Research Services Division

Deakin Research

Research Output for Gerard Gannon

Note: The 2012, 2013, 2014 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Publications

2013 School of Accounting, Economics and Finance

Chng, Michael and Gannon, Gerard (2013) The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects, in Lee, Cheng-Few and Lee, Alice C. (eds), Encyclopedia of finance, pp. 713-726, Springer, New York, N. Y. [B1]
DRO entry for this publication

Gannon, Gerard L. and Liu, Ruipeng (2013) Intraday dynamic hedging and futures market volatility, Review of futures markets, vol. 21, no. 1, pp. 9-32, Institute for Financial Markets, Washington D. C. [C1]
ERA journal ID: Not matching ERA journal list
DRO entry for this publication

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 tagged
Citation counts: Thomson - 1
DRO 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 tagged
DRO entry for this publication

Doan, 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 tagged
DRO entry for this publication

Yap, 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 tagged
DRO entry for this publication

2010 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
DRO entry for this publication

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]
DRO entry for this publication

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]
DRO entry for this publication

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]
DRO entry for this publication

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]
DRO entry for this publication

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 tagged
DRO entry for this publication

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: Scopus - 1
DRO entry for this publication

Gannon, 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: Scopus - 10
DRO entry for this publication

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 tagged
DRO entry for this publication

Thuraisamy, 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: Scopus - 3
DRO entry for this publication

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]
DRO entry for this publication

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 tagged
DRO entry for this publication

Yap, 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]
DRO entry for this publication

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]
DRO entry for this publication

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 list
DRO entry for this publication

Gannon, 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: Scopus - 8
DRO entry for this publication

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]
DRO entry for this publication

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]
DRO entry for this publication

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 tagged
DRO entry for this publication

2004 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: Scopus - 2
DRO entry for this publication

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]
DRO entry for this publication

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]
DRO entry for this publication

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]
DRO entry for this publication

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: Scopus - 3
DRO entry for this publication

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
DRO entry for this publication

Grants and Consultancies

All years

Research Income - Industry and Other Funding

Gannon, G and Aburime, T. 2012 - AFAANZ PhD Scholarship [V]

  • 2012: $15,000

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

2013

Jianan Guo
Doctor of Philosophy, Thesis entitled: Dividend Payout Policy in the Chinese Equity Market.
School of Accounting, Economics and Finance Requires an Internet connection

Gang Wang
Doctor of Philosophy, Thesis entitled: An empirical study of IPOs' underpricing in Chinese stock market.
School of Accounting, Economics and Finance Requires an Internet connection

2012

Suresh Ramakrishnan
Doctor of Philosophy, Thesis entitled: Sector Analysis on Capital Structure Determinants Among Malaysia Listed Firms.
School of Accounting, Economics and Finance Requires an Internet connection

2010

Kannan Thuraisamy
Doctor of Philosophy, Thesis entitled: The Dynamics of Latin American Sovereign International Bonds.
School of Accounting, Economics and Finance Requires an Internet connection

2006

Chee Jin Yap
Doctor of Philosophy, Thesis entitled: Measuring Credit Spreads of Emerging Markets: Evidence from Malaysian Eurobonds.
School of Accounting, Economics and Finance Requires an Internet connection

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Tuesday 2nd September 2014 10:04pm

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23rd July 2011