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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

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
CHAPTER
Sep 2018Boubaker, S. Nguyen, D.K. (eds.). Handbook of Global Financial Markets: Transformations, Dependence, and Risk Spillovers
O'Sullivan C, Papavassiliou VG
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
JOURNAL ARTICLE
A genetic programming approach for delta hedging
1 Jan 2018Genetic Programming and Evolvable Machines
Yin Z, Brabazon A, O’Sullivan C, Hamill PA
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