Key Publications

Fearghal KearneyDeveloping a Value-at-Risk Analytics Platform: Theoretical FoundationsFinancial machine learning, empirical asset pricing, risk management, bibliometric analysisCommissioned Report Invest NI2021
Jiadong Liu, Fotis PapailiasDirection-of-Change Forecasting in Commodity Futures Markets?Financial machine learning, empirical asset pricing, trading strategiesInternational Review of Financial Analysis2021
Donal McKillop, Declan French, Anna L. Sobiech,John WilsonCooperative Financial Institutions: A Review of the Literature.Banking, cooperatives, surveyInternational Review of Financial Analysis2020
Ronan GallagherRegulatory Own Goals:The Unintended Consequences of Economic Regulation in Professional Football.Sports economics, stochastic nonparametric statisticsEuropean Sport Management Quarterly2020
Alan Hanna, Fred MacDonaldPicking up the Pennies in Front of the Bulldozer: The Profitability of Gilt Based Trading Strategies.algorithmic trading, financial machine learning, government bondsFinance Research Letters2019
Byron Graham,Opportunities and Challenges from the Development of a Business Analytics Platform.Machine learning, Business Data Intelligence, Predictive Analytics,MarketingComissioned Report Invest NI2019
Donal McKillopIrish Credit Unions: Differential Regulation Based on Business Model Complexity.banking business models, frontier efficiencyThe British Accounting Review2017
Rym Ayadi, Sami Ben Naceur, Barbara CasuStudy on International Regulatory Compliance and Bank PrerformanceBanking, financial regulation, nonparametric statisticsIMF Working Paper Series2016
Rym Ayadi, Sami Ben Naceur, Barbara CasuDoes Basel Compliance Matter for Bank Performance?Banking, financial regulation, nonparametric statisticsJournal of Financial Stability2016
Donal McKillopWeb Adoption By Irish Credit Unions: Performance ImplicationsFinancial innovation, online banking, financial technologyAnnals of Public and Cooperative2015
Donal McKillopA Sustainable Business Model Strategy for Irish Credit Unions: Does One Size Fit All?banking, cooperatives, latent class analysisQueen’s Centre for Not-for-Profit and Public Sector Research Working Paper Series2015
Colin Glass,Donal McKillop, John WilsonCooperative Bank Efficiency in Japan: A Parametric Distance Function Analysis.Banking, Japanese cooperativesEuropean Journal of Finance2014
Colin Glass, Donal McKillopModelling the Performance of Irish Credit Unions, 2002 to 2010.Banking, frontier efficiencyFinancial Accountability & Management2014