Philip O'Reilly

University College Cork - Cork University Business School

West Wing, Main Quadrangle, College Road

Cork

Ireland

  • University College Cork - Cork University Business School

SCHOLARLY PAPERS

4

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599

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Scholarly Papers (4)

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1.

Technical Trading Rule Profitability in Currencies: It’s All About Momentum

Research in International Business and Finance, forthcoming
Number of pages: 32 Posted: 02 Feb 2022 Last Revised: 11 Oct 2022
Mark C. Hutchinson, Panagiotis Kyziropoulos, John O'Brien, Philip O'Reilly and Tripti Sharma
University College Cork, University College Cork - Cork University Business School, University College Cork - Department of Accounting, Finance and Information Systems, University College Cork - Cork University Business School and Queen's Management School, Queen's University Belfast
Downloads 378 (127,022)

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Momentum, technical trading rules, currencies

2.

Are Carry, Momentum and Value Still There in Currencies?

International Review of Financial Analysis, Forthcoming
Number of pages: 36 Posted: 03 Feb 2022 Last Revised: 12 Jul 2022
Mark C. Hutchinson, Panagiotis Kyziropoulos, John O'Brien, Philip O'Reilly and Tripti Sharma
University College Cork, University College Cork - Cork University Business School, University College Cork - Department of Accounting, Finance and Information Systems, University College Cork - Cork University Business School and Queen's Management School, Queen's University Belfast
Downloads 204 (237,950)

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Currency return predictability, Carry, Momentum, Time series momentum, Cross sectional momentum, Value

3.

Moving to Greener Pastures Does Hedge Fund Manager Skill Persist Across Asset Classes?

Number of pages: 12 Posted: 13 Apr 2023
Mark C. Hutchinson, Quang Minh Nhi Nguyen and Philip O'Reilly
University College Cork, The University of Danang - University of Economics - the University of Danang and University College Cork - Cork University Business School
Downloads 13 (876,142)

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4.

Moving to Greener Pastures: Does Hedge Fund Manager Skill Persist Across Asset Classes?

Number of pages: 12 Posted: 11 Apr 2023
Mark C. Hutchinson, Quang Minh Nhi Nguyen and Philip O'Reilly
University College Cork, The University of Danang and University College Cork - Cork University Business School
Downloads 4 (954,119)

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Hedge funds, currency predictability, predicting performance