Fearghal Kearney

Queen's Management School

Lecturer in Finance

Riddel Hall

Belfast, Northern Ireland BT9 5EE

Northern Ireland

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 49,093

SSRN RANKINGS

Top 49,093

in Total Papers Downloads

963

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Times Series Approach

The European Journal of Finance, Forthcoming
Number of pages: 31 Posted: 02 Apr 2015 Last Revised: 21 Dec 2016
Fearghal Kearney, Mark Cummins and Finbarr Murphy
Queen's Management School, Dublin City University Business School and University of Limerick - Kemmy Business School
Downloads 202 (168,303)

Abstract:

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2.

Outperformance in Exchange Traded Fund Pricing Deviations: Generalised Control of Data Snooping Bias

Journal of Financial Markets, Forthcoming
Number of pages: 27 Posted: 21 Dec 2012 Last Revised: 18 Apr 2015
Fearghal Kearney, Finbarr Murphy and Mark Cummins
Queen's Management School, University of Limerick - Kemmy Business School and Dublin City University Business School
Downloads 152 (215,936)

Abstract:

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Exchange Traded Funds, ETF Performance, Multiple Hypothesis Testing, Data Snooping Bias

3.

Oil Market Modelling: A Comparative Analysis of Fundamental and Latent Factor Approaches

International Review of Financial Analysis, Forthcoming
Number of pages: 34 Posted: 31 May 2016
Mark Cummins, Michael M. Dowling and Fearghal Kearney
Dublin City University Business School, ESC Rennes School of Business and Queen's Management School
Downloads 151 (217,129)
Citation 1

Abstract:

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oil futures, fundamental models, latent factors, Vuong model comparison

4.

Momentum and the Cross-Section of Stock Volatility

QMS Research Paper 2020/01
Number of pages: 47 Posted: 21 Feb 2020
Minyou Fan, Fearghal Kearney, Youwei Li and Jiadong Liu
Queen's University Belfast, Queen's Management School, Queen's Management School, Hull University Business School and Queen's University Belfast - Queen's Management School
Downloads 149 (219,451)
Citation 1

Abstract:

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Cross-sectional momentum, Momentum crashes, Generalised risk-adjusted momentum, Excess volatility, Volatility timing

5.

Intraday Time-series Momentum: Evidence from China

Journal of Futures Markets, Forthcoming, QMS Research Paper 2019/12
Number of pages: 38 Posted: 13 Dec 2019 Last Revised: 20 Feb 2020
Muzhao Jin, Fearghal Kearney, Youwei Li and Yung Chiang Yang
Queen's University Management School, Queen's Management School, Hull University Business School and University College Dublin (UCD) College of Business
Downloads 99 (297,155)
Citation 1

Abstract:

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Intraday Predictability, Time-Series, Momentum

6.

Does Speculation Impact What Factors Determine Oil Futures Prices?

Economics Letters, Vol. 144, 2016
Number of pages: 6 Posted: 14 Jun 2016
Fabian Gogolin and Fearghal Kearney
Queen's Management School and Queen's Management School
Downloads 84 (329,639)

Abstract:

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Oil futures; Speculation; Fundamentals; Statistical factors

7.

Extracting Forward Rate Term Structure Information in Foreign Exchange

Number of pages: 17 Posted: 03 Apr 2015 Last Revised: 21 Dec 2016
Fearghal Kearney, Mark Cummins and Finbarr Murphy
Queen's Management School, Dublin City University Business School and University of Limerick - Kemmy Business School
Downloads 75 (352,241)

Abstract:

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8.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Leeds University Business School (LUBS), Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Queen's University Belfast
Downloads 51 (427,237)
Citation 2

Abstract:

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Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

9.

An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets

North American Journal of Economics and Finance, Forthcoming
Posted: 19 Apr 2015
Fearghal Kearney, Finbarr Murphy and Mark Cummins
Queen's Management School, University of Limerick - Kemmy Business School and Dublin City University Business School

Abstract:

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Commodity options, Implied volatility, Jump diffusion models, Functional data analysis.