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Dr Conall O'Sullivan

Dr

Conall O'Sullivan

Lecturer/Assistant Professor
School of Business
01 716 8836
University College Dublin, School of Business, Graduate School of Business Carysfort Avenue Blackrock Co. Dublin

PUBLICATIONS

JOURNAL ARTICLE
A genetic programming approach for delta hedging
1 Mar 2019Genetic Programming and Evolvable Machines20(1):67-92
Yin Z, Brabazon A, O’Sullivan C, Hamill PA
CONFERENCE CONTRIBUTION
Option Implied Tail Risk and Expected Returns
16 Dec 2018Computational and Financial Econometrics
O'Sullivan C, Wang Y
CONFERENCE CONTRIBUTION
On the term structure of liquidity in the European sovereign bond market
5 Sep 201850th Annual Conference of the Money, Macro and Finance Research Group (MMF),
O' Sullivan C, Papavassiliou V
CONFERENCE CONTRIBUTION
Option Implied Tail Risk and Expected Returns
16 Jul 2018Bachelier World Congress
O'Sullivan C, Wang Y
CONFERENCE CONTRIBUTION
On the term structure of liquidity in the European sovereign bond market
9 Jul 20182nd European Capital Markets Workshop, European Capital Markets Cooperative Research Centre (ECMCRC)
O' Sullivan C, Papavassiliou V
CONFERENCE CONTRIBUTION
On the term structure of liquidity in the European sovereign bond market
30 Jun 2018International Finance and Banking Society Conference - IFABS 2018
O' Sullivan C, Papavassiliou V
CONFERENCE CONTRIBUTION
Are Cross-Sectional Differences in Abnormal Ex-Dividend Returns Priced by the Options Markets?
14 Nov 2017Optionmetrics Conference
CONFERENCE CONTRIBUTION
Does informed option trading before a merger deal announcement differ according to deal side?
26 Jun 2017Multinational Finance Conference
CONFERENCE CONTRIBUTION
Are Cross-Sectional Differences in Abnormal Ex-Dividend Returns Priced by the Options Markets?
25 Jun 2017Multinational Finance Conference, Bucharest, June 2017