Details about Liam A. Gallagher

Access statistics for papers by Liam A. Gallagher.

Last updated 2024-07-10. Update your information in the RePEc Author Service.

Short-id: pga416

Working Papers

2019

1. CEO social status and M&A decision making
   Post-Print, HAL View citations (9)
   See also Journal Article CEO social status and M&A decision making, International Review of Financial Analysis, Elsevier (2019) View citations (9) (2019)

2004

2. UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group
   See also Journal Article UK DEBT SUSTAINABILITY: SOME NONLINEAR EVIDENCE AND THEORETICAL IMPLICATIONS*, Manchester School, University of Manchester (2008) View citations (9) (2008)

1994

3. Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size
   Working Papers, University College Cork - Department of Economics

Journal Articles

2020

1. The negative side of inflation targeting: revisiting inflation uncertainty in the EMU
   Applied Economics, 2020, 52, (29), 3186-3203 View citations (4)

2019

2. CEO social status and M&A decision making
   International Review of Financial Analysis, 2019, 64, (C), 282-300 View citations (9)
   See also Working Paper CEO social status and M&A decision making, Post-Print (2019) View citations (9) (2019)

2018

3. Competitive balance in a quasi-double knockout tournament
   Applied Economics, 2018, 50, (18), 2048-2055 View citations (3)
4. Does Convertible Arbitrage Risk Exposure Vary Through Time?
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2018, 21, (04), 1-25
5. Local conditions and economic growth from South–South FDI
   The Journal of International Trade & Economic Development, 2018, 27, (4), 380-388 View citations (1)

2017

6. A Portfolio Approach to Assessing an Auto-Enrolment Pension Scheme for Ireland
   The Economic and Social Review, 2017, 48, (4), 515-548 View citations (2)
7. Bilateral Investment Treaties and Foreign Direct Investment: Evidence of Asymmetric Effects on Vertical and Horizontal Investments
   Development Policy Review, 2017, 35, (1), 93-113 View citations (5)
8. The winner-loser anomaly: recent evidence from Greece
   Applied Economics, 2017, 49, (47), 4718-4728 View citations (2)

2014

9. Momentum in Irish stocks: evidence from the credit crisis
   Applied Economics Letters, 2014, 21, (11), 717-722

2013

10. Performance of Spanish pension funds: robust evidence from alternative models
    Applied Financial Economics, 2013, 23, (4), 297-314
11. The economics of data: Using simple model-free volatility in a high-frequency world
    The North American Journal of Economics and Finance, 2013, 26, (C), 370-379 View citations (5)

2012

12. The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks
    Journal of Forecasting, 2012, 31, (7), 639-660 View citations (13)

2011

13. Emerging markets and portfolio foreign exchange risk: An empirical investigation using a value-at-risk decomposition technique
    Journal of International Money and Finance, 2011, 30, (8), 1749-1772 View citations (6)

2010

14. Convertible Bond Arbitrage: Risk and Return
    Journal of Business Finance & Accounting, 2010, 37, (1‐2), 206-241 View citations (4)

2008

15. Simulating convertible bond arbitrage portfolios
    Applied Financial Economics, 2008, 18, (15), 1247-1262 View citations (3)
16. UK DEBT SUSTAINABILITY: SOME NONLINEAR EVIDENCE AND THEORETICAL IMPLICATIONS*
    Manchester School, 2008, 76, (3), 320-335 View citations (9)
    See also Working Paper UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications, Money Macro and Finance (MMF) Research Group Conference 2004 (2004) (2004)

2003

17. Dynamic almost ideal demand systems: an empirical analysis of alcohol expenditure in Ireland
    Applied Economics, 2003, 35, (9), 1025-1036 View citations (29)

2002

18. Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks
    Southern Economic Journal, 2002, 69, (2), 345-362 View citations (10)
19. Real and Nominal Shocks to Exchange Rates: Does the Regime Matter?
    Manchester School, 2002, 70, (5), 710-730 View citations (1)
20. The stock return-inflation puzzle revisited
    Economics Letters, 2002, 75, (2), 147-156 View citations (43)

2001

21. Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio
    Economic Inquiry, 2001, 39, (4), 524-36 View citations (44)

2000

22. Macroeconomic shocks under alternative exchange rate regimes: the Irish experience
    Applied Economics, 2000, 32, (7), 933-944 View citations (4)
23. Measuring the temporary component of stock prices: robust multivariate analysis
    Economics Letters, 2000, 67, (2), 193-200 View citations (7)

1999

24. A multi-country analysis of the temporary and permanent components of stock prices
    Applied Financial Economics, 1999, 9, (2), 129-142 View citations (9)

1997

25. Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison
    Scottish Journal of Political Economy, 1997, 44, (5), 566-582 View citations (1)

Edited books

2002

1. Speculation and Financial Markets, vol Two volume set
   Books, Edward Elgar Publishing

Chapters

2020

1. Using Smooth Transition Regressions to Model Risk Regimes
   Chapter 125 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 4281-4311