Researcher Details |

Liam Gallagher

Prof

Liam Gallagher is Full Professor of Finance in the Business School, Dublin City University, Dublin, Ireland. He was appointed to this position in 2002. He has held posts in University College Cork, Oxford University and University of St.Thomas, Minnesota. He received his Ph.D. in Financial Economics from the University of Liverpool in 1997. Professor Gallagher was Head of the Economics and Finance Group within DCU Business School, 2003-7 and the Financial and Operational Performance (FOP) Group within DCU Business School, 2018-21. He is also Founder of the MSc in Finance and Capital Markets and the BSc in Quantitative Finance and was Director of the MSc in Investment and Treasury (2002-2008). His research centres on the use of applied econometrics in modelling the behaviour of financial markets. He is co-editor (with Mark P. Taylor) of Speculation and Financial Markets (Edward Elgar: Massachusetts). He has published widely in international peer-reviewed journals and has also presented at international conferences and invited speaker sessions. He is currently President of the Irish Academy of Finance (IAF) and Senior Associate Editor of both Applied Economics and Applied Economics Letters.

Book

	Year	Publication
	2002	Gallagher,Liam;Taylor,Mark (2002) Speculation and Financial Markets. : Edward Elgar.

Book Chapter

	Year	Publication
	2019	Gallagher,Liam;Hutchinson,Mark;O'Brien,John (2019) 'Using Smooth Transition Regressions to Model Risk Regimes' In: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. : World Scientific.
	2002	Liam A. Gallagher Mark P. Taylor (2002) 'Introduction' In: Speculation and Financial Markets. : 0.
	1998	Liam A. Gallagher Ella Kavanagh John Considine Eleanor Doyle Catherine Kavanagh Eoin O�Leary (1998) 'The Political Economy of EMU in Ireland' In: Joining Europe Monetary Club: A Challenge for Smaller Member States. : 0.

Peer Reviewed Journal

	Year	Publication
	2020	Lawton N.;Gallagher L.A. (2020) 'The negative side of inflation targeting: revisiting inflation uncertainty in the EMU'. Applied Economics, 52 (29):3186-3203. [DOI]
	2019	Plaksina,Yulia;Gallagher,Liam;Dowling,Michael (2019) 'CEO social status and M;A decision making'. International Review of Financial Analysis, 64 .
	2018	Sirr,Gordon;Garvey,John;Gallagher,Liam (2018) 'Local Conditions and Economic Growth from South-South FDI'. Journal Of International Trade And Economic Development, 27 .
	2018	Gallagher L.;Hutchinson M.;O'Brien J. (2018) 'Does Convertible Arbitrage Risk Exposure Vary Through Time?'. Review of Pacific Basin Financial Markets and Policies, . [DOI]
	2018	Considine,John;Gallagher,Liam (2018) 'Competitive balance in a quasi-double knockout tournament'. Applied Economics, 50 (18):2048-2055.
	2017	Gallagher,Liam;Ryan,Fionnuala (2017) 'A Portfolio Approach to Assessing an Auto-Enrolment Pension Scheme for Ireland'. ECONOMIC AND SOCIAL REVIEW, 48 .
	2017	Sirr, G;Garvey, J;Gallagher, LA (2017) 'Bilateral Investment Treaties and Foreign Direct Investment: Evidence of Asymmetric Effects on Vertical and Horizontal Investments'. Development Policy Review, 35 :93-113. [DOI]
	2017	O'Keeffe,Cormac;Gallagher,Liam (2017) 'The Winner-loser anomaly: recent evidence from Greece'. Applied Economics, .
	2014	O'Keeffe,Cormac;Gallagher,Liam (2014) 'Momentum in Irish Stocks: Evidence from the Credit Crisis'. Applied Economic Letters, 21 .
	2013	Alda,Mercedes;Ferruz,Luis;Gallagher,Liam (2013) 'Performance od Spanish Pension Funds: Robust Evidence from Alternative Models'. Applied Financial Economics, 23 .
	2013	Garvey,John;Gallagher,Liam (2013) 'The Economics of Data: Using Simple Model-Free Volatility in a High-Frequency World'. North American Journal of Economics and Finance, 26 .
	2012	Gallagher,Liam;Sirr,Gordon;Garvey,John (2012) 'A Quantitative Approach to Guiding the Promotional Efforts of IPAs in Emerging Markets'. International Business Review, 21 .
	2012	Garvey,John;Gallagher,Liam (2012) 'The Realised-Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks'. Journal of Forecasting, 31 .
	2011	Gallagher,Liam;Sirr,Gordon;Garvey,John (2011) 'Emerging Markets and Portfolio Foreign Exchange Risk: An Empirical Investigation using a Value-at-Risk Decomposition Technique'. Journal of International Money and Finance, 30 .
	2010	Gallagher,L;Hutchinson,M (2010) 'Convertible Bond Arbitrage: Risk and Return'. Journal of Business Finance and Accounting, 37 .
	2008	Gallagher,L;Hutchinson,M (2008) 'Simulating Convertible Bond Arbitrage Portfolios'. Applied Financial Economics, 18 .
	2008	Gallagher,L;Considine,J (2008) 'UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications'. Manchester School, 76 .
	2005	Liam GallagherDaniel Kiely (2005) 'Volume and GARCH Effects for Dual-Listed Equities: Evidence from Irish Equities'. The Irish Accounting Review, 21 :63-82.
	2003	Gallagher,Liam;Eakins,John (2003) 'Dynamic Almost Ideal Demand Systems: An Empirical Analysis of Alcohol Expenditure in Ireland'. Applied Economics, 35 .
	2002	Gallagher,Liam;Taylor,Mark (2002) 'The Stock Return - Inflation Puzzle Revisited'. Economics Letters, 75 .
	2002	Gallagher,Liam;Taylor,Mark (2002) 'Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks'. Southern Economic Journal, 69 .
	2002	Gallagher,Liam;Kavanagh,Ella (2002) 'Real and Nominal Shocks to Exchange Rates: Does the Regime Matter'. Manchester School, 70 .
	2001	Gallagher,Liam;Taylor,Mark (2001) 'Risky Arbitrage, Limits of Arbitrage and Nonlinear Adjustment in the Dividend-Price Ratio'. Economic Inquiry, 39 .
	2000	Gallagher,Liam (2000) 'Macroeconmic Shocks under Alternative Exchange Rate Regimes: The Irish Experience'. Applied Economics, 32 .
	2002	Liam A. Gallagher Eleanor Doyle Eoin O'Leary (2002) 'Creating the Celtic Tiger and Sustaining Economic Growth: A Business Perspective'. Quarterly Economic Commentary, Spring :63-81.
	2000	Liam A. GallagherMark P. Taylor (2000) 'Measuring the Temporary Component of Stock Prices: Robust Multivariate Analysis'. Economics Letters, 67(2) :193-200.
	1999	Liam A. Gallagher (1999) 'A Multi-Country Analysis of Temporary and Permanent Components in Stock Prices'. Applied Financial Economics, 9(2) :129-142.
	1998	Liam A. GallagherCian E. Twomey (1998) 'Identifying the Source of Mean and Volatility Spillovers in Irish Equities: A Multivariate GARCH Analysis'. Economic And Social Review, 29(4) :341-356.
	1997	Liam A. Gallagher, Lucio Sarno, and Mark P. Taylor (1997) 'Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison'. Scottish Journal of Political Economy, 44(5) :566-582.
	1995	Liam A. Gallagher (1995) 'Interdependencies Among the Irish, British and German Stock Markets'. Economic And Social Review, 26(2) :131-147.
	1992	Liam A. Gallagher and Martin Kenneally (1992) 'The Irish Unit Fund Industry: Structure and Performance'. Economic And Social Review, 23 (4):397-422.

Research Interests

Finance and Capital Markets; International Finance; Applied Econometrics; Nonlinear Modelling; Financial Economics; Investment Economics; Fund Management; Financial Market Microstructure; Equity Investment Strategies; Stock Price Behaviour; Bond Market Analysis and Strategies.