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Researchers at UCD

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Louis C Murray

Full Professor of Funds Management

School Of Business
Graduate School of Business
Carysfort Avenue, Blackrock
Co. Dublin

Tel: +353 1 7168827
Email: louis.murray@ucd.ie

Biography

Louis Murray is Professor of Funds Management. He has wide ranging research interests, spanning from Mergers & Acquisitions to stock market volatility and has published in journals such as the Journal of Business Finance & Accounting and Managerial & Decision Economics. Professor Murray was previously a member of staff at Queens University Belfast and has held visiting positions at the universities of Adelaide and Western Australia.

Publications

     

Peer Reviewed Journals

Alles,L;Murray,L (2017) 'Asset Pricing and Downside Risk in the Australian Share Market'. Applied Economics, 49 (43):4336-4350. Available Online [DOI] [Details]
Alles, L; Murray, L (2016) 'Investment Horizons, Time Diversification and Sustainable Withdrawal Rates for a Retirement Investment in UK Markets'. The Accounting, Finance and Governance Review, 23 (1-2):1-18. Available Online [Details]
Alles, L., Murray, L. (2013) 'Rewards for Downside Risk in Asian Markets'. Journal of Banking and Finance, 37 (7):2501-2509. Available Online [DOI] [Details]
Ke, J., Wang, L., Murray, L.; (2010) 'An empirical analysis of the volatility spillover effect between primary stock markets abroad and China'. Journal of Chinese Economic and Business Studies, 8 (3):315-333. Available Online [Details]
Alles, L., Murray, L; (2010) 'Non-Normality and Risk in Developing Asian Markets'. Review of Pacific Basin Financial Markets and Policies, 13 (4):583-605. Available Online [Details]
Alrgibi, G., Ariff, M., Murray, L.; (2010) 'What factors discriminate developed and emerging capital markets?'. Applied Economics Letters, 17 (13):1293-1298. Available Online [Details]
Alles, L., and Murray, L.; (2009) 'Risk Factors in the Sri Lankan Capital Market'. Sri Lankan Journal of Management, Vol 14 (No 1):34-47. Available Online [Details]
Alles, L., and Murray, L.; (2009) 'Investment performance and holding periods: An investigation of the major UK asset classes'. Journal of Asset Management, 10 (5):280-292. Available Online [Details]
Murray, L., , ; (2008) 'Spin-offs in an environment of bank debt'. Journal of Business Finance and Accounting, 35 (3-4):406-433. [Details]
Murray, L., Lak Alles. ; (2001) 'An Examination of Return & Volatility Patterns on the Irish Equity Market'. Applied Financial Economics, 11 (2):137-146. [Details]
Murray, L.; (2001) 'Exchange Control Deregulation and Relations Between the UK & Irish Equity Markets'. The Irish Accounting Review, 8 (1):33-53. [Details]
Murray, L., Simon Stevenson. ; (1999) 'An Examination of The Inflation Hedging Ability of Irish Real Estate'. Journal of Real Estate Portfolio Management, 5 (1):59-69. [Details]
Murray, L.; (1995) 'An Examination of Beta Estimation, Using Irish Data'. Journal of Business Finance & Accounting, 22 (6):893-906. [Details]
Murray, L., Tat Choi; (1995) 'Returns and Volatility: A Study of the Irish Equity Market'. The Irish Accounting Review, 2 (1):27-48. [Details]
Murray, L.; (1992) 'An Evaluation of the Quality of Risk Estimates of Irish Quoted Companies, after allowing for the Impact of Thin Trading and Size'. The Irish Accounting Review, :105-128. [Details]
Murray, L.; (1991) 'A Study of the Wealth Effects of Irish Takeovers and Mergers'. Managerial and Decision Economics, 12 (1):67-73. [Details]
Murray, L.; (1991) 'Risk Estimation in a Thinly Traded Market'. The Irish Accounting Review, :126-138. [Details]
Murray, L.; (1990) 'An Application of the Market Model to the Study of Takeovers and Mergers on the Dublin Stock Exchange'. Irish Journal of Business and Administrative Research, 11 :53-67. [Details]
 

Conference Publications

Alles, L; Murray, L (2016) Asset Pricing and Downside Risk in the Australian Equity Market 23rd Annual Multinational Finance Association Conference Stockholm, Sweden, , 26-JUN-16 - 29-JUN-16 [Details]
Alles, L., Murray, L. (2014) Asset Pricing, Downside Risk, and the Impact of Leverage on Equities in the Australian Share Market 21st Annual Multinational Finance Association Conference Prague, Czech Republic, , 29-JUN-14 - 02-JUL-14 [Details]
Murray, L (2014) Investment horizons, life expectancy and sustainable withdrawal rates for a self-managed retiree investment fund Irish Accounting and Finance Association 27th Annual Conference Belfast, , 29-MAY-14 - 30-MAY-14 [Details]
Alles, L., Murray, L. (2013) Investment Horizons, Time Diversification and Sustainable Withdrawal Rates during Retirement Investing in UK Markets 20th Annual Conference, Multinational Finance Society Izmir, Turkey, , 01-JUL-13 - 03-JUL-13 [Details]
Alles, L., Murray, L. (2012) Are there Excess Rewards for exposure to Downside Risk: An Empirican Examination of Asian Markets during both Upturns and Downturns 19th Annual Conference, Multinational Finance Society, Krakow, Poland [Details]
Ke J, Murray L., Wang L.; (2011) Why Volatility Spillover Effects Appear Different in Chinese Stock Markets 23rd Asian-Pacific Conference on International Accounting Issues Beijing, China, [Details]
Alles, L., Murray, L.; (2011) The Rewards for Downside Risk in Emerging Markets: An Assessment of Asian Markets Multinational Finance Association Conference Rome, [Details]
Ke, J., Murray, L., Wang, L., Xiong, H.; (2010) Research on Volatility Spillover Effects in Financial Markets, based on Copula and Kernel Functions International Conference on Computational and Information Sciences Chengdu, Sichuan China, [DOI] [Details]
Ke, J., Wang, L., and Murray, L.; (2009) An Empirical Analysis of the Volatility Spillover Effect between China and Primary Stock Markets Abroad Chinese Economic Association (Europe/U.K.) Conference Beijing, China, , 26-SEP-09 - 27-SEP-08 [Details]
Alles, L., and Murray, L.; (2009) Do Developing Markets offer Excess Rewards for exposure to Downside Risk: An Empirical Examination of Asian Markets Conference of the British Accounting and Finance Association, Dundee, UK Dundee, [Details]
Alles, L., and Murray, L.; (2008) Is Idiosyncratic Risk priced in Emerging Markets? INFINITI Annual Conference, Trinity College, Dublin [Details]
Alles, L., and Murray, L.; (2008) Downside Risk in Emerging Markets Conference of the European Financial Management Association, Athens, Greece [Details]
Alrgibi, G., Ariff, M., and Murray, L; (2008) Can we discriminate between the developed and the emerging capital markets? Asian Finance Association, Yokohama, Japan [Details]
Murray, L.; (2006) Risk, Return, and the Investment Horizon: An Investigation of the Major U.K. Asset Classes Conference of the British Accounting and Finance Association, Portsmouth, U.K [Details]
Murray, L.; (2004) Wealth Transfers and Spin-offs, in an environment of Bank Debt Multinational Finance Association, Frankfurt, Germany [Details]
Murray, L.; (2003) The relationship between Risk Measures and Return, less developed capital markets Conference of the Irish Accounting and Finance Association, University College Cork [Details]
Murray, L.; (2003) Risk Factors in Developing Capital Markets Conference of the Financial Management Association (Europe), Dublin [Details]
Murray, L.; (2001) An Assessment of the Impact of Spin-offs on the London Stock Exchange Conference of the British Accounting and Finance Association, Nottingham, U.K [Details]
Murray, L.; (2000) The financial impact of U.K. Spin-offs: An examination of alternative theories relating to Wealth and Gearing Effects Conference of the European Financial Management Association, Athens, Greece [Details]
Murray, L.; (2000) The Price Impact of Spin-off Activity on both Parent and new Spin-off Firms: The U.K. Evidence Conference of the Irish Accounting and Finance Association, Dublin Institute of Technology [Details]
Murray, L.; (1998) An Examination of Return and Volatility Patterns on the Irish Equity Market Conference of the British Accounting and Finance Association, Manchester, U.K [Details]
Murray, L.; (1998) Volatility on U.K. capital markets, and its impact on the Irish Stock Market Conference of the Irish Accounting and Finance Association, Dublin City University [Details]
Murray, L.; (1997) Causal relationships between regional and major markets: The case of Dublin and London Conference of the British Accounting Association, Birmingham, U.K [Details]
Murray, L.; (1996) Exchange Controls and the Irish Stock Exchange: The Impact of control relaxation on the relationship between Irish and UK equity markets Conference of the Irish Accounting and Finance Association, Dundalk Institute of Technology [Details]
Murray, L., and Choi, T.; (1994) An Assessment of the relationship between Returns and Volatility in a Market that is characterised by Thin Trading Conference of the Irish Accounting and Finance Association, Queen's University Belfast [Details]
Murray, L.; (1993) Risk Estimation in Small Thinly Traded Markets: The Case of Ireland Conference of the European Finance Association, Copenhagen, Denmark [Details]
Murray, L.; (1992) An Examination of whether usable Beta Estimates can be computed, using Daily Irish Data Conference of the Irish Accounting and Finance Association, University College Galway [Details]
Murray, L.; (1991) The Stability and Accuracy of Risk Estimates in a Thinly Traded Market Conference of the Irish Accounting and Finance Association, University of Ulster at Jordanstown [Details]
Murray, L.; (1989) A Comparitive Investigation on the Capital Market Effects of Irish Takeovers and Mergers Conference of the European Association of Teachers of Banking and Finance, Dublin [Details]
Murray, L.; (1988) A Simulation of Alternative Option Investment Strategies on the London Traded Options Market Conference of the Irish Accounting and Finance Association, Queen's University Belfast [Details]