Michael O'Neill

Bond University - Bond Business School

Adjunct Associate Professor

Gold Coast

Australia

SCHOLARLY PAPERS

9

DOWNLOADS

636

CITATIONS

5

Scholarly Papers (9)

1.

Evaluating Fund Capacity: Issues and Methods

CIFR Paper No. 124/2016
Number of pages: 45 Posted: 28 Sep 2016
Michael O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 346 (85,631)
Citation 3

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2.

Capacity Management for Institutional Asset Owners

CIFR Paper No. 125/2016
Number of pages: 18 Posted: 24 Oct 2016 Last Revised: 18 Jan 2017
Michael O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 153 (191,334)
Citation 1

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3.
Downloads 111 (245,294)
Citation 1

Capacity Analysis

CIFR Paper No. 129/2016
Number of pages: 50 Posted: 06 Dec 2016
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 111 (246,571)
Citation 1

Abstract:

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Capacity Analysis

CIFR Paper No. 129/2016
Posted: 12 Apr 2017
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

Abstract:

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4.

Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?

Number of pages: 47 Posted: 31 Jan 2017
Tilak Abeysinghe, Michael O'Neill and Gulasekaran Rajaguru
National University of Singapore (NUS) - Department of Economics, Bond University - Bond Business School and Bond University
Downloads 25 (490,852)

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5.

Fund Volatility Index Using Equity Market State Prices

Accounting & Finance, Vol. 57, Issue 3, pp. 837-853, 2017
Number of pages: 17 Posted: 06 Sep 2017
Michael O'Neill and Zhangxin Frank Liu
Bond University - Bond Business School and The University of Western Australia Business School
Downloads 1 (649,206)
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State price volatility, Mutual fund

6.

Capacity Analysis for Equity Funds

Posted: 22 May 2019
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Capacity, equity mutual funds, alpha, portfolio construction, manager selection, scale

7.

State‐Preference Pricing and Volatility Indices

Accounting & Finance, Vol. 57, Issue 3, pp. 815-836, 2017
Number of pages: 22 Posted: 06 Sep 2017
Zhangxin Frank Liu and Michael O'Neill
The University of Western Australia Business School and Bond University - Bond Business School
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State‐preference pricing, VIX, Volatility forecasting

8.

Tail Risk Hedging for Mutual Funds Using Equity Market State Prices

Australian Journal of Management, Vol. 41, No. 4, 2016
Posted: 04 Nov 2016
Michael O'Neill and Zhangxin Frank Liu
Bond University - Bond Business School and The University of Western Australia Business School

Abstract:

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mutual fund, state price volatility

9.

A State‐Price Volatility Index for China's Stock Market

Accounting & Finance, Vol. 56, Issue 3, pp. 607-626, 2016
Number of pages: 20 Posted: 02 Sep 2016
Michael O'Neill, Kent Wang and Zhangxin Frank Liu
Bond University - Bond Business School, University of Queensland and The University of Western Australia Business School
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State‐Price Volatility, Fear gauge, China stock market