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(Elsevier, 2008)We examine the relation between trading volume and skewness in 11 international stock markets using daily and monthly data from January 1980 to August 2004. We construct single equation and VAR models of the relation ...
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(Institute for International Integration Studies, 2003-06)
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-10-21)We investigate the influence of changes in UK monetary policy on UK stock returns and the possible reasons behind such a response. Firstly, we conduct an event study to assess the impact of unexpected changes in monetary ...
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(Irish Bankers' Federation, 2004)This paper assesses the viability of the Irish Stock Exchange. Overall the prognosis is positive with a few notable exceptions. On the downside some trading characteristics including thin trading and an uncompetitive ...
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(Financial Services Research Forum, 1997)his paper applies an event study methodology to 22 Irish equities between 1990-1995. A recursive-sample methodology is used to account for informational flows. The research design allows risk to vary in event time testing ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-12)In this paper we investigate the stock market response to international monetary policy changes in the UK and Germany. Specifically, we analyse the impact of (un)expected changes in UK and German/euro area policy rates on ...
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(Inderscience Enterprises, 2011-02)Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. ...
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(Economic and Social Studies, 1998)
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(Irish Economic Association, 2003)