2019

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53 . pp. 1-14. ISSN 0927-5398

2018

Rosati, Pierangelo ORCID: 0000-0002-6070-0426, Deeney, Peter ORCID: 0000-0002-8112-8692, Cummins, Mark, Van der Werff, Lisa ORCID: 0000-0003-4529-4690 and Lynn, Theo ORCID: 0000-0001-9284-7580 (2018) Social media and stock price reaction to data breach announcements: evidence from US listed companies. Research in International Business and Finance, 47 . pp. 458-469. ISSN 0275-5319

Gogolin, Fabian, Cummins, Mark and Dowling, Michael (2018) The value of director reputation: evidence from outside director appointments. Finance Research Letters, 27 . pp. 266-272. ISSN 1544-6123

Cummins, Mark, Kiely, Greg and Bernard, Murphy (2018) Gas storage valuation under multifactor Lévy processes. Journal of Banking & Finance, 95 . pp. 167-184. ISSN 0378-4266

Alexakis, Christos, Cummins, Mark, Dowling, Michael and Pappas, Vasileios (2018) A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. Applied Economics, 50 (36). pp. 3949-3965. ISSN 0003-6846

2017

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2017) Forecasting implied volatility in foreign exchange markets: a functional time series approach. European Journal of Finance, 24 (1). pp. 1-18. ISSN 0927-5398

Rosati, Pierangelo, Cummins, Mark, Deeney, Peter, Gogolin, Fabian, van der Werff, Lisa ORCID: 0000-0003-4529-4690 and Lynn, Theo ORCID: 0000-0001-9284-7580 (2017) The effect of data breach announcements beyond the stock price: empirical evidence on market activity. International Review of Financial Analysis, 49 . pp. 146-154. ISSN 1057-5219

2016

Deeney, Peter, Cummins, Mark, Dowling, Michael and Smeaton, Alan F. ORCID: 0000-0003-1028-8389 (2016) The influence of twitter sentiment in the EU emissions trading scheme. In: Energy and Commodity Finance Conference, 23-24 June 2016, Paris, France.

Deeney, Peter, Cummins, Mark, Dowling, Michael and Smeaton, Alan F. ORCID: 0000-0003-1028-8389 (2016) Influences from the European Parliament on EU emissions prices. Energy Policy, 88 (Januar). pp. 561-572. ISSN 0301-4215

2015

Deeney, Peter, Cummins, Mark, Dowling, Michael and Bermingham, Adam (2015) Sentiment in oil markets. International Review of Financial Analysis, 39 (2015). pp. 179-185. ISSN 1057-5219

2014

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Murphy, Finbarr and Cummins, Mark (2014) Outperformance in exchange traded fund pricing deviations: generalised control of data snooping bias. Journal of Financial Markets, 19 . pp. 86-109. ISSN 1386-4181