review of futures markets, vol. 16, no. 1, pp. 75-104, Kent State University, Kent, Ohio [C1]
ERA journal ID: 35606 – Scopus EID: Not taggedYap, Chee Jin and Gannon, Gerard (2007) Announcement effect on the credit spreads of US dollar Malaysian bonds, in Unknown (ed.), AsFA/FMA 2007 : Asian Finance Association Conference programme, pp. 1-37, Asian Finance Association, Hong Kong, China [E1]
2006 School of Accounting, Economics and Finance
Bhattacharya, Prasad, Singh, Harminder and Gannon, Gerard (2006) Time-varying hedge ratios: an application to the Indian stock futures market, in Bardsley, Peter (eds), Econometric Society Australasian Meetings Papers, Econometric Society Australasian Meetings, Alice Springs, N.T. [E1]
2005 School of Accounting, Economics and Finance
Au-Yeung, Siu Pang* and Gannon, Gerard (2005) Regulatory change, structural breaks, and transmission effects in HSIF and HSI volatility, Review of futures markets, vol. 14, no. 2, pp. 285-310, Chicago Board of Trade, Chicago, Ill. [C1]
ERA journal ID: Not matching ERA journal listGannon, Gerald (2005) Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets, International review of financial analysis, vol. 14, no. 3, pp. 326-336, Elsevier BV, New York, N.Y. [C1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-20344385945
Citation counts:Fishman, Julian, Gannon, Gerard and Vinning, Russell (2005) Ownership structure and corporate performance: Australian evidence, in Unknown (ed.), 16th Asian Finance Association Conference, pp. 1-44, Asian Financial Association, Kuala Lumpur, Malaysia [E1]
Zhou, Yuwei and Gannon, Gerard (2005) Conflicts of interest and china's A-Share underpricing, in Unknown (ed.), AsianFA 2005 : 16th Asian Finance Association Conference, pp. 1-44, Universiti Putra, Kuala Lumper, Malaysia [E1]
2005 External
Gannon, Gerard* and Au-Yeng, Siu Pang* (2005) Regulatory change and structural effects in HSIF and HSI volatility, Review of futures markets, vol. 14, no. 2, pp. 283-308, Institute for Financial Markets, Washington, DC [C1.1]
ERA journal ID: 35606 – Scopus EID: Not tagged2004 School of Accounting, Economics and Finance
Gannon, Gerald and Au-Yeung, Siu* (2004) Structural effects and spillovers in HSIF, HSI and S & P500 volatility, Research in international business and finance, vol. 18, no. 3, pp. 305-317, JAI Press Inc., Greenwich, Conn. [C1]
ERA journal ID: 19591 – Scopus EID: 2-s2.0-4344620563
Citation counts:Gannon, Gerard and Au-Yeung, Siu Pang* (2004) Regulatory Change v's volume of trade effects in HSIF and HSI volatility, in Lee, Cheng-few (eds), 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business Conference Proceedings : Roads to sustainable Asian economic prosperity, pp. 1-25, School of Business, UTCC, Bangkok, Thailand [E1]
Gannon, Gerard (2004) Simultaneous volatility transmission and spillover effects, in Lee, C. (eds), PBFEAM 2004 : Roads to Sustainable Asian Economic Prosperity : 12th annual conference on Pacific Basin Finance Economics Accounting Management, pp. 1-40, UTCC, Bangkok, Thailand [E1]
Pullen, Daniel* and Gannon, Gerard (2004) The Index Effect: an investigation of the price and volume effects surrounding changes to the S & P Australian indices, in Chow, Edward and Lee, Jie-Huan (eds), Asian FA/TFA/FMA 2004 : program and papers, pp. 1-43, National Chengchi University, Taipei, Taiwan [E1]
2003 School of Accounting, Economics and Finance
Chng, Michael* and Gannon, Gerard (2003) Contemporaneous intra-day volume, option, and futures volatility transmissions across parallel markets, International review of financial analysis, vol. 12, no. 1, pp. 49-68, Elsevier Science Ltd, New York, N.Y. [C1.1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0037240135
Citation counts:2002 School of Accounting, Economics and Finance
Tan, Oon Geok* and Gannon, Gerard (2002) "Information effect" of economic news: SPI futures, International Review of Financial Analysis, vol. 11, no. 4, pp. 467-489, Elsevier Science Inc., Amsterdam, Netherlands [C1.1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0036394610
Grants and Consultancies
All years
Research Income - Industry and Other Funding - Australian
Yap, C and Gannon, G. The Emergence of Chinese Yuan Bloc in the Asia Pacific Region [V.1]
- 2008: $3,091
Nguyen, H and Gannon, G. Credit Default Swap Spread in Australia - An Empirical Examination [V.1]
- 2007: $6,571
Higher Degree by Research Completions supervised by Gerard Gannon
2012
Suresh Ramakrishnan
Doctor of Philosophy, Thesis entitled: Sector Analysis on Capital Structure Determinants Among Malaysia Listed Firms.
School of Accounting, Economics and Finance2010
Kannan Thuraisamy
Doctor of Philosophy, Thesis entitled: The Dynamics of Latin American Sovereign International Bonds.
School of Accounting, Economics and Finance2006
Chee Jin Yap
Doctor of Philosophy, Thesis entitled: Measuring Credit Spreads of Emerging Markets: Evidence from Malaysian Eurobonds.
School of Accounting, Economics and Finance
- Legend:
- * Not a member of Deakin University at time of output.
DRO to publications collection last synchronised: Friday 24th May 2013 10:04pm
