Niall O'Sullivan

University College Cork

Professor of Economics

Department of Economics

University College Cork

Cork, n/a

Ireland

SCHOLARLY PAPERS

29

DOWNLOADS
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Top 3,076

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12,431

SSRN CITATIONS
Rank 11,891

SSRN RANKINGS

Top 11,891

in Total Papers Citations

19

CROSSREF CITATIONS

64

Scholarly Papers (29)

1.

Mutual Fund Performance

Number of pages: 86 Posted: 19 Jan 2007
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 6,879 (919)
Citation 23

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Mutual fund performance, persistence, smart money

2.

Mutual Fund Performance: Skill or Luck?

Journal of Empirical Finance, 2008, Vol. 15, Issue 4, pp. 613-634.
Number of pages: 48 Posted: 15 Feb 2005 Last Revised: 27 May 2013
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 2,309 (6,046)
Citation 14

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Mutual fund performance, bootstrapping, fama-french model

3.

The Market Timing Ability of UK Equity Mutual Funds

Number of pages: 26 Posted: 19 Jan 2007
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 711 (36,908)
Citation 1

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Mutual funds performance, market timing

4.

False Discoveries: Winners and Losers in Mutual Fund Performance

Number of pages: 36 Posted: 15 Feb 2008
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 562 (50,385)
Citation 1

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Mutual fund performance, false discovery rate

5.

Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada

Clare, Andrew D., O'Sullivan, Niall , Sherman , Meadhbh and Thomas, Steve H., Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada, Research in International Business and Finance, (2015 Forthcoming).
Number of pages: 25 Posted: 04 Apr 2015
Andrew Clare, Niall O'Sullivan, Meadhbh Sherman and Steve Thomas
City University London - Sir John Cass Business School, University College Cork, University College Cork and City University London - Sir John Cass Business School
Downloads 558 (50,841)
Citation 1

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Market timing, asset class timing, asset allocation

6.
Downloads 103 ( 91,809)
Citation 13

Momentum Profits and Time-Varying Unsystematic Risk

Journal of Banking and Finance, Vol. 32, No. 4, 2008
Number of pages: 29 Posted: 26 Jun 2013
Xiafei Li, Joƫlle Miffre, Chris Brooks and Niall O'Sullivan
Nottingham University Business School, Audencia Business School, University of Reading - ICMA Centre and University College Cork
Downloads 103 (273,918)
Citation 2

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Momentum profits, Common unsystematic risk, GJR-GARCH(1,1)-M

7.

A Review of Behavioural and Management Effects in Mutual Fund Performance

Forthcoming, International Review of Financial Analysis
Number of pages: 43 Posted: 29 Jan 2016
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 291 (109,655)

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Mutual fund performance, fund characteristics, manager characteristics, manager behavior biases

8.

Benchmarking UK Mutual Fund Performance: The Random Portfolio Experiment

Number of pages: 21 Posted: 21 Apr 2015
Andrew Clare, Niall O'Sullivan and Meadhbh Sherman
City University London - Sir John Cass Business School, University College Cork and University College Cork
Downloads 143 (213,274)

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mutual fund performance, random portfolios, skill, luck

9.

Family Status and Mutual Fund Performance

Number of pages: 22 Posted: 24 May 2013 Last Revised: 02 May 2014
Andrew Clare, Niall O'Sullivan and Meadhbh Sherman
City University London - Sir John Cass Business School, University College Cork and University College Cork
Downloads 137 (220,739)

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Mutual fund family, performance persistence and risk

10.

Liquidity Risk and the Performance of UK Mutual Funds

International Review of Financial Analysis, Vol. 35, 178-189.
Number of pages: 43 Posted: 20 Sep 2014 Last Revised: 23 Dec 2014
Jason Foran and Niall O'Sullivan
University College Cork and University College Cork
Downloads 80 (319,515)

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Mutual fund performance, liquidity risk, liquidity characteristics

11.

Mutual Fund Skill in Timing Market Volatility and Liquidity

Forthcoming, International Journal of Finance and Economics
Number of pages: 42 Posted: 01 Jun 2017
Jason Foran and Niall O'Sullivan
University College Cork and University College Cork
Downloads 71 (342,043)

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mutual fund performance, volatility, liquidity, timing

12.

The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data

Number of pages: 30 Posted: 13 Jan 2014
Jason Foran, Mark C. Hutchinson and Niall O'Sullivan
University College Cork, University College Cork and University College Cork
Downloads 68 (350,255)
Citation 3

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liquidity risk, liquidity measures, asset pricing

13.

Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area

Applied Economics Quarterly, Vol. 57, No. 4, pp 285-301
Number of pages: 18 Posted: 26 May 2013
Robert Gallagher and Niall O'Sullivan
University College Cork and University College Cork
Downloads 62 (367,467)

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investor mood, stock returns, behavioural finance

14.

The Conditional Pricing of Systematic and Idiosyncratic Risk in the U.K. Equity Market

Forthcoming, International Review of Financial Analysis.
Number of pages: 20 Posted: 18 Feb 2014 Last Revised: 23 Dec 2014
John Cotter, Niall O'Sullivan and Francesco Rossi
University College Dublin, University College Cork and University College Dublin (UCD) - UCD School of Business
Downloads 57 (382,974)
Citation 3

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G11; G12.

15.

Stocks and Bonds: Eggs in the Same or Different Baskets - A Cointegration Analysis

Number of pages: 17 Posted: 25 May 2013
Niall O'Sullivan
University College Cork
Downloads 56 (386,154)

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Cointegration, diversification, asset classes

16.

Liquidity Commonality and Pricing in UK Equities

Forthcoming, Research in International Business and Finance
Number of pages: 29 Posted: 03 Feb 2015
Jason Foran, Mark C. Hutchinson and Niall O'Sullivan
University College Cork, University College Cork and University College Cork
Downloads 55 (389,514)
Citation 1

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Liquidity pricing, liquidity risk, commonality.

17.

Investment Funds: What Next?

Quantitative and Qualitative Analysis in the Social Sciences, Vol. 2, Issue 2, pp. 45-62.
Number of pages: 18 Posted: 25 May 2013
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 54 (392,826)

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Mutual fund performance, hedge funds, persistence

18.

The Performance of US Bond Mutual Funds

International Review of Financial Analysis, Forthcoming
Number of pages: 28 Posted: 08 Apr 2019
Andrew Clare, Niall O'Sullivan, Meadhbh Sherman and Sheng Zhu
City University London - Sir John Cass Business School, University College Cork, University College Cork and Willis Towers Watson - The Asset Management Exchange
Downloads 47 (417,048)

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mutual funds, bond funds, benchmark returns, market timing, persistence.

19.

The Profitability of Momentum Trading Strategies in the Irish Equity Market

Irish Accounting Review, 2010, Vol.17, Issue 1, 55-68.
Number of pages: 18 Posted: 25 May 2013 Last Revised: 29 May 2013
Fionnghuala O' Sullivan and Niall O'Sullivan
University College Cork and University College Cork
Downloads 47 (417,048)

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Momentum, trading strategies, equity returns

20.

The Market-Timing Ability of Chinese Equity Securities Investment Funds

Number of pages: 22 Posted: 17 Oct 2017
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 41 (440,156)

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Chinese Securities, Fund Performance, Market Timing, Non-Parametric, Conditional Timing

21.

Sentiment Versus Liquidity Pricing Effects in the Cross-Section of UK Stock Returns

Forthcoming, Journal of Asset Management
Number of pages: 28 Posted: 07 May 2019
Niall O'Sullivan, Sheng Zhu and Jason Foran
University College Cork, Willis Towers Watson - The Asset Management Exchange and University College Cork
Downloads 27 (505,021)

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Sentiment risk, asset pricing, stock returns, financial conditions

22.

Performance Persistence in Chinese Securities Investment Funds

Forthcoming, Research in International Business and Finance
Number of pages: 32 Posted: 24 Jul 2017
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 24 (522,151)

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Chinese funds, fund performance, persistence

23.

Predictability Revisited: UK Equity Returns 1965 to 2007

Irish Accounting Review, Vol. 17, No. 2, Winter 2010, pp 1-20
Number of pages: 20 Posted: 28 May 2013 Last Revised: 29 May 2013
David Bowen, Mark C. Hutchinson and Niall O'Sullivan
University College Cork, University College Cork and University College Cork
Downloads 23 (528,043)

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Predictability, Serial Correlation, Equity Returns

24.

The Role of Economic Uncertainty in UK Stock Returns

Forthcoming, Journal of Risk and Financial Management
Number of pages: 30 Posted: 08 Apr 2019
Jun Gao, Sheng Zhu, Niall O'Sullivan and Meadhbh Sherman
University College Cork, Willis Towers Watson - The Asset Management Exchange, University College Cork and University College Cork
Downloads 19 (552,460)

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stock pricing, UK stock market, economic uncertainty

25.

Mutual Fund Performance: Measurement and Evidence

Financial Markets, Institutions & Instruments, Vol. 19, Issue 2, pp. 95-187, May 2010
Number of pages: 93 Posted: 19 Apr 2010
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 5 (644,485)
Citation 1
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26.

False Discoveries in UK Mutual Fund Performance

European Financial Management, Vol. 18, Issue 3, pp. 444-463, 2012
Number of pages: 20 Posted: 19 May 2012
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 1 (681,074)
Citation 1
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Mutual fund performance, false discovery rate

27.

The Market Timing Ability of UK Mutual Funds

Journal of Business Finance & Accounting, Vol. 37, Issue 1-2, pp. 270-289, January/March 2010
Number of pages: 20 Posted: 02 Feb 2010
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 1 (681,074)
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28.

An Evaluation of Chinese Securities Investment Fund Performance

Gao, O'Sullivan and Sherman (2019). An evaluation of Chinese securities investment fund performance, The Quarterly Review of Economics and Finance (2019), DOI:10.1016/j.qref.2019.08.007.
Posted: 18 Sep 2019
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork

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Chinese securities; Fund performance; Fama-French; Momentum; Conditional performance

29.

High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns

Journal of Trading, Summer 2010, Vol. 5, No. 3, 31-38., https://doi.org/10.3905/jot.2010.5.3.031
Posted: 21 May 2019
David Bowen, Mark C. Hutchinson and Niall O'Sullivan
University College Cork, University College Cork and University College Cork

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Intra Day, Pairs Trading, Reversal Strategies