Thomas Conlon

University College Dublin

Professor of Finance

Smurfit Graduate Business School

Blackrock

Co. Dublin, n/a

Ireland

http://www.ucd.ie/bankingfinance/staff/drthomasconlon/

SCHOLARLY PAPERS

55

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13,621

SSRN CITATIONS
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Top 5,654

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303

CROSSREF CITATIONS

16

Scholarly Papers (55)

1.

The Collapse of FTX: The End of Cryptocurrency’s Age of Innocence

Number of pages: 15 Posted: 05 Dec 2022 Last Revised: 08 Jan 2023
Thomas Conlon, Shaen Corbet and Yang Hu
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 2,199 (13,239)

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Cryptocurrency; Exchange; Tokens; Corporate Failure; Fraud.

2.

Machine Learning and Factor-Based Portfolio Optimization

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 21-6
Number of pages: 89 Posted: 20 Jul 2021 Last Revised: 22 Jul 2021
Thomas Conlon, John Cotter and Iason Kynigakis
University College Dublin, University College Dublin and University College Dublin
Downloads 1,223 (32,450)
Citation 3

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Autoencoder, covariance matrix, dimensionality reduction, factor models, machine learning, minimum-variance, principal component analysis, Partial least squares, portfolio optimization, sparse principal component analysis, sparse partial least squares

3.

Safe Haven or Risky Hazard? Bitcoin during the COVID-19 Bear Market

Number of pages: 14 Posted: 27 Mar 2020 Last Revised: 18 May 2020
Thomas Conlon and Richard McGee
University College Dublin and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 747 (64,435)
Citation 97

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Bitcoin; Safe Haven; Downside Risk; COVID-19

4.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 747 (64,435)
Citation 2

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

5.

Anatomy of a Bail-In

Journal of Financial Stability, Vol. 15, 2014
Number of pages: 26 Posted: 16 Jul 2013 Last Revised: 10 Dec 2014
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 656 (76,100)
Citation 7

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Bank Resolution, Bail-In, European Bank Failure, Global Financial Crisis, Impairment Charges

6.

Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon

International Review of Financial Analysis, Vol. 41, 2015
Number of pages: 50 Posted: 21 Aug 2014 Last Revised: 31 Mar 2016
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 497 (107,655)
Citation 15

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Downside Risk, Gold, Hedge, Horizon, Safe Haven, Wavelet Analysis

7.

Eurozone Bank Resolution and Bail-In -- Intervention, Triggers and Writedowns

Number of pages: 33 Posted: 14 Jan 2015
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 371 (150,961)
Citation 5

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Bail-In, Global Financial Crisis, Recapitalization, Triggers, Writedowns

8.

Asset Allocation with Correlation: A Composite Trade-Off

European Journal of Operational Research, Forthcoming
Number of pages: 40 Posted: 08 Apr 2017
Trinity College (Dublin), University College Dublin, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 360 (156,074)
Citation 2

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Decision Analysis, Optimization, Asset Allocation, Dynamic Correlation, Rebalancing & Transaction Costs

9.

Credit Default Swaps as Indicators of Bank Financial Distress

Journal of International Money and Finance, Vol. 94, pp. 132-139, 2019
Number of pages: 41 Posted: 06 Dec 2015 Last Revised: 14 Apr 2019
Davide E. Avino, Thomas Conlon and John Cotter
University of LiverpoolFinancial Mathematics and Computation Cluster, University College Dublin and University College Dublin
Downloads 283 (201,381)
Citation 7

Abstract:

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Bank Failure, Market Discipline, Credit Default Swap, CDS

To CBDC or Not to CBDC. That is the Question.

Number of pages: 34 Posted: 11 Oct 2022 Last Revised: 13 Oct 2022
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 222 (254,789)

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Central Bank; CBDC; Cryptocurrency; Stablecoin; Sentiment; GARCH

To Cbdc or Not to Cbdc. That is the Question

Number of pages: 35 Posted: 18 Jan 2024
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato
Downloads 54 (705,964)

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Central Banks, CBDC, Cryptocurrency, Stablecoin, Sentiment

11.

Understanding the FTX Exchange Collapse: A Dynamic Connectedness Approach

Number of pages: 12 Posted: 06 Jan 2023 Last Revised: 09 Jan 2023
affiliation not provided to SSRN, University College Dublin, Dublin City University and University of Akron - Department of Finance, College of Business Administration
Downloads 273 (208,908)

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TVP-VAR; Dynamic Connectedness; GARCH; Fraud; Cryptocurrency; Tokens.

12.

ICO Fraud and Regulation

Batten-Corbet-Lucey Handbooks in Alternative Investments, Forthcoming
Number of pages: 16 Posted: 18 Feb 2021 Last Revised: 07 Sep 2021
Thomas Conlon and Richard McGee
University College Dublin and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 259 (220,125)

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ICO, regulation, tokens, cryptocurrency

13.

Is Naïve Asset Allocation Always Preferable?

Number of pages: 50 Posted: 28 Apr 2023
University College Dublin, University College Dublin, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 240 (237,289)

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Asset Allocation, Bond Market, Commodity Markets, Naïve Allocation, Optimization, Real Estate Market, Tail Risk

14.

The Problem with NFTs

Number of pages: 17 Posted: 16 Dec 2023
Thomas Conlon and Shaen Corbet
University College Dublin and Dublin City University
Downloads 236 (243,274)
Citation 1

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Beyond Common Equity: The Influence of Secondary Capital on Bank Insolvency Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-4
Number of pages: 60 Posted: 09 May 2018 Last Revised: 10 Feb 2020
University College Dublin, University College Dublin and University of SharjahUniversity of Sharjah - College of Business Administration
Downloads 172 (321,749)
Citation 3

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Regulatory Capital, Bank Risk, Regulatory Capital Arbitrage, Tier 1, Tier 2

Beyond Common Equity: The Influence of Secondary Capital on Bank Insolvency Risk

Journal of Financial Stability, 2020
Number of pages: 60 Posted: 01 Mar 2018 Last Revised: 10 Feb 2020
University College Dublin, University College Dublin and University of SharjahUniversity of Sharjah - College of Business Administration
Downloads 51 (725,219)

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Regulatory Capital, Bank Risk, Regulatory Capital Arbitrage, Tier 1, Tier 2

16.
Downloads 208 (271,693)

Basel II and Operational Risk

Swiss Finance Institute Research Paper No. 20-55, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-10
Number of pages: 60 Posted: 28 Jul 2020 Last Revised: 13 Jan 2023
Thomas Conlon, Xing Huan and Steven Ongena
University College Dublin, EDHEC Business School and University of Zurich - Department Finance
Downloads 208 (270,847)
Citation 1

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Basel II, Market Discipline, Measurement Approach, Operational Risk, Pillar 3, Supervisory Disclosure, Risk Governance

Operational Risk Capital

CEPR Discussion Paper No. DP15096
Number of pages: 71 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Thomas Conlon, Xing Huan and Steven Ongena
University College Dublin, EDHEC Business School and University of Zurich - Department Finance
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Bank Regulation, Basel II, Measurement Approach, Monitoring, Operational Risk

17.

Co-Skewness Across Return Horizons

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-14
Number of pages: 45 Posted: 07 Jan 2016 Last Revised: 06 Dec 2022
Thomas Conlon, John Cotter and Chenglu Jin
University College Dublin, University College Dublin and University College Dublin (UCD) - UCD School of Business
Downloads 193 (290,840)

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Co-Skewness, The Horizon Effect, Intertemporal Correlation, Asset Pricing

18.

Characteristic-Sorted Portfolios and Macroeconomic Risks - An Orthogonal Decomposition

Journal of Empirical Finance, Vol. 65, 2022, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 22-2
Number of pages: 77 Posted: 17 Jul 2019 Last Revised: 08 Feb 2022
University of Minho, University of Hamburg and University College Dublin
Downloads 191 (293,567)
Citation 5

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characteristic factors, macroeconomic fundamentals, variance decomposition, quantile regression

19.

Does Corporate Hedging Enhance Shareholder Value? A Meta-Analysis

International Review of Financial Analysis, Forthcoming, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-4
Number of pages: 35 Posted: 19 Dec 2018 Last Revised: 21 Feb 2019
Wolfgang Bessler, Thomas Conlon and Xing Huan
University of Hamburg, University College Dublin and EDHEC Business School
Downloads 183 (304,842)
Citation 8

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Corporate Hedging, Derivatives, Firm Value, Meta Analysis

20.

Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic

Number of pages: 26 Posted: 19 May 2020 Last Revised: 18 Jun 2020
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 181 (307,851)
Citation 60

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Cryptocurrency, Bitcoin, Ethereum, Tether, Safe Haven, Downside Risk, COVID-19

21.

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance (Forthcoming)
Number of pages: 37 Posted: 13 Sep 2012 Last Revised: 07 Jan 2015
Thomas Conlon, John Cotter and Ramazan Gencay
University College Dublin, University College Dublin and Simon Fraser University
Downloads 181 (307,851)
Citation 5

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commodity markets, futures hedging, risk aversion, hedging horizon, wavelet analysis, selective hedging

22.

Long-Run International Diversification

Number of pages: 57 Posted: 05 Mar 2015 Last Revised: 20 Sep 2016
Thomas Conlon, John Cotter and Ramazan Gencay
University College Dublin, University College Dublin and Simon Fraser University
Downloads 180 (309,428)
Citation 3

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International Diversification, International Finance, Long-Run, Correlation

23.

Long-Run Wavelet-Based Correlation for Financial Time Series

European Journal of Operational Research - Forthcoming , Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-7
Number of pages: 41 Posted: 14 Jun 2018 Last Revised: 19 Sep 2018
Thomas Conlon, John Cotter and Ramazan Gencay
University College Dublin, University College Dublin and Simon Fraser University
Downloads 177 (314,027)

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Decision Analysis; Long-Run; Correlation; Wavelet; Portfolio Analysis

24.

A Financial Modeling Approach to Industry Exchange-Traded Funds Selection

Number of pages: 47 Posted: 20 Mar 2023 Last Revised: 29 Nov 2023
Kemmy Business School, University of Limerick, University College Dublin, University College Dublin and Graduate School of Business of Nazarbayev University
Downloads 173 (320,446)

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Sector Exchange Traded Funds, Portfolio optimization, Option-implied distribution, Copulas, Stochastic dominance

25.

Cross-Correlation Dynamics in Financial Time Series

Number of pages: 17 Posted: 11 Jan 2013
Thomas Conlon, Heather Ruskin and Martin Crane
University College Dublin, Dublin City University and Dublin City University
Downloads 169 (326,895)
Citation 4

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Cross-Correlation, Eigenspectrum Analysis

Beyond the Noise – Information Discovery in Bitcoin Revisited

Number of pages: 45 Posted: 30 Jun 2022
Thomas Conlon, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 108 (467,473)

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Bitcoin; Futures; Information Shares; Price Discovery; DCC-GARCH.

Beyond the Noise: Information Discovery in Bitcoin Revisited

Number of pages: 53 Posted: 12 Dec 2023
Thomas Conlon, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato
Downloads 60 (670,312)

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Bitcoin, Futures, Information Share, Price Discovery, DCC-GARCH.

27.

Predictability and Good Deals in Emerging and Developed Currency Markets: The Role of Spot vs. Forward Speculation

Number of pages: 53 Posted: 12 Jun 2018
Richard M. Levich, Thomas Conlon and Valerio Potì
New York University (NYU) - Department of Finance, University College Dublin and University College Dublin
Downloads 166 (332,043)

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Predictability, Foreign Exchange, Filter Rules, Market Efficiency

28.

The Price of Shelter - Downside Risk Reduction with Precious Metals

International Review of Financial Analysis, 2007, 49, 48-58
Number of pages: 34 Posted: 05 Apr 2016 Last Revised: 20 Feb 2020
Don Bredin, Thomas Conlon and Valerio Potì
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and University College Dublin
Downloads 166 (332,043)
Citation 4

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Downside Risk, Precious Metals, Horizon, Safe Haven, Value-at-Risk

29.

Inflation and Cryptocurrencies Revisited: A Time-Scale Analysis

Economics Letters
Number of pages: 10 Posted: 24 Jul 2021 Last Revised: 05 Dec 2022
Thomas Conlon, Richard McGee and Shaen Corbet
University College Dublin, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Dublin City University
Downloads 158 (346,335)
Citation 18

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Inflation Expectations, Bitcoin, Ethereum, Hedging, Wavelets, Cryptocurrencies

30.

Climate Risk and Financial Stability: Evidence from Syndicated Lending

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 24-2
Number of pages: 58 Posted: 18 Feb 2024 Last Revised: 22 May 2024
Thomas Conlon, Rong Ding, Xing Huan and Zhifang Zhang
University College Dublin, NEOMA Business School, EDHEC Business School and Warwick Business School
Downloads 151 (359,594)

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bank lending, climate change, climate risk, financial stability, systemic risk

31.

Enduring Relief or Fleeting Respite? Bitcoin as a Hedge and Safe Haven for the US Dollar

Number of pages: 33 Posted: 12 Jan 2021
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 144 (373,664)

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Bitcoin, Currency, Hedge, Safe Haven, Wavelet, Quantile Coherency

32.

The Illusion of Oil Return Predictability: The Choice of Data Matters!

Journal of Banking and Finance, Vol. 134, No. 106331, 2022. DOI: https://doi.org/10.1016/j.jbankfin.2021.106331, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 21-10
Number of pages: 50 Posted: 10 May 2021 Last Revised: 11 Feb 2022
Thomas Conlon, John Cotter and Emmanuel Eyiah-Donkor
University College Dublin, University College Dublin and University College Dublin (UCD) - UCD School of Business
Downloads 137 (390,702)
Citation 3

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Averaged crude oil prices; Spurious autocorrelation; Return predictability; Out-of-sample forecasts; Statistical inference

33.

Understanding the Contagion Effects of the FTX Exchange Collapse

Number of pages: 15 Posted: 16 Dec 2023
Thomas Conlon, Shaen Corbet and Yang Hu
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 125 (416,920)

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34.

Contagion Effects of Permissionless, Worthless Cryptocurrency Tokens: Evidence from the Collapse of Ftx

Number of pages: 44 Posted: 11 May 2023 Last Revised: 01 Mar 2024
Thomas Conlon, Shaen Corbet and Greg Hou
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 124 (419,448)
Citation 1

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Cryptocurrency, Tokens, Corporate Failure, Information Flow, Price Discovery

35.

Energy Commodities Revealed through Hedging Characteristics: Evidence from Developing and Mature Markets

Number of pages: 40 Posted: 04 Sep 2015 Last Revised: 18 Dec 2015
Simon Spencer, Don Bredin and Thomas Conlon
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 118 (435,381)
Citation 2

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Hedging, Corn, Ethanol, Renewable Fuel Standard, data set choice, model choice, 2013 corn harvest

36.

The Bitcoin Volume-volatility Relationship: a High Frequency Analysis of Futures and Spot Exchanges

Number of pages: 33 Posted: 27 Nov 2023
Thomas Conlon, Shaen Corbet and Richard McGee
University College Dublin, Dublin City University and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 117 (438,236)
Citation 1

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Financial Services, Bitcoin Futures Realized Volatility, Trading Volume, CME BRR, Governance and Risk

37.

Financial Market Information Flows When Counteracting Rogue States: The Indirect Effects of Targeted Sanction Packages

Number of pages: 79 Posted: 06 Jan 2023 Last Revised: 02 Jun 2023
University College Dublin, Dublin City University, University of Akron - Department of Finance, College of Business Administration, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 114 (446,722)

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Sanctions; Banking System; Ukraine; Information Flow; Price Discovery

38.

An Empirical Analysis of Dynamic Multiscale Hedging Using Wavelet Decomposition

Journal of Futures Markets, 32 (3):272-299
Number of pages: 28 Posted: 10 Feb 2011 Last Revised: 10 Dec 2014
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 113 (449,669)
Citation 3

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39.

Betting on Bitcoin: Does Gambling Volume on the Blockchain Explain Bitcoin Price Changes?

Number of pages: 10 Posted: 05 Aug 2019 Last Revised: 21 May 2020
Thomas Conlon and Richard McGee
University College Dublin and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 105 (474,331)
Citation 6

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Blockchain, Bitcoin, Gambling, Lottery

40.

Wavelet Multiscale Analysis for Hedge Funds: Scaling and Strategies

Number of pages: 13 Posted: 29 Aug 2017
Thomas Conlon, Martin Crane and Heather Ruskin
University College Dublin, Dublin City University and Dublin City University
Downloads 105 (474,331)
Citation 1

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Scaling, Cross-Correlation, Wavelets, Hedge Funds

41.

More Robots Less Cost of Equity

Number of pages: 55 Posted: 18 Jun 2023 Last Revised: 13 Jul 2023
Thomas Conlon, John Cotter and Baris Ince
University College Dublin, University College Dublin and University College Dublin
Downloads 102 (484,089)

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Robots, automation, operating leverage, operating margin, cost of equity

42.

Seeking a Shock Haven: Hedging Extreme Upward Oil Price Changes

Number of pages: 37 Posted: 16 Dec 2022 Last Revised: 14 Mar 2024
Thomas Conlon, Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 101 (487,331)

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Crude Oil; Shock Haven; Hedge; Price Shock; Uncertainty

43.

Diversification With Globally Integrated US Stocks

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 24-1
Number of pages: 39 Posted: 03 Aug 2023 Last Revised: 02 Apr 2024
Thomas Conlon, John Cotter and Ioannis Ropotos
University College Dublin, University College Dublin and University College Dublin
Downloads 100 (490,545)

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Firm-level integration, Integration portfolios, Home-made diversification

44.

Scaling the Twin Peaks: Systemic Risk and Dual Regulation

Economics Letters, 2019
Number of pages: 14 Posted: 29 Mar 2019 Last Revised: 01 May 2019
Thomas Conlon and Xing Huan
University College Dublin and EDHEC Business School
Downloads 98 (497,223)
Citation 1

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bank regulation, financial stability, regulatory model, systemic risk

45.

What Drives the Profitability of Momentum Strategies?

Number of pages: 36 Posted: 02 Feb 2017 Last Revised: 18 Sep 2017
Thomas Conlon, Richard M. Levich and Valerio Potì
University College Dublin, New York University (NYU) - Department of Finance and University College Dublin
Downloads 97 (500,558)

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Predictability, Momentum, Reversal, Horizon, Safe Havens, Market Efficiency

46.

Measuring Excess-Predictability of Asset Returns and Market Efficiency over Time

Number of pages: 14 Posted: 02 Jan 2019
Richard M. Levich, Thomas Conlon and Valerio Potì
New York University (NYU) - Department of Finance, University College Dublin and University College Dublin
Downloads 96 (503,940)
Citation 1

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47.

Downside Risk and the Energy Hedger's Horizon

Energy Economics, Vol. 36, 2013
Number of pages: 27 Posted: 13 Sep 2012 Last Revised: 05 Nov 2014
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 90 (525,091)
Citation 4

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energy hedging, futures hedging, wavelet transform, hedging horizon, downside risk

48.

Does National Culture Influence Malfeasance in Banks Around the World?

Journal of International Financial Markets, Institutions and Money
Number of pages: 58 Posted: 18 Aug 2023 Last Revised: 06 Jan 2024
Thomas Conlon, Xing Huan and Cal B. Muckley
University College Dublin, EDHEC Business School and University College Dublin
Downloads 85 (543,939)

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National culture, Financial institutions, Misconduct risk

49.

Forecasting the Price of Oil: A Cautionary Note

Number of pages: 38 Posted: 16 Feb 2022 Last Revised: 17 Apr 2023
Thomas Conlon, John Cotter and Emmanuel Eyiah-Donkor
University College Dublin, University College Dublin and University College Dublin (UCD) - UCD School of Business
Downloads 84 (547,857)

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Monthly average and end-of-month crude oil prices; Oil price predictability; Forecast combinations; Out-of-sample forecast performance; Hedging and investment decisions

50.

Horizon-Dependent Profitability and Investment Factors: International Evidence

Number of pages: 36 Posted: 10 Oct 2022
Thomas Conlon, John Cotter and Chenglu Jin
University College Dublin, University College Dublin and affiliation not provided to SSRN
Downloads 77 (576,712)

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Profitability, Investment, Horizon Pricing, Cross-sectional Risk Premia, International Evidence

51.

Bitcoin Forks: What Drives the Branches?

Number of pages: 27 Posted: 18 Aug 2023 Last Revised: 12 Mar 2024
Thomas Conlon, Shaen Corbet, Les Oxley, Yang Hu and Greg Hou
University College Dublin, Dublin City University, University of Waikato, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Management School
Downloads 66 (627,176)

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Bitcoin, Forks, Market Exposure, Risk, Diversification, Cryptocurrencies

52.

Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks

Journal of Common Market Studies, Forthcoming
Number of pages: 30 Posted: 02 Jan 2019
Thomas Conlon and John Cotter
University College Dublin and University College Dublin
Downloads 53 (697,348)

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Resolution Planning; Bail-In; Bank Failure; Bank Subsidiaries

53.

Firm-level Integration and its Determinants

Number of pages: 52 Posted: 03 Aug 2023
Thomas Conlon, John Cotter and Ioannis Ropotos
University College Dublin, University College Dublin and University College Dublin
Downloads 52 (703,375)

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Firm-level integration, Determinants, General-to-specific modelling, Random forest regression

54.

The Influence of Social Media Emotions Evidence from the Kodak Manic Episode

Number of pages: 46 Posted: 27 Jul 2023
University of Bath, University College Dublin, Dublin City University, Institute for Policy Research (IPR), University of Bath, University of Waikato and University of Warwick - Finance Group
Downloads 44 (755,083)

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Emotional Sentiment, Social Media, Corporate Fraud, Announcements, Efficiency

55.

Are the Diversification Benefits of Emerging and Frontier Markets Retained in the Long-Run?

Number of pages: 43 Posted: 21 Mar 2024
Kushagra Jain, Thomas Conlon and John Cotter
Strathclyde Business School, University College Dublin and University College Dublin
Downloads 39 (790,912)

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International diversification, Long-run correlation, Asset allocation, Frontier markets, Emerging markets