Prof. Mark Hutchinson
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Biography
is Professor and Chair of Finance at Cork University Business School, University College Cork. His reputation for research excellence has been developed by publishing in journals recognised internationally as publishing the most original and best-executed research. He is known for his ability to collect novel data and provide new insights on investment strategies, through his strong links with the financial services industry. His current research agenda focuses on the intersection of hedge funds, behavioral finance and futures market trading strategies. Professor Hutchinson's research is high impact. He is the leading finance academic in Ireland for research funding, being a renowned expert on the combination of finance and technology. He regularly presents his research throughout Europe and the US.He is the founder and Co-Chair of the Annual FMA Conference on Hedge Funds which has been running in Europe since 2014. Since inception the conference has taken place at Imperial College London Business School, Aspect Capital Limited (an international asset management company) and Judge Business School. It is an extremely selective conference focused on emerging European faculty. Co-Chairs to date have been Franklin Allen, Jennifer Conrad, Mark Mulcahy and Pedro Saffi.He has been at UCC since 2002 where he is also Co-Director of the . In 2007 Prof Hutchinson founded the Centre for Investment Research with researchers at CASS Business School, DCU and University College Cork (Dr Niall O’Sullivan, School of Economics). This centre focuses on researching mutual funds, hedge funds and trading strategies.He was appointed Professor at University College Cork in 2013. He currently sits on the curriculum development committee of the CAIA Association in the US and is an external examiner at Judge Business School, University of Cambridge and the Institute of Banking, in Dublin.
Research Interests
Hedge fund performanceTrading strategiesCorporate financeAsset pricing
Research Projects
- FAFPIN (Irish Research Council) €6,000.00 (01-MAR-14 / 12-DEC-14)
- Trend following Financial Crisis. (Foreign Industry) €27,650.00 (01-JUN-13 / 31-DEC-14)
- Economic states, Market states and Times Series. (Foreign Industry) €28,700.00 (01-JUN-14 / 31-DEC-17)
- Fund Service Ontology-Proof of Concept (Industry) €376,366.00 (15-MAY-16 / 31-DEC-17)
- PhD Scholars Programme (Department of Health) €282,654.00 (01-JAN-16 / 30-DEC-19)
- Enterprise Ireland/IDA, Governance, Risk and Compliance Technology Centre, (Enterprise Ireland) €6,350,000.00 ( / )
- IRCHSS "Centre for Investment Research" (Irish Research Council for Humanities and Social Sciences (IRCHSS)) €218,773.00 (01-JAN-07 / 30-SEP-10)
- Commercialisation Fund Proposal. (Enterprise Irl) €43,445.00 (27-MAR-11 / 01-JAN-13)
Affiliations
- Track Chair 2014 Annual Conference, Financial Management Association (07-NOV-13 / 06-NOV-14)
Modules
- Derivatives Valuation
- Placement Plan
Journal Activities
- Referee, Journal Of Banking And Finance (-)
- Referee, Irish Journal Of Management (-)
- Referee, Irish Accounting Review (-)
- Referee, Financial Management (-)
Other Activities
- Track Chair, Financial Management Association Annual Meetings, 2014Subject External Examiner, Smurfit Business School, University College Dublin, 2011 – PresentExternal Examiner, Institute of Bankers, 2013 – PresentPhD Committee, Accounting, University of Amsterdam, 2013PhD External Examiner, Finance, University College Dublin, 2012
Education
- Dublin City University Business School , PhD, PhD Finance (2006)
- UCC, Cork , MSC FINANCE - UCC, MSc Finance (2000)
- UCC, Cork , BSc, BSc Finance (1999)
Employment
- Professor of Corporate Finance, UCC (01-JUL-13 /)
- Lecturer Finance, UCC (01-SEP-02 / 30-DEC-99)
- Derivatives Trader, HSBC Investment Bank (01-SEP-00 / 01-SEP-02)
- HSBC Investment Bank, HSBC Investment Bank (01-FEB-02 / 01-SEP-02)
- Trader, HSBC Investment Bank (01-AUG-00 / 01-JAN-02)
Current Postgrads
- Browne Oliver Samuel (Doctoral Degree)
Professional Achievements
Honours and Awards
- Enterprise Ireland: Research Funding EUR140,000 (2011)
- IRCHSS: Research Funding EUR200,000 (2007)
- : IAFA Scholar 2005 (2005)
- Fulbright Commission: Fulbright Scholar, 2000 (2000)
Publications
Peer Reviewed Journals
Year | Publication |
---|---|
2020 |
Time series momentum and macroeconomic risk Hutchinson M.C.;O'Brien J (2020) Time series momentum and macroeconomic risk. : International Review of Financial Analysis [Details] |
2019 |
Predicting hedge fund performance when fund returns are skewed Heuson, Andrea J.; Hutchinson, Mark C.; Kumar, Alok (2019) Predicting hedge fund performance when fund returns are skewed. : Financial Management [Details] |
2018 |
FDA approval announcements: attention-grabbing or event-day misspecification? Nguyen Q.M.N., Hamill P.A., Hutchinson M.C. and Mulcahy M (2018) FDA approval announcements: attention-grabbing or event-day misspecification?. : Economics Letters [Details] |
2018 |
Distributed Data and Ontologies: An Integrated Semantic Web Architecture Enabling More Efficient Data Management Browne, O.; Hutchinson, M.C., Krdzavac, N.; O'Reilly P (2018) Distributed Data and Ontologies: An Integrated Semantic Web Architecture Enabling More Efficient Data Management. : Journal Of The Association For Information Science And Technology [Details] |
2018 |
What is the cost of faith? An empirical investigation of Islamic purification M. Hutchinson, M. Mulcahy and J. O’Brien (2018) What is the cost of faith? An empirical investigation of Islamic purification. : Pacific-Basin Finance Journal [Details] |
2018 |
Testing futures trading strategy assumptions Hutchinson, M.C. and O'Brien, J (2018) Testing futures trading strategy assumptions. : The Journal of Alternative Investments [Details] |
2018 |
Does Convertible Arbitrage Risk Exposure Vary Through Time? L. Gallagher, M.C. Hutchinson and J. O’Brien (2018) Does Convertible Arbitrage Risk Exposure Vary Through Time?. : Review of Pacific Basin Financial Markets and Policies [Details] |
2017 |
Just a One Trick Pony? An Analysis of CTA Risk and Return J. Foran, M.C. Hutchinson D.F. McCarthy and J. O’Brien (2017) Just a One Trick Pony? An Analysis of CTA Risk and Return. : The Journal of Alternative Investments [Details] |
2016 |
Pairs trading in the UK equity market: risk and return Bowen, D. and Hutchinson, M.C (2016) Pairs trading in the UK equity market: risk and return. : European Journal Of Finance [Details] |
2015 |
Liquidity Commonality and Pricing in UK Equities Jason Foran, Mark Hutchinson, Niall O'Sullivan (2015) Liquidity Commonality and Pricing in UK Equities. : Research in International Business and Finance [Details] |
2014 |
The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data Foran, J., Hutchinson, M. and O'Sullivan, N (2014) The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data. : International Review of Financial Analysis [Details] |
2014 |
Is This Time Different? Trend Following and Financial Crises Hutchinson M.C. and J. O’Brien (2014) Is This Time Different? Trend Following and Financial Crises. : The Journal of Alternative Investments [Details] |
2012 |
Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises Connolly C. and Hutchinson M. C (2012) Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises. : The Journal of Alternative Investments [Details] |
2010 |
Convertible Bond Arbitrage: Risk and Return Hutchinson, MC; Gallagher, L (2010) Convertible Bond Arbitrage: Risk and Return. : Journal of Business Finance and Accounting [Details] |
2010 |
High Frequency Pairs Trading: Risk and Return Bowen, D; Hutchinson, MC; Gallagher, L (2010) High Frequency Pairs Trading: Risk and Return. : Journal of Trading [Details] |
2009 |
Empirical Evidence of the Stock Market's (Mis)Pricing of Customer Satisfaction O'Sullivan, D. Hutchinson M.C. and O'Connell (2009) Empirical Evidence of the Stock Market's (Mis)Pricing of Customer Satisfaction. : International Journal of Research in Marketing [Details] |
2009 |
Measuring Alpha: The Consequences of Ignoring The Four-Factor Model O'Sullivan, D. Hutchinson M.C. and O'Connell, V (2009) Measuring Alpha: The Consequences of Ignoring The Four-Factor Model. : International Journal of Research in Marketing [Details] |
2009 |
Marketing Performance Measurement and Firm Performance: Evidence From the European High Technology Sector O¿Sullivan, D., Abela, A. and Hutchinson M.C (2009) Marketing Performance Measurement and Firm Performance: Evidence From the European High Technology Sector. : European Journal of Marketing [Details] |
2008 |
Simulating convertible bond arbitrage portfolios Hutchinson M.C. and L. Gallagher (2008) Simulating convertible bond arbitrage portfolios. : Applied Financial Economics [Details] |
2011 |
Predictability Revisited: UK Equity Returns, 1965 - 2007 D. Bowen, M. Hutchinson and N. O' Sullivan (2011) Predictability Revisited: UK Equity Returns, 1965 - 2007. : Irish Accounting Review [Details] |
2010 |
Empirical Evidence of Lack of Significant Support for Whistleblowing Buckley, C; Cotter, D; O'Leary, C; Hutchinson, MC (2010) Empirical Evidence of Lack of Significant Support for Whistleblowing. : Corporate Ownership and Control [Details] |
2008 |
A question of balance and vision Hutchinson, M.C (2008) A question of balance and vision. : Technology Ireland [Details] |
2007 |
RISK AND RETURN OF MERGER ARBITRAGE IN THE UK 2001 TO 2004. The Irish Accounting Review Kearney, P.,Hutchinson, M.,Cotter, D (2007) RISK AND RETURN OF MERGER ARBITRAGE IN THE UK 2001 TO 2004. The Irish Accounting Review. : The Irish Accounting Review [Details] |
2003 |
Hedge Funds: An Irish Perspective Hutchinson M.C (2003) Hedge Funds: An Irish Perspective. : Irish Journal of Management [Details] |
Other Journals
Year | Publication |
---|---|
2006 |
L-STR Models in Convertible Bond Arbitrage Returns Hutchinson M. C (2006) L-STR Models in Convertible Bond Arbitrage Returns. : Working paper [Details] |
2006 |
A RALS analysis of Convertible Bond Arbitrage Returns Hutchinson M. C (2006) A RALS analysis of Convertible Bond Arbitrage Returns. : Working paper [Details] |
2005 |
Convertible Bond Arbitrage: Evidence on Risk and Return Hutchinson M.C. Gallagher L (2005) Convertible Bond Arbitrage: Evidence on Risk and Return. : Eurekahedge Monthly [Details] |
2005 |
Convertible Arbitrage Performance Measurement Hutchinson M.C. Gallagher L (2005) Convertible Arbitrage Performance Measurement. : Finance [Details] |
Conference Publications
Year | Publication |
---|---|
2008 |
Whistle-blowing: the Case of a Large Irish Financial Services Company Buckley, C., Cotter, D. and Hutchinson, M. C (2008) Whistle-blowing: the Case of a Large Irish Financial Services Company. [Details] |
Conference Contributions
Year | Publication |
---|---|
2017 |
Skewness and Hedge Fund Flows. [Invited Lectures (Conference)] Hutchinson, M.C., Heuson A.J. and A. Kumar (2017) Skewness and Hedge Fund Flows. [Invited Lectures (Conference)]. [Details] |
2016 |
Hedge Funds. [Invited Lectures (Conference)] Heuson A. Hutchinson M.C. and Kumar A (2016) Hedge Funds. [Invited Lectures (Conference)]. [Details] |
2015 |
Time Series Momentum and Macroeconomic Risk. [Invited Lectures (Conference)] O'Brien J. and Hutchinson M.C (2015) Time Series Momentum and Macroeconomic Risk. [Invited Lectures (Conference)]. [Details] |
2015 |
Time Series Momentum and Macroeconomic Risk. [Invited Lectures (Conference)] O'Brien J. and Hutchinson M.C (2015) Time Series Momentum and Macroeconomic Risk. [Invited Lectures (Conference)]. [Details] |
2014 |
Annual Conference. [Oral Presentation] Hutchinson, M.C. and J.J. O'Brien (2014) Annual Conference. [Oral Presentation]. [Details] |
2014 |
Invited Plenary Lecture. [Plenary Lecture] Hutchinson, M.C. and J.J. O'Brien (2014) Invited Plenary Lecture. [Plenary Lecture]. [Details] |
2014 |
Is This Time Different? Trend Following and Financial Crises. [N/A] Hutchinson M.C. and O'Brien J. J (2014) Is This Time Different? Trend Following and Financial Crises. [N/A]. [Details] |
2013 |
FMA Europe Annual Conference. [Oral Presentation] Hutchinson M.C (2013) FMA Europe Annual Conference. [Oral Presentation]. [Details] |
2013 |
FMA US Annual Conference. [Oral Presentation] Hutchinson M.C (2013) FMA US Annual Conference. [Oral Presentation]. [Details] |
2011 |
Co-Author. [Oral Presentation] Hutchinson M.C (2011) Co-Author. [Oral Presentation]. [Details] |
2011 |
Co-Author and discussant. [Conference Organising Committee Chairperson] Hutchinson, M.C (2011) Co-Author and discussant. [Conference Organising Committee Chairperson]. [Details] |
2010 |
Co-Author. [Oral Presentation] Hutchinson, M.C (2010) Co-Author. [Oral Presentation]. [Details] |
2010 |
Presenter and discussant. [Oral Presentation] Hutchinson, M.C (2010) Presenter and discussant. [Oral Presentation]. [Details] |
2009 |
Presenter and discussant. [Oral Presentation] Hutchinson, M.C (2009) Presenter and discussant. [Oral Presentation]. [Details] |
2008 |
Irish Accounting and Finance (IAFA) Annual Meeting (Co-Author). [Oral Presentation] Dr Mark Hutchinson (2008) Irish Accounting and Finance (IAFA) Annual Meeting (Co-Author). [Oral Presentation]. [Details] |
2008 |
Irish Academy of Management Annual Meeting, (Co-Author). [Oral Presentation] Dr Mark Hutchinson (2008) Irish Academy of Management Annual Meeting, (Co-Author). [Oral Presentation]. [Details] |
2008 |
Invited Presentation on Convertible Bond Arbitrage. [Oral Presentation] Dr Mark Hutchinson (2008) Invited Presentation on Convertible Bond Arbitrage. [Oral Presentation]. [Details] |
2007 |
Irish Accounting and Finance (IAFA) Annual Meeting (Presenter). [Oral Presentation] Dr Mark Hutchinson (2007) Irish Accounting and Finance (IAFA) Annual Meeting (Presenter). [Oral Presentation]. [Details] |
2007 |
Korean Accounting Association Summer Conference, (Co-Author). [Oral Presentation] Dr Mark Hutchinson (2007) Korean Accounting Association Summer Conference, (Co-Author). [Oral Presentation]. [Details] |
2006 |
Second Annual Empirical Asset Pricing Retreat. [Oral Presentation] Dr Mark Hutchinson (2006) Second Annual Empirical Asset Pricing Retreat. [Oral Presentation]. [Details] |
2006 |
A RALS analysis of Convertible Bond Arbitrage Returns. [Oral Presentation] Hutchinson M.C (2006) A RALS analysis of Convertible Bond Arbitrage Returns. [Oral Presentation]. [Details] |
2005 |
British Accounting Association Doctoral Colloquium,. [Oral Presentation] Dr Mark Hutchinson (2005) British Accounting Association Doctoral Colloquium,. [Oral Presentation]. [Details] |
2005 |
Irish Accounting and Finance (IAFA) Annual Meeting, (Presenter). [Oral Presentation] Dr Mark Hutchinson (2005) Irish Accounting and Finance (IAFA) Annual Meeting, (Presenter). [Oral Presentation]. [Details] |
2005 |
Irish Accounting and Finance (IAFA) Annual Meeting (IAFA Scholar Presentation), (Presenter). [Oral Presentation] Dr Mark Hutchinson (2005) Irish Accounting and Finance (IAFA) Annual Meeting (IAFA Scholar Presentation), (Presenter). [Oral Presentation]. [Details] |
2005 |
Irish Economic Association (IEA) Annual Meeting, (Presenter). [Oral Presentation] Dr Mark Hutchinson (2005) Irish Economic Association (IEA) Annual Meeting, (Presenter). [Oral Presentation]. [Details] |
2005 |
Convertible Bond Arbitrage. [Oral Presentation] Hutchinson M.C. and Gallagher L (2005) Convertible Bond Arbitrage. [Oral Presentation]. [Details] |
2004 |
Quantitative Finance Seminar Series. [Oral Presentation] Dr Mark Hutchinson (2004) Quantitative Finance Seminar Series. [Oral Presentation]. [Details] |
2009 |
Co-Author (2 papers). [Oral Presentation] Hutchinson M.C (2009) Co-Author (2 papers). [Oral Presentation]. [Details] |