Fearghal Kearney

Queen's Management School

Lecturer in Finance

Riddel Hall

Belfast, Northern Ireland BT9 5EE

Northern Ireland

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 47,124

SSRN RANKINGS

Top 47,124

in Total Papers Downloads

1,240

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

Momentum and the Cross-Section of Stock Volatility

QMS Research Paper 2020/01
Number of pages: 58 Posted: 21 Feb 2020 Last Revised: 21 Sep 2021
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 245 (159,614)
Citation 2

Abstract:

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

2.

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 218 (178,565)

Abstract:

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3.

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: 11 Dec 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 183 (209,428)
Citation 2

Abstract:

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Intraday Predictability, Time-Series, Momentum

4.

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, Dublin City University Business School and Queen's Management School
Downloads 157 (238,613)
Citation 1

Abstract:

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

5.

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 157 (238,613)

Abstract:

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

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 85 (369,268)

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 77 (391,235)

Abstract:

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8.

Order Book Price Impact in the Chinese Soybean Futures Market

Number of pages: 47 Posted: 19 Feb 2021
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 61 (442,708)

Abstract:

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Order flow imbalance, Limit order book, Price impact, Futures markets

9.

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 - Faculty of Business, Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 57 (457,455)
Citation 2

Abstract:

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

10.

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.