Key Publications

Co-Authors Title Areas Journal Date
Fearghal Kearney Developing a Value-at-Risk Analytics Platform: Theoretical Foundations Financial machine learning, empirical asset pricing, risk management, bibliometric analysis Commissioned Report Invest NI 2021
Jiadong Liu, Fotis Papailias Direction-of-Change Forecasting in Commodity Futures Markets? Financial machine learning, empirical asset pricing, trading strategies International Review of Financial Analysis 2021
Donal McKillop, Declan French, Anna L. Sobiech,John Wilson Cooperative Financial Institutions: A Review of the Literature. Banking, cooperatives, survey International Review of Financial Analysis 2020
Ronan Gallagher Regulatory Own Goals:The Unintended Consequences of Economic Regulation in Professional Football. Sports economics, stochastic nonparametric statistics European Sport Management Quarterly 2020
Alan Hanna, Fred MacDonald Picking up the Pennies in Front of the Bulldozer: The Profitability of Gilt Based Trading Strategies. algorithmic trading, financial machine learning, government bonds Finance Research Letters 2019
Byron Graham, Opportunities and Challenges from the Development of a Business Analytics Platform. Machine learning, Business Data Intelligence, Predictive Analytics,Marketing Comissioned Report Invest NI 2019
Donal McKillop Irish Credit Unions: Differential Regulation Based on Business Model Complexity. banking business models, frontier efficiency The British Accounting Review 2017
Rym Ayadi, Sami Ben Naceur, Barbara Casu Study on International Regulatory Compliance and Bank Prerformance Banking, financial regulation, nonparametric statistics IMF Working Paper Series 2016
Rym Ayadi, Sami Ben Naceur, Barbara Casu Does Basel Compliance Matter for Bank Performance? Banking, financial regulation, nonparametric statistics Journal of Financial Stability 2016
Donal McKillop Web Adoption By Irish Credit Unions: Performance Implications Financial innovation, online banking, financial technology Annals of Public and Cooperative 2015
Donal McKillop A Sustainable Business Model Strategy for Irish Credit Unions: Does One Size Fit All? banking, cooperatives, latent class analysis Queen’s Centre for Not-for-Profit and Public Sector Research Working Paper Series 2015
Colin Glass,Donal McKillop, John Wilson Cooperative Bank Efficiency in Japan: A Parametric Distance Function Analysis. Banking, Japanese cooperatives European Journal of Finance 2014
Colin Glass, Donal McKillop Modelling the Performance of Irish Credit Unions, 2002 to 2010. Banking, frontier efficiency Financial Accountability & Management 2014