The fourth issue of the Michael J. Brennan Irish Finance Working Paper Series

February 2019 sees the fourth issue of the Michael J. Brennan Irish Finance Working Paper Series, with contributions from Paulo Guasoni (Boston University and DCU) and Eberhard Mayerhofer (University of Limerick) who conduct a replication and performance evaluation of leveraged funds. Also featured is Simon Spencer (UCD) and Don Bredin’s (UCD) study of the relationship between OPEC announcements and term structure variables for WTI crude oil futures.  Wolfgang Bessler (Justus-Liebig-University Giessen) Thomas Conlon (UCD) and Xing Huan (University of Warwick) ask whether corporate hedging enhances firm and shareholder value, while Brian Healy (NYU) and Conall O Sullivan (UCD) examine how dividends feed into returns in equity options markets.

The Michael J Brennan Working paper series is sponsored by Susquehanna International Securities Ltd (SIG)  and Science Foundation Ireland (SFI).