Colm Kearney

Monash University - Monash Business School

Adjunct Professor

Sir John Monash Drive

Caulfield

Melbourne, Victoria 3168

Australia

  • Monash University - Monash Business School

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    • Tel: +353399031021
SCHOLARLY PAPERS

24

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161

Scholarly Papers (24)

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1.

Textual Sentiment in Finance: A Survey of Methods and Models

International Review of Financial Analysis, Vol. 33, 2014
Number of pages: 46 Posted: 09 Feb 2013 Last Revised: 05 Apr 2016
Colm Kearney and Sha Liu
Monash University - Monash Business School and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 2,201 (14,960)
Citation 77

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Behavioral finance, textual sentiment, internet messages, news, market efficiency

2.

What is a Multinational Company? Classifying the Degree of Firm-Level Multinationality

International Business Review, Vol. 20, No. 5, pp. 557-577, 2011
Number of pages: 48 Posted: 11 May 2006 Last Revised: 26 Aug 2011
Raj Aggarwal, Raj Aggarwal, Jenny Berrill, Elaine Hutson and Colm Kearney
Kent State University Foundation, Trinity College (Dublin) - School of Business Studies, Monash University - Dept of Banking and Finance and Monash University - Monash Business School
Downloads 1,445 (28,858)
Citation 3

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Multinational Companies, Internationalization Theory, Classification Systems

3.

Emerging Markets Research: Trends, Issues and Future Directions

Emerging Markets Review, Vol. 13, No. 2, pp. 159-183, 2012
Number of pages: 40 Posted: 13 Apr 2012
Colm Kearney
Monash University - Monash Business School
Downloads 1,372 (31,133)
Citation 2

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emerging markets, transition, finance and growth

4.

The Asian Financial Crisis and the Role of the IMF

Journal of the Asia Pacific Economy, Vol. 4, pp. 393-412, 1999
Number of pages: 33 Posted: 06 Jan 2011
Elaine Hutson and Colm Kearney
Monash University - Dept of Banking and Finance and Monash University - Monash Business School
Downloads 1,356 (31,585)

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Asian crisis, IMF, financial regulation

5.

Correlation Dynamics in European Equity Markets

Research in International Business and Finance, Vol. 20, No. 3, pp. 305-321, 2006, EFA 2003 Annual Conference Paper No. 744
Number of pages: 25 Posted: 06 Aug 2003 Last Revised: 05 Jan 2011
Colm Kearney and Valerio Potì
Monash University - Monash Business School and University College Dublin
Downloads 566 (104,035)
Citation 10

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Correlation dynamics, GARCH, idiosyncratic risk

6.

Culture and Capital Structure in Small and Medium Sized Firms

Number of pages: 34 Posted: 06 Dec 2012 Last Revised: 11 Jul 2015
Colm Kearney, Ciaran Mac an Bhaird and Brian M. Lucey
Monash University - Monash Business School, Dublin City University and Trinity Business School, Trinity College Dublin
Downloads 397 (159,049)

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capital structure, SME, Hofstede’s cultural values, Europe, pecking order

7.

Media-Expressed Negative Tone and Firm-Level Stock Returns

Journal of Corporate Finance, 37 (2016), 152-172
Number of pages: 62 Posted: 04 Jan 2016 Last Revised: 05 Apr 2016
Khurshid Ahmad, Jingguang Han, Elaine Hutson, Colm Kearney and Sha Liu
Trinity College (Dublin), University of Southampton, Monash University - Dept of Banking and Finance, Monash University - Monash Business School and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 355 (180,110)
Citation 20

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Textual analysis; media-expressed tone; negative sentiment; news; market efficiency

8.

Gravity and Culture in Foreign Portfolio Investment

Number of pages: 47 Posted: 31 Aug 2011
Raj Aggarwal, Raj Aggarwal, Colm Kearney and Brian M. Lucey
Kent State University Foundation, Monash University - Monash Business School and Trinity Business School, Trinity College Dublin
Downloads 303 (214,336)
Citation 31

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FPI, home bias, culture, gravity models

9.

Have European Stocks Become More Volatile? An Empirical Investigation of Volatilities and Correlations in Emu Equity Markets at the Firm, Industry and Market Level

Number of pages: 35 Posted: 10 Nov 2004
Colm Kearney and Valerio Potì
Monash University - Monash Business School and University College Dublin
Downloads 286 (226,994)
Citation 1

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Correlation dynamics, idiosyncratic risk, asset pricing

10.

Competitiveness Implications for Ireland of EU Enlargement

Number of pages: 33 Posted: 08 Jun 2005
Frank Barry, Aoife Hannan, Elaine Hutson and Colm Kearney
Trinity College (Dublin) - School of Business Studies, European University Institute, Monash University - Dept of Banking and Finance and Monash University - Monash Business School
Downloads 259 (251,216)

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Competitiveness, Ireland, EU Enlargement

11.

Volume and Skewness in International Equity Markets

Journal of Banking and Finance, Vol. 32, No. 7, 2008, IIIS Discussion Paper No. 43
Number of pages: 32 Posted: 08 Jun 2005 Last Revised: 26 Feb 2009
Elaine Hutson, Colm Kearney and Margaret Lynch
Monash University - Dept of Banking and Finance, Monash University - Monash Business School and Trinity College (Dublin) - Institute for International Integration Studies (IIIS)
Downloads 230 (282,519)
Citation 2

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International stock markets, skewness, volume, VAR

12.

The Causes of Stock Market Volatility in Australia

Applied Financial Economics, Vol. 8, 1998
Number of pages: 23 Posted: 07 Jan 2011
Colm Kearney and Kevin Daly
Monash University - Monash Business School and University of Western Sydney - School of Business
Downloads 219 (296,125)
Citation 3

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stock market volatility, GLS, determinants of conditional volatility

13.

The Causes of Volatility in a Small Internationally Integrated Stock Market: Ireland, July 1975 - June 1994

Journal of Financial Research, Vol. 1, No. 21, 1998
Number of pages: 28 Posted: 06 Jan 2011
Colm Kearney
Monash University - Monash Business School
Downloads 195 (330,225)

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conditional volatility, Ireland, stock market integration, cointegration

14.

Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area

IIIS Discussion Paper No. 132
Number of pages: 46 Posted: 12 Aug 2006
Colm Kearney and Valerio Potì
Monash University - Monash Business School and University College Dublin
Downloads 179 (357,085)
Citation 11

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Idiosyncratic risk, correlation, portfolio management, asset pricing

15.

Firm-Level Internationalisation and the Home Bias Puzzle

Journal of Economics and Business, Vol. 62, No. 4, 2010
Number of pages: 43 Posted: 06 Jan 2011
Jenny Berrill and Colm Kearney
Trinity College (Dublin) - School of Business Studies and Monash University - Monash Business School
Downloads 130 (466,298)

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International diversification, home bias, mean variance spanning

16.

Mnes and Industrial Structure in Host Countries: A Mean Variance Analysis of Ireland's Manufacturing Sector

Journal of International Business Studies, Vol. 37, No. 3, pp. 392-406, 2006, IIIS Discussion Paper No. 23
Number of pages: 37 Posted: 03 Jun 2005 Last Revised: 05 Jan 2011
Frank Barry and Colm Kearney
Trinity College (Dublin) - School of Business Studies and Monash University - Monash Business School
Downloads 130 (466,298)

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FDI, MNEs, industrial structure, Ireland

17.

Can the Traditional Asian Us Dollar Peg Exchange Rate Regime Be Extended to Include the Japanese Yen?

International Review of Financial Analysis, Vol. 17, pp. 870-885, 2007
Number of pages: 34 Posted: 04 May 2005 Last Revised: 27 Dec 2010
Colm Kearney and Cal B. Muckley
Monash University - Monash Business School and University College Dublin
Downloads 129 (469,075)

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exchange rates, multivariate GARCH, Orthogonal GARCH, volatility

18.

Volatility in Stocks Subject to Takeover Bids: Australian Evidence Using Daily Data

Journal of Empirical Finance, Vol. 8, No. 3, 2001
Number of pages: 31 Posted: 06 Jan 2011
Elaine Hutson and Colm Kearney
Monash University - Dept of Banking and Finance and Monash University - Monash Business School
Downloads 111 (526,426)
Citation 1

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takeover targets, mergers and acquisitions, conditional volatility, ARCH, mixture of distributions model

19.

Are International Equity Markets Really Asymmetric?

Applied Financial Economics, Vol. 17, No. 5, 2007, IIIS Discussion Paper No. 40
Number of pages: 29 Posted: 08 Jun 2005 Last Revised: 05 Jan 2011
Colm Kearney and Margaret Lynch
Monash University - Monash Business School and Trinity College (Dublin) - Institute for International Integration Studies (IIIS)
Downloads 106 (544,676)

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Asymmetric returns, skewness, international equity markets

20.

Have European Stocks Become More Volatile

Number of pages: 32 Posted: 12 Mar 2005
Valerio Potì and Colm Kearney
University College Dublin and Monash University - Monash Business School
Downloads 91 (603,667)

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Correlation dynamics, idiosyncratic risk, asset pricing, portfolio management

21.

Reassessing the Evidence of an Emerging Yen Block in North and Southeast Asia

International Review of Economics and Finance, Vol. 16, pp. 255-271, 2007
Number of pages: 29 Posted: 15 Jul 2006 Last Revised: 10 Jan 2010
Colm Kearney and Cal B. Muckley
Monash University - Monash Business School and University College Dublin
Downloads 66 (724,901)

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Exchange rate systems, yen block

22.

Monetary Volatility and Real Output Volatility: An Empirical Model of the Financial Transmission Mechanism in Australia

International Review of Financial Analysis, Vol. 6, No. 2, 1997
Number of pages: 32 Posted: 07 Jan 2011
Colm Kearney and Kevin Daly
Monash University - Monash Business School and University of Western Sydney - School of Business
Downloads 48 (846,871)

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monetary volatility transmission, real output volatility, GLS

23.

Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System

Posted: 18 Feb 2000
Colm Kearney and Andrew J. Patton
Monash University - Monash Business School and Duke University - Department of Economics

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24.

The Causes of Volatility in a Small Internationally Integrated Stock Market: Ireland, July 1975-June 1994

Journal of Financial Research
Posted: 09 Jan 1998
Colm Kearney
Monash University - Monash Business School

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Other Papers (1)

Total Downloads: 121
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1.

Distance Matters for Portfolio Investment - But What Kind of Distance?

Number of pages: 33 Posted: 17 Jan 2016 Last Revised: 06 Mar 2016
Raj Aggarwal, Raj Aggarwal, Colm Kearney, Brian M. Lucey and Samuel Vigne
Kent State University Foundation, Monash University - Monash Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 121 (342,851)

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distance, foreign portfolio investment, extreme bounds, Gravity Model