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Liam A. Gallagher

Dublin City University Business School

Professor of Finance

Dublin City University

Glasnevin

Dublin, D9

Ireland

SCHOLARLY PAPERS

4

DOWNLOADS

940

TOTAL CITATIONS

1

Scholarly Papers (4)

1.

Convertible Bond Arbitrage: Risk and Return

Journal of Business Finance and Accounting, Vol. 37, Issue 1‐2 (2010): 206-241
Number of pages: 55 Posted: 14 Feb 2023
Mark C. Hutchinson and Liam A. Gallagher
University College Cork and Dublin City University Business School
Downloads 312 (241,719)

Abstract:

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Arbitrage, Convertible bonds, Trading, Hedge funds, Factor models

2.
Downloads 285 (266,292)
Citation 1

Simulating Convertible Bond Arbitrage Portfolios

Number of pages: 40 Posted: 09 Jul 2010
Liam A. Gallagher and Mark C. Hutchinson
Dublin City University Business School and University College Cork
Downloads 285 (263,921)
Citation 1

Abstract:

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Convertible Bonds, Arbitrage

Simulating Convertible Bond Arbitrage Portfolios

Applied Financial Economics, Vol. 18, No. 15, pp. 1247-1262, August 2008
Posted: 22 May 2010
Liam A. Gallagher and Mark C. Hutchinson
Dublin City University Business School and University College Cork

Abstract:

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Arbitrage, Convertible Bonds, Hedge Funds

3.

From Pledges to Actions: Decoding Global Climate Laws

Number of pages: 70 Posted: 14 Mar 2024
Anand Kumar, Sandeep Rao, Baidyanath Biswas and Liam A. Gallagher
Dublin City University, Dublin City University Business School, Trinity College (Dublin) and Dublin City University Business School
Downloads 191 (401,336)

Abstract:

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Climate Change, Climate laws, Climate policy, LDA analysis, Topic-Modelling, Natural language processing

4.

Does Convertible Arbitrage Risk Exposure Vary Through Time?

Number of pages: 34 Posted: 18 Apr 2015 Last Revised: 16 Jun 2018
Liam A. Gallagher, Mark C. Hutchinson and John O'Brien
Dublin City University Business School, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 152 (488,442)

Abstract:

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Regime switching, hedge fund, convertible arbitrage, Risk Model