Cotter, John; Roll, Richard(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-10-28)
Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return characteristics. REITs ...
Subject to ratification, a further ten states, primarily from Central and Eastern Europe will accede to the EU in May 2004. Another two, and possibly three, CEE states are likely to join in 2007. The present paper assesses ...
In this paper we develop a conceptual framework, based on the concepts of rationality and motivation, which uses theories and empirical research from psychology/behavioural finance, sociology and critical accounting to ...
Cotter, John(Global Association of Risk Professionals, 2000)
Accurate forecasting of risk is the key to successful risk management techniques. Correct modelling of a variable's extreme values located at the distributional tails accounting for the fat-tail phenomena is paramount, and ...
Howlin, Niamh(Taylor & Francis (Routledge), 2009-12-02)
Difficulties in securing convictions in nineteenth-century Ireland led the authorities
to resort to various methods of ensuring that petty juries delivered guilty verdicts in
cases where this was clearly warranted by the ...
Cripwell, Peter; Edelman, David(University College Dublin. School of Business. Centre for Financial Markets, 2008-03-04)
The definition of the decline of long term yields in the light of increasing short term yields as a conundrum by Chairman Greenspan in February 2005 has generated a significant amount of research. This paper presents a ...
Purpose – This paper reviews traditional corporate governance and accountability research, to suggest opportunities for future research in this field. The first part adopts an analytical frame of reference based on theory, ...
This research analyses corporate governance practices as disclosed in the annual reports of Irish companies. In particular the paper investigates:
Independence of boards;
Separation of the role of chairman and chief ...
The use of the Internet for financial reporting purposes by 109 Irish companies in 1998 is examined. The relationship between Internet disclosure and size, leverage, demand for corporate information and industry is analysed. ...
This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, ...
The economic climate has resulted in lenders offering more and more competition to borrowers looking for a mortgage. As the European Central Bank (ECB) has successively raised interest rates, so consumers have begun to see ...
Asset prices can be prone to large movements, and this year we have seen this in equity prices and commodity prices, including oil. Recent volatility of around 2 per cent per day in oil prices has led to uncertainty for ...
The purpose of this paper is to review and synthesize the literature on discretionary narrative disclosures. We explore why, how, and whether preparers of corporate narrative reports use discretionary disclosures in corporate ...
This study examines the distributional properties of futures prices for contracts traded on LIFFE. A filtering process is employed to remove day of the week and holiday effects, a maturity effect, moving average effects ...
Hutson, Elaine; Mahony, Darragh(University College Dublin. School of Business. Centre for Financial Markets, 2008-04)
This study compares the takeover premiums for 55 private equity buyouts with 59
takeovers involving a public acquirer, from the US takeover market between 2004 and 2007. This investigation takes place amidst accusations ...