Dr. Fergal O'Brien is a Senior Lecturer in Finance and Assistant Dean of Graduate & Professional Studies at the University of Limerick. He completed his PhD 'An Empirical Investigation of FTSE 100 ESX and S&P 500 SPX Equity Index Option Returns' at Lancaster University in 2007. Dr. O'Brien's MBS thesis was awarded the Guinness Irish Management Institute Sir Charles Harvey Award in 1999. Dr. O'Brien is the Course Director for the MSc in Business Analytics at the Kemmy Business School. Dr. O'Brien is undertaking research primarily in the areas of finance, risk, process improvements in financial services and knowledge management. He is also involved in a tacit knowledge research project and ASSK Knowledge Analytics.
Option Returns; Asset Pricing Models; Sentiment in Equity Markets; Skewness and Kurtosis in Asset Returns; Returns to Horse Racing Bets; Tacit Knowledge
- 1999 - Guinness Irish Management Institute SirCharles Harvey Award
- - Edward Cahill Memorial Prize