Niall O'Sullivan

University College Cork

Professor of Economics

Department of Economics

University College Cork

Cork, n/a

Ireland

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 3,231

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Top 3,231

in Total Papers Downloads

12,663

SSRN CITATIONS
Rank 12,649

SSRN RANKINGS

Top 12,649

in Total Papers Citations

23

CROSSREF CITATIONS

64

Scholarly Papers (30)

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 6,949 (980)
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 2,334 (6,474)
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
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 719 (39,075)
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 London - Sir John Cass Business School, University College Cork, University College Cork and City University London - Sir John Cass Business School
Downloads 573 (52,903)
Citation 1

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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
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 567 (53,482)
Citation 2

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Mutual fund performance, false discovery rate

6.
Downloads 104 ( 97,267)
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 104 (289,146)
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 298 (114,297)
Citation 1

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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 147 (221,765)

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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 140 (230,572)

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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 81 (336,690)

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Mutual fund performance, liquidity risk, liquidity characteristics

11.

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 81 (336,690)

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investor mood, stock returns, behavioural finance

12.

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 78 (344,192)

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mutual fund performance, volatility, liquidity, timing

13.

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 70 (365,711)
Citation 3

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liquidity risk, liquidity measures, asset pricing

14.

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 62 (389,581)

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

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 61 (392,726)

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Cointegration, diversification, asset classes

16.

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 58 (402,572)

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Mutual fund performance, hedge funds, persistence

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 57 (406,111)
Citation 1

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Liquidity pricing, liquidity risk, commonality.

18.

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 (406,111)
Citation 3

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G11; G12.

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 (442,112)

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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 43 (458,197)

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

21.

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 29 (523,754)

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stock pricing, UK stock market, economic uncertainty

22.

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 28 (529,348)

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Sentiment risk, asset pricing, stock returns, financial conditions

23.

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
Willis Towers Watson - The Asset Management Exchange, affiliation not provided to SSRN and University College Cork
Downloads 26 (540,875)

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Financial Conditions Index, TVP-FAVAR

24.

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 (553,231)

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Chinese funds, fund performance, persistence

25.

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 (559,420)

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Predictability, Serial Correlation, Equity Returns

26.

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 (683,746)
Citation 1
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27.

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 (721,784)
Citation 1
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Mutual fund performance, false discovery rate

28.

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 (721,784)
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29.

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

30.

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