We examine the relationship between the Irish, German, UK and U.S. equity markets. Our main finding is that the Irish equity market depends heavily on trading activity in the other markets but not vice versa. Significant ...
Bredin, Donal; Hyde, Stuart(University College Dublin. School of Business. Centre for Financial Markets, 2004-03)
We examine the influence of US and UK macroeconomic and financial variables on Irish stock returns in a nonlinear framework. We allow for time variation via regime switching using a smooth transition
regression (STR) ...
Cotter, John(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 ...
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 ...