Casidhe Horan

The Stephen M. Ross School of Business at the University of Michigan

701 Tappan Street

Ann Arbor, MI MI 48109

United States

SCHOLARLY PAPERS

2

DOWNLOADS

832

SSRN CITATIONS
Rank 28,064

SSRN RANKINGS

Top 28,064

in Total Papers Citations

18

CROSSREF CITATIONS

14

Scholarly Papers (2)

1.

Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

FRB of New York Staff Report No. 581
Number of pages: 41 Posted: 13 Nov 2012 Last Revised: 22 Mar 2014
Eric Ghysels, Casidhe Horan and Emanuel Moench
University of North Carolina Kenan-Flagler Business School, The Stephen M. Ross School of Business at the University of Michigan and Deutsche Bundesbank
Downloads 500 (68,997)
Citation 30

Abstract:

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return predictability, real-time data, macroeconomic announcements, dynamic factor models

2.

The Microstructure of China's Government Bond Market

FRB of New York Staff Report No. 622
Number of pages: 45 Posted: 04 Jun 2013 Last Revised: 14 Aug 2013
Jennie Bai, Michael J. Fleming and Casidhe Horan
Georgetown University - Department of Finance, Federal Reserve Bank of New York and The Stephen M. Ross School of Business at the University of Michigan
Downloads 332 (111,223)
Citation 7

Abstract:

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trading activity, market efficiency, announcements, interest rates