Niall O'Sullivan

University College Cork

Professor of Economics

Department of Economics

University College Cork

Cork, n/a

Ireland

SCHOLARLY PAPERS

36

DOWNLOADS
Rank 3,881

SSRN RANKINGS

Top 3,881

in Total Papers Downloads

14,260

SSRN CITATIONS
Rank 12,496

SSRN RANKINGS

Top 12,496

in Total Papers Citations

30

CROSSREF CITATIONS

65

Scholarly Papers (36)

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 7,204 (1,315)
Citation 24

Abstract:

Loading...

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 2,441 (8,181)
Citation 16

Abstract:

Loading...

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 747 (48,057)
Citation 1

Abstract:

Loading...

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 629 (60,251)
Citation 1

Abstract:

Loading...

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 600 (63,861)
Citation 2

Abstract:

Loading...

Mutual fund performance, false discovery rate

6.
Downloads 127 (113,103)
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, Joƫlle 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 127 (308,462)
Citation 3

Abstract:

Loading...

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 351 (120,709)
Citation 1

Abstract:

Loading...

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 200 (211,543)

Abstract:

Loading...

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 184 (227,633)

Abstract:

Loading...

mutual fund performance, random portfolios, skill, luck

10.

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 163 (252,295)

Abstract:

Loading...

Mutual fund family, performance persistence and risk

11.

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 134 (294,983)

Abstract:

Loading...

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

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 132 (298,346)

Abstract:

Loading...

investor mood, stock returns, behavioural finance

13.

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 108 (344,421)

Abstract:

Loading...

Mutual fund performance, liquidity risk, liquidity characteristics

14.

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 107 (346,576)

Abstract:

Loading...

mutual fund performance, volatility, liquidity, timing

15.

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 93 (379,541)
Citation 3

Abstract:

Loading...

liquidity risk, liquidity measures, asset pricing

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 92 (382,049)
Citation 1

Abstract:

Loading...

Liquidity pricing, liquidity risk, commonality.

17.

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 87 (395,361)
Citation 1

Abstract:

Loading...

Cointegration, diversification, asset classes

18.

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 86 (398,215)

Abstract:

Loading...

Financial Conditions Index, TVP-FAVAR

19.

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 86 (398,215)
Citation 5

Abstract:

Loading...

G11; G12.

20.

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 84 (403,778)

Abstract:

Loading...

Mutual fund performance, hedge funds, persistence

21.

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 74 (434,062)

Abstract:

Loading...

Momentum, trading strategies, equity returns

22.

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 68 (454,010)

Abstract:

Loading...

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

23.

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 67 (457,513)

Abstract:

Loading...

stock pricing, UK stock market, economic uncertainty

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 63 (471,876)

Abstract:

Loading...

Sentiment risk, asset pricing, stock returns, financial conditions

25.

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 54 (507,205)

Abstract:

Loading...

Chinese funds, fund performance, persistence

26.

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 53 (511,438)

Abstract:

Loading...

Monetary policy, Financial Conditions, Economic Activity Index

27.

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 50 (524,580)

Abstract:

Loading...

Inflation target, New Keynesian

28.

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 46 (542,783)
Citation 1

Abstract:

Loading...

Predictability, Serial Correlation, Equity Returns

29.

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 40 (572,607)

Abstract:

Loading...

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

30.

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 38 (583,000)

Abstract:

Loading...

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

31.

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 37 (588,505)

Abstract:

Loading...

Mutual fund performance persistence, factor models, portfolio size.

32.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 8 (809,827)
Citation 1

Abstract:

Loading...

33.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 4 (851,924)
Citation 1

Abstract:

Loading...

Mutual fund performance, false discovery rate

34.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 3 (863,674)

Abstract:

Loading...

35.

How Skilful are US Fixed-Income Fund Managers?

International Review of Financial Analysis, Vol. 74, No. 101673, 2021
Posted: 18 Nov 2021
City, University of London - Bayes Business School, affiliation not provided to SSRN, City University London - The Business School and University College Cork

Abstract:

Loading...

Mutual Fund Bond Performance; False Discovery Rates

36.

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

Abstract:

Loading...

Intra Day, Pairs Trading, Reversal Strategies