Niall O'Sullivan

University College Cork

Professor of Economics

Department of Economics

University College Cork

Cork, n/a

Ireland

  • University College Cork

SCHOLARLY PAPERS

35

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52

CROSSREF CITATIONS

44

Scholarly Papers (35)

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1.

Mutual Fund Performance

Number of pages: 86 Posted: 19 Jan 2007
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
City University London - The Business School, affiliation not provided to SSRN and University College Cork
Downloads 7,361 (1,575)
Citation 24

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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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 2,506 (9,459)
Citation 16

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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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 766 (55,339)
Citation 1

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Mutual funds performance, market timing

4.

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 of London - Bayes Business School, University College Cork, University College Cork and City University London - The Business School
Downloads 652 (68,381)
Citation 2

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Market timing, asset class timing, asset allocation

5.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 622 (72,575)
Citation 2

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Mutual fund performance, false discovery rate

6.

Momentum Profits and Time-Varying Unsystematic Risk

Downloads 140 (123,803)
Citation 14

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, Joëlle Miffre, Chris Brooks and Niall O'Sullivan
Keele Business School, Keele University, Audencia Business School, University of Bristol - School of Economics, Finance and Management and University College Cork
Downloads 140 (341,691)
Citation 3

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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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 388 (128,165)
Citation 3

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

8.

Manager characteristics: Predicting fund performance

International Review of Financial Analysis, Vol. 80, 2022
Number of pages: 11 Posted: 06 Apr 2022
Meadhbh Sherman, Andrew Clare, Niall O'Sullivan, Jun Gao and Sheng Zhu
University College Cork, City, University of London - Bayes Business School, University College Cork, University College Cork and Alter Domus Management Company
Downloads 325 (155,615)
Citation 2

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mutual fund performance, manager characteristics, manager skill, performance persistence

9.

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 of London - Bayes Business School, University College Cork and University College Cork
Downloads 199 (252,828)

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mutual fund performance, random portfolios, skill, luck

10.

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 of London - Bayes Business School, University College Cork, University College Cork and Alter Domus Management Company
Downloads 188 (266,044)

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

11.

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 of London - Bayes Business School, University College Cork and University College Cork
Downloads 174 (284,800)

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Mutual fund family, performance persistence and risk

12.

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 152 (319,223)

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investor mood, stock returns, behavioural finance

13.

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 128 (365,105)

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mutual fund performance, volatility, liquidity, timing

14.

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 124 (373,926)

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Mutual fund performance, liquidity risk, liquidity characteristics

15.

Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis

Sheng Zhu, Ella Kavanagh, Niall O'Sullivan, (2020). Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis, International Journal of Finance and Economics, Forthcoming
Number of pages: 37 Posted: 13 Jul 2020
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
Alter Domus Management Company, University College Cork - Cork University Business School and University College Cork
Downloads 118 (387,841)

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Financial Conditions Index, TVP-FAVAR

16.

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 108 (413,388)
Citation 3

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liquidity risk, liquidity measures, asset pricing

17.

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 107 (416,148)
Citation 1

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Liquidity pricing, liquidity risk, commonality.

18.

Mutual Fund Performance Persistence: Factor Models and Portfolio Size

International Review of Financial Analysis, Vol. 81, 2022
Number of pages: 38 Posted: 07 Jun 2022
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 102 (430,496)
Citation 2

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Mutual fund performance persistence, factor models, portfolio size.

19.

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 101 (433,476)
Citation 1

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Cointegration, diversification, asset classes

20.

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, Alter Domus Management Company, University College Cork and University College Cork
Downloads 100 (436,419)

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stock pricing, UK stock market, economic uncertainty

21.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 100 (436,419)

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Mutual fund performance, hedge funds, persistence

22.

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 94 (454,525)
Citation 6

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G11; G12.

23.

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 92 (460,884)

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Momentum, trading strategies, equity returns

24.

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, Alter Domus Management Company and University College Cork
Downloads 88 (473,799)

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Sentiment risk, asset pricing, stock returns, financial conditions

25.

Inflation Targeting and Financial Conditions: UK Monetary Policy during the Great Moderation and Financial Crisis

Forthcoming, Journal of Financial Stability: https://doi.org/10.1016/j.jfs.2020.100834
Number of pages: 54 Posted: 12 Feb 2021
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
Alter Domus Management Company, University College Cork - Cork University Business School and University College Cork
Downloads 87 (477,024)
Citation 1

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Monetary policy, Financial Conditions, Economic Activity Index

26.

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 84 (487,556)

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

27.

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 74 (524,781)
Citation 2

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Chinese funds, fund performance, persistence

28.

Monetary Policy Stance, Trade-Offs and the Transmission of UK Monetary Policy

Journal of Policy Modeling, Forthcoming
Number of pages: 25 Posted: 28 Oct 2022
Ella Kavanagh, Sheng Zhu and Niall O'Sullivan
University College Cork - Cork University Business School, Alter Domus Management Company and University College Cork
Downloads 72 (532,838)

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Monetary policy proxy, effective lower bound, time-varying parameter vector autoregressive

29.

Uncovering the Implicit Short-Term Inflation Target of the Bank of England

International Economics, Forthcoming
Number of pages: 44 Posted: 08 Jul 2021
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
Alter Domus Management Company, University College Cork - Cork University Business School and University College Cork
Downloads 69 (545,251)

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Inflation target, New Keynesian

30.

UK Mutual Funds: Performance Persistence and Portfolio Size

Forthcoming, Journal of Asset Management
Number of pages: 33 Posted: 25 Jan 2023
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 58 (595,216)

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Mutual fund performance persistence, factor models, portfolio size

31.

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 58 (595,216)
Citation 1

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Predictability, Serial Correlation, Equity Returns

32.

Chinese Securities Investment Funds: The Role of Luck in Performance

Gao, Jun and O'Sullivan, Niall and Sherman, Meadhbh, Chinese Securities Investment Funds: The Role of Luck in Performance, Forthcoming in Review of Accounting and Finance (December 1, 2020)
Number of pages: 48 Posted: 20 Sep 2021 Last Revised: 05 Oct 2021
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 49 (642,630)

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Bootstrap methodology, fund performance, factor models, skill versus luck, Fama-French five factors

33.

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.
Number of pages: 38 Posted: 18 Sep 2019 Last Revised: 16 Sep 2021
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 48 (648,280)
Citation 1

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

34.

How Skilful are US Fixed-Income Fund Managers?

International Review of Financial Analysis, Vol. 74, No. 101673, 2021
Posted: 18 Nov 2021
Andrew Clare, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City, University of London - Bayes Business School, affiliation not provided to SSRN, City University London - The Business School and University College Cork

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Mutual Fund Bond Performance; False Discovery Rates

35.

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