Details about Colm Kearney

This author is deceased (2018-03-28).

Access statistics for papers by Colm Kearney.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pke56

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Jump to Journal Articles Edited books Chapters

Working Papers

2016

1. Media-expressed negative tone and firm-level stock returns
   Open Access publications, Research Repository, University College Dublin View citations (28)
   See also Journal Article Media-expressed negative tone and firm-level stock returns, Journal of Corporate Finance, Elsevier (2016) View citations (27) (2016)

2014

2. Textual sentiment in finance: A survey of methods and models
   Open Access publications, Research Repository, University College Dublin View citations (147)
   See also Journal Article Textual sentiment in finance: A survey of methods and models, International Review of Financial Analysis, Elsevier (2014) View citations (125) (2014)

2012

3. Culture and capital structure in small and medium sized firms
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)

2006

4. Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (5)
   See also Journal Article Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area, European Financial Management, European Financial Management Association (2008) View citations (31) (2008)

2005

5. Are International Equity Markets Really Skewed?
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
6. Are Re-Assessing the Evidence of an Emerging Yen Block in North and Southeast Asia
   The Institute for International Integration Studies Discussion Paper Series, IIIS
7. Correlation Dynamics in European Equity Markets
   Finance, University Library of Munich, Germany View citations (19)
   See also Journal Article Correlation dynamics in European equity markets, Research in International Business and Finance, Elsevier (2006) View citations (39) (2006)
8. MNEs and Industrial Structure in Host Countries:A Mean Variance Analysis of Ireland’s Manufacturing Sector
   The Institute for International Integration Studies Discussion Paper Series, IIIS
9. Volume and Skewness in International Equity Markets
   The Institute for International Integration Studies Discussion Paper Series, IIIS
   See also Journal Article Volume and skewness in international equity markets, Journal of Banking & Finance, Elsevier (2008) View citations (20) (2008)

2004

10. Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (7)

2003

11. A portfolio analysis of industrial structure
    Working Papers, School of Economics, University College Dublin View citations (1)

2002

12. Competitiveness implications for Ireland of EU enlargement
    Working Papers, School of Economics, University College Dublin

1996

13. Public Infrastructure Canpital and Private Investment
    Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (2)
14. The Short Term Price Performance of Initial Public Offerings of Common Stock: Australia 1991-1994
    Working Papers, Western Sydney - School of Business And Technology
15. Volatility in the Nikkei Stock Market Index; Causes and International Transmission
    Working Papers, Western Sydney - School of Business And Technology

1995

16. The Determination of Stock Market Volatility and Its International Transmission
    Working Papers, Western Sydney - School of Business And Technology

1993

17. Network Pricing Versus Location Specific Pricing of Aeronautical Services in the Australian Aviation Industry
    Working Papers, Western Sydney - School of Business And Technology
    See also Journal Article NETWORK PRICING VERSUS LOCATION SPECIFIC PRICING OF AERONAUTICAL SERVICES IN THE AUSTRALIAN AVIATION INDUSTRY, Economic Papers, The Economic Society of Australia (1994) (1994)
18. Peak Period Pricing in Australian Aviation: The Experience at Sydney's Kingsford Smith Airport
    Working Papers, Western Sydney - School of Business And Technology View citations (2)
19. The Relationship Between Inflation and Economic Growth: A Multi-Country Empirical Analysis
    Working Papers, Western Sydney - School of Business And Technology View citations (1)

1991

20. Does Exchange Rate Variability Impede Bilateral Trade Volumes?
    Working Papers, Western Sydney - School of Business And Technology

1990

21. FISCAL FINANCING DECISIONS AND THE EXCHANGE RATE: A MULT- COUNTRY EMPIRICAL ANALYSIS
    Working Papers, Western Sydney - School of Business And Technology
22. THE INTEREST RATE NEUTRALITY OF FISCAL DEFICITS: TESTING FOR RICARDIAN EQUIVALENCE AND CAPITAL INFLOW
    Working Papers, Western Sydney - School of Business And Technology
    See also Journal Article The interest rate neutrality of fiscal deficits: testing for Ricardian equivalence and capital inflow, Journal of International Money and Finance, Elsevier (1991) View citations (3) (1991)
23. THE STABILITY OF MONETARY VELOCITIES IN THE UNITED KINGDOM AND THE UNITED STATES 1871-1975: A COINTEGRATION ANALYSIS
    Working Papers, Western Sydney - School of Business And Technology

1988

24. The Intertemporal Government Budget Constraint and Tests for Bubbles
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (10)

Journal Articles

2019

1. Measuring the diversification benefits of investing in highly internationalised firms
   International Business Review, 2019, 28, (4), 672-684 View citations (5)

2016

2. Media-expressed negative tone and firm-level stock returns
   Journal of Corporate Finance, 2016, 37, (C), 152-172 View citations (27)
   See also Working Paper Media-expressed negative tone and firm-level stock returns, Open Access publications (2016) View citations (28) (2016)

2015

3. Testing the mixture of distributions hypothesis on target stocks
   Journal of International Financial Markets, Institutions and Money, 2015, 39, (C), 1-14 View citations (7)

2014

4. Textual sentiment in finance: A survey of methods and models
   International Review of Financial Analysis, 2014, 33, (C), 171-185 View citations (125)
   See also Working Paper Textual sentiment in finance: A survey of methods and models, Open Access publications (2014) View citations (147) (2014)

2012

5. Do trading volumes explain the persistence of GARCH effects?
   Applied Financial Economics, 2012, 22, (23), 1993-2008 View citations (15)
6. Emerging markets research: Trends, issues and future directions
   Emerging Markets Review, 2012, 13, (2), 159-183 View citations (46)
7. Gravity and culture in foreign portfolio investment
   Journal of Banking & Finance, 2012, 36, (2), 525-538 View citations (105)

2011

8. What is a multinational corporation? Classifying the degree of firm-level multinationality
   International Business Review, 2011, 20, (5), 557-577 View citations (50)

2010

9. Firm-level internationalisation and the home bias puzzle
   Journal of Economics and Business, 2010, 62, (4), 235-256 View citations (15)

2008

10. Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?
    International Review of Financial Analysis, 2008, 17, (5), 870-885 View citations (5)
11. Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area
    European Financial Management, 2008, 14, (3), 419-444 View citations (31)
    See also Working Paper Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area, The Institute for International Integration Studies Discussion Paper Series (2006) View citations (5) (2006)
12. Volume and skewness in international equity markets
    Journal of Banking & Finance, 2008, 32, (7), 1255-1268 View citations (20)
    See also Working Paper Volume and Skewness in International Equity Markets, The Institute for International Integration Studies Discussion Paper Series (2005) (2005)

2007

13. Are international equity markets really asymmetric?
    Applied Financial Economics, 2007, 17, (5), 399-411 View citations (1)
14. Is North and Southeast Asia becoming a yen block?
    International Journal of Finance & Economics, 2007, 12, (3), 337-351 View citations (8)
15. Reassessing the evidence of an emerging yen block in North and Southeast Asia
    International Review of Economics & Finance, 2007, 16, (2), 255-271 View citations (3)

2006

16. Correlation dynamics in European equity markets
    Research in International Business and Finance, 2006, 20, (3), 305-321 View citations (39)
    See also Working Paper Correlation Dynamics in European Equity Markets, Finance (2005) View citations (19) (2005)
17. MNEs and industrial structure in host countries: a portfolio analysis of Irish manufacturing
    Journal of International Business Studies, 2006, 37, (3), 392-406 View citations (12)

2005

18. Merger arbitrage and the interaction between target and bidder stocks during takeover bids
    Research in International Business and Finance, 2005, 19, (1), 1-26 View citations (1)

2004

19. International equity market integration: Theory, evidence and implications
    International Review of Financial Analysis, 2004, 13, (5), 571-583 View citations (106)

2001

20. Volatility in stocks subject to takeover bids: Australian evidence using daily data
    Journal of Empirical Finance, 2001, 8, (3), 273-296 View citations (9)

2000

21. Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System
    The Financial Review, 2000, 35, (1), 29-48 View citations (100)
22. The determination and international transmission of stock market volatility
    Global Finance Journal, 2000, 11, (1-2), 31-52 View citations (36)

1999

23. The Asian Financial Crisis
    Quarterly Economic Commentary: Special Articles, 1999, 1999, (1-February), 29-55 View citations (4)
24. The Asian financial crisis and the role of the IMF: A survey
    Journal of the Asia Pacific Economy, 1999, 4, (3), 393-412 View citations (2)

1998

25. Fiscal financing decisions and exchange rate variability
    Journal of Economic Studies, 1998, 25, (4), 309-327
26. THE CAUSES OF VOLATILITY IN A SMALL, INTERNATIONALLY INTEGRATED STOCK MARKET: IRELAND, JULY 1975–JUNE 1994
    Journal of Financial Research, 1998, 21, (1), 85-104 View citations (18)
27. The causes of stock market volatility in Australia
    Applied Financial Economics, 1998, 8, (6), 597-605 View citations (26)

1997

28. Inflation and economic growth: a multi-country empirical analysis
    Applied Economics, 1997, 29, (10), 1387-1401 View citations (35)
29. Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia
    International Review of Financial Analysis, 1997, 6, (2), 77-95 View citations (2)
30. The Wallis Inquiry: An Assessment
    The Economic and Labour Relations Review, 1997, 8, (2), 308-317

1996

31. International financial integration: Measurement and policy implications
    Journal of the Asia Pacific Economy, 1996, 1, (3), 347-364 View citations (5)
32. Wage Bargaining and the Efficiency Dividend in Public Enterprises
    The Economic and Labour Relations Review, 1996, 7, (2), 213-223

1994

33. NETWORK PRICING VERSUS LOCATION SPECIFIC PRICING OF AERONAUTICAL SERVICES IN THE AUSTRALIAN AVIATION INDUSTRY
    Economic Papers, 1994, 13, (2), 38-52
    See also Working Paper Network Pricing Versus Location Specific Pricing of Aeronautical Services in the Australian Aviation Industry, Working Papers (1993) (1993)
34. Regulating Natural Monopoly: Are Price Caps an Alternative to Rate of Return Targets?
    The Economic and Labour Relations Review, 1994, 5, (2), 102-120

1993

35. EXPORTING MANUFACTURES FROM WESTERN SYDNEY: A SURVEY
    Economic Papers, 1993, 12, (4), 73-85

1991

36. Efficiency in the Forward Foreign Exchange Market: Weekly Tests of the Australian/US Dollar Exchange Rate January 1984‐March 1987
    The Economic Record, 1991, 67, (3), 237-242 View citations (5)
37. The interest rate neutrality of fiscal deficits: testing for Ricardian equivalence and capital inflow
    Journal of International Money and Finance, 1991, 10, (4), 541-551 View citations (3)
    See also Working Paper THE INTEREST RATE NEUTRALITY OF FISCAL DEFICITS: TESTING FOR RICARDIAN EQUIVALENCE AND CAPITAL INFLOW, Working Papers (1990) (1990)

1990

38. Consumption, Cointegration and Rational Expectations: Some Australian Evidence
    Australian Economic Papers, 1990, 29, (54), 40-52 View citations (6)
39. Deregulation and the Conduct of Monetary Policy
    The Economic and Labour Relations Review, 1990, 1, (2), 18-33 View citations (2)
40. Fiscal policy and current account performance: International evidence on the twin deficits
    Journal of Macroeconomics, 1990, 12, (2), 197-219 View citations (34)
41. Rational Expectations, Bubbles and Monetary Models of the Exchange Rate: The Australian/U.S. Dollar Rate during the Recent Float
    Australian Economic Papers, 1990, 29, (54), 1-20 View citations (10)

1989

42. CHINESE FOREIGN TRADE: 1950/1985
    Economic Papers, 1989, 8, (1), 58-66
43. The Efficiency of the Market for Bank Accepted Bills
    The Economic Record, 1989, 65, (3), 225-233

1988

44. Assets Markets, the Current Account and Exchange Rate Determination: An Empirical Model of the Sterling/Dollar Rate 1973-1983
    Australian Economic Papers, 1988, 27, (51), 213-32 View citations (1)

1987

45. Macroeconomic Policy and the Balance of Payments in Australia
    Economic Analysis and Policy, 1987, 17, (2), 131-148
46. On the specification of granger-causality tests using the cointegration methodology
    Economics Letters, 1987, 25, (2), 149-153 View citations (29)

1986

47. Intervention and sterilisation under floating exchange rates: The UK 1973-1983
    European Economic Review, 1986, 30, (2), 345-364 View citations (10)

1985

48. Asset Markets and the Exchange Rate: A Structural Model of the Sterling‐Dollar Rate 1972–1982
    Journal of Economic Studies, 1985, 12, (3), 3-20
49. Public Sector Borrowing, the Money Supply and Interest Rates
    Oxford Bulletin of Economics and Statistics, 1985, 47, (3), 249-73

Edited books

1999

1. Budget Perspectives: Proceedings Of A Conference Held On 27th September 1999
   Research Series, Economic and Social Research Institute (ESRI) View citations (1)

Chapters

2011

1. Has the International Banking and Financial Crisis Damaged Emerging Market MNCs?
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 361-377

2005

2. The Role of the Japanese Yen in Asian Exchange Rate Determination
   A chapter in Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, 2005, pp 29-51 View citations (3)