2018
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GALLAGHER, L., HUTCHINSON, M., O'BRIEN, J. (2018). Does Convertible Arbitrage Risk Exposure Vary Through Time? Review of Pacific Basin Financial Markets and Policies, 21 (4). doi:10.1142/S0219091518500261. Details
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2016
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BOWEN, D., HUTCHINSON, M. (2016). Pairs trading in the UK equity market: risk and return. European Journal of Finance. doi:10.1080/1351847X.2014.953698. Details
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2010
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BOWEN, D., HUTCHINSON, M., O'SULLIVAN, N. (2010). High-Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution, and Patterns in Returns. The Journal of Trading. doi:10.3905/jot.2010.5.3.031. Details
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2008
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HUTCHINSON, M., GALLAGHER, L. (2008). Simulating convertible bond arbitrage portfolios. Applied Financial Economics. doi:10.1080/09603100701604217. Details
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2009
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O'SULLIVAN, D., HUTCHINSON, M., O'CONNELL, V. (2009). Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: "The statistical significance of portfolio returns" by Claes Fornell, Sunil Mithas and Forrest Morgeson. International Journal of Research In Marketing. doi:10.1016/j.ijresmar.2009.03.003. Details
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2009
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O'SULLIVAN, D., ABELA, A. V., HUTCHINSON, M. (2009). Marketing performance measurement and firm performance: Evidence from the European high-technology sector. European Journal of Marketing. doi:10.1108/03090560910947070. Details
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2009
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O'SULLIVAN, D., HUTCHINSON, M., O'CONNELL, V. (2009). Empirical evidence of the stock market's (mis)pricing of customer satisfaction. International Journal of Research In Marketing. doi:10.1016/j.ijresmar.2008.08.004. Details
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2010
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HUTCHINSON, M., GALLAGHER, L. A. (2010). Convertible bond arbitrage: Risk and return. Journal of Business Finance and Accounting. doi:10.1111/j.1468-5957.2009.02178.x. Details
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2012
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CONNOLLY, C., HUTCHINSON, M. (2012). Dedicated short Bias Hedge funds: Diversification and Alpha during Financial Crises. Journal of Alternative Investments. doi:10.3905/jai.2012.14.3.028. Details
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2014
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FORAN, J., HUTCHINSON, M., O'SULLIVAN, N. (2014). The asset pricing effects of UK market liquidity shocks: Evidence from tick data. International Review of Financial Analysis. doi:10.1016/j.irfa.2014.01.010. Details
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2014
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HUTCHINSON, M., O'BRIEN, J. (2014). Is this time different? Trend- following and financial crises. Journal of Alternative Investments. doi:10.3905/jai.2014.17.2.082. Details
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2015
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FORAN, J., HUTCHINSON, M., O'SULLIVAN, N. (2015). Liquidity commonality and pricing in UK equities. Research in International Business and Finance. doi:10.1016/j.ribaf.2015.02.006. Details
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2017
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FORAN, J., HUTCHINSON, M., MCCARTHY, D. F., O'BRIEN, J. (2017). Just a one-trick pony? An analysis of CTA risk and return. Journal of Alternative Investments. doi:10.3905/jai.2017.20.2.008. Details
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2018
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HUTCHINSON, M., MULCAHY, M., O'BRIEN, J. (2018). What is the cost of faith? An empirical investigation of Islamic purification. Pacific Basin Finance Journal. Details
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2018
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HAMILL, P. A., HUTCHINSON, M., NGUYEN, Q. M. N., MULCAHY, M. (2018). FDA approval announcements: Attention-grabbing or event-day misspecification? Economics Letters. doi:10.1016/j.econlet.2018.06.024. Details
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2019
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BROWNE, O., O'REILLY, P., HUTCHINSON, M., KRDZAVAC, N. B. (2019). Distributed data and ontologies: An integrated semantic web architecture enabling more efficient data management. Association for Information Science and Technology. doi:10.1002/asi.24144. Details
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2010
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BUCKLEY, C., COTTER, D., HUTCHINSON, M., O'LEARY, C. (2010). Empirical evidence of lack of significant support for whistleblowing. Corporate Ownership and Control. doi:10.22495/cocv7i3c2p3. Details
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2020
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HUTCHINSON, M., O'BRIEN, J. (2020). Time Series Momentum and Macroeconomic Risk. International Review of Finance. doi:https://doi.org/10.1016/j.irfa.2020.101469. Details
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2020
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HUTCHINSON, M., O'BRIEN, J. (2020). Time series momentum and macroeconomic risk. International Review of Financial Analysis, 69. doi:10.1016/j.irfa.2020.101469. Details
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2019
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HEUSON, A. J., HUTCHINSON, M., KUMAR, A. (2019). Predicting hedge fund performance when fund returns are skewed. Financial Management. doi:10.1111/fima.12304. Details
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2019
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HUTCHINSON, M., O'BRIEN, J. (2019). Testing futures trading strategy assumptions. Journal of Alternative Investments, 22 (2), 47 - 63. doi:10.3905/jai.2019.1.075. Details
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2021
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BOLLEN, N. P. B., HUTCHINSON, M. C., O'BRIEN, J. (2021). When it pays to follow the crowd: Strategy conformity and CTA performance. Journal of Futures Markets, 41 (6), 875-894. doi:10.1002/fut.22199. Details
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2022
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HUTCHINSON, M. C., MULCAHY, M., NGUYEN, Q. M. N. (2022). Private hedge fund firms' incentives and performance: Evidence from audited filings. The European Journal of Finance, 28 (3). Details
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2022
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HUTCHINSON, M., KYZIROPOULOS, P. E., O'BRIEN, J., O'REILLY, P., SHARMA, T. (2022). Are carry, momentum and value still there in currencies? International Review of Financial Analysis, 83. doi:10.1016/j.irfa.2022.102245. Details
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2022
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HUTCHINSON, M. C., KYZIROPOULOS, P. E., O'BRIEN, J., O'REILLY, P., SHARMA, T. (2022). Technical trading rule profitability in currencies: It’s all about momentum. Research in International Business and Finance, 63. doi:10.1016/j.ribaf.2022.101779. Details
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2023
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DEHGHANI, M., KARAVIDAS, D., PANOURGIAS, N., HUTCHINSON, M. C., REILLY, P. O. (2023). Assessing the Quality of Financial Technology Patents Through the Development of a Patent Quality Index for Comparing Jurisdictions, Technical Domains, and Leading Organizations. IEEE Transactions on Engineering Management. doi:10.1109/tem.2023.3240620. Details
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