Mark C. Hutchinson

University College Cork

Professor of Finance

O'Rahilly Building

College Road

Cork

Ireland

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 18,758

SSRN RANKINGS

Top 18,758

in Total Papers Downloads

4,906

SSRN CITATIONS
Rank 44,126

SSRN RANKINGS

Top 44,126

in Total Papers Citations

15

CROSSREF CITATIONS

4

Scholarly Papers (25)

1.

When It Pays to Follow the Crowd: Strategy Conformity and CTA Performance

Journal of Futures Markets
Number of pages: 47 Posted: 14 Nov 2019 Last Revised: 09 Feb 2021
Nicolas P. B. Bollen, Mark C. Hutchinson and John O'Brien
Vanderbilt University - Finance, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 1,006 (41,072)

Abstract:

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CTA, Strategy Distinctiveness

2.

Time Series Momentum and Macroeconomic Risk

Number of pages: 48 Posted: 18 Jan 2015 Last Revised: 03 Feb 2022
Mark C. Hutchinson and John O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 737 (62,966)
Citation 2

Abstract:

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Trend Following, Time Series Momentum, Macroeconomic Risk, CTA

3.

Pairs Trading in the UK Equity Market: Risk and Return

European Journal of Finance, Forthcoming
Number of pages: 43 Posted: 05 Nov 2013 Last Revised: 23 Sep 2014
David Bowen and Mark C. Hutchinson
University College Cork and University College Cork
Downloads 699 (67,381)
Citation 1

Abstract:

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Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation

4.

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
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 409 (130,100)

Abstract:

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Momentum, technical trading rules, currencies

5.

Predicting Hedge Fund Performance When Fund Returns Are Skewed

Number of pages: 40 Posted: 12 Jun 2014 Last Revised: 20 Oct 2019
Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar
University of Miami - Department of Finance, University College Cork and University of Miami - Miami Herbert Business School
Downloads 346 (156,714)
Citation 2

Abstract:

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Performance measurement, hedge funds, fund-specific skewness, performance

6.
Downloads 236 (232,374)
Citation 1

Simulating Convertible Bond Arbitrage Portfolios

Number of pages: 40 Posted: 09 Jul 2010
Liam A. Gallagher and Mark C. Hutchinson
Dublin City University Business School and University College Cork
Downloads 236 (231,410)
Citation 1

Abstract:

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Convertible Bonds, Arbitrage

Simulating Convertible Bond Arbitrage Portfolios

Applied Financial Economics, Vol. 18, No. 15, pp. 1247-1262, August 2008
Posted: 22 May 2010
Liam A. Gallagher and Mark C. Hutchinson
Dublin City University Business School and University College Cork

Abstract:

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Arbitrage, Convertible Bonds, Hedge Funds

7.

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
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 219 (249,474)

Abstract:

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

8.

Risk and Return of Merger Arbitrage in the UK: 2001 to 2004

Number of pages: 37 Posted: 07 Nov 2013 Last Revised: 09 Nov 2013
Patrick Kearney, Mark C. Hutchinson and Derry Cotter
University College Cork, University College Cork and University College Cork
Downloads 187 (288,208)

Abstract:

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Merger arbitrage, hedge funds

9.

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

Number of pages: 14 Posted: 13 Apr 2023 Last Revised: 10 Aug 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 159 (331,961)

Abstract:

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10.

A Bibliometric and Systemic Literature Review of Biodiversity Finance

Number of pages: 12 Posted: 19 Feb 2024
Mark C. Hutchinson and Brian M. Lucey
University College Cork and Trinity Business School, Trinity College Dublin
Downloads 144 (360,097)

Abstract:

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biodiversity; finance; climate change; scientometrics

11.

Does Convertible Arbitrage Risk Exposure Vary Through Time?

Number of pages: 34 Posted: 18 Apr 2015 Last Revised: 16 Jun 2018
Liam A. Gallagher, Mark C. Hutchinson and John O'Brien
Dublin City University Business School, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 122 (409,237)

Abstract:

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Regime switching, hedge fund, convertible arbitrage, Risk Model

12.

Convertible Bond Arbitrage: Risk and Return

Journal of Business Finance and Accounting, Vol. 37, Issue 1‐2 (2010): 206-241
Number of pages: 55 Posted: 14 Feb 2023
Mark C. Hutchinson and Liam A. Gallagher
University College Cork and Dublin City University Business School
Downloads 121 (411,775)

Abstract:

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Arbitrage, Convertible bonds, Trading, Hedge funds, Factor models

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 113 (433,244)
Citation 3

Abstract:

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liquidity risk, liquidity measures, asset pricing

14.

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 111 (438,894)
Citation 1

Abstract:

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Liquidity pricing, liquidity risk, commonality.

15.

Why Avoid Participating in an Accelerator? Countersignaling by High-quality FinTech Ventures

British Journal of Management, Forthcoming
Number of pages: 67 Posted: 04 Jan 2024
University College Cork - Cork University Business School, Florida Atlantic University, University College Cork, University of New South Wales (UNSW) and University College Cork - Cork University Business School
Downloads 74 (569,430)

Abstract:

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Accelerators; FinTech; Countersignalling

16.

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 64 (615,024)
Citation 1

Abstract:

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Predictability, Serial Correlation, Equity Returns

17.

FDA approval announcements: Attention-grabbing or Event-day misspecification?

Economics Letters, Vol. 170, 2018
Number of pages: 6 Posted: 26 Apr 2021
Emirates Institute for Banking and Financial Studies, University College Cork, The University of Danang - University of Economics - the University of Danang and University College Cork - College of Business and Law
Downloads 63 (620,020)

Abstract:

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Research and Development, FDA Attention-Grabbing, Pharmaceuticals, Event Study

18.

Do Agency Problems Predict the (Under-) Performance of Private Hedge Funds?

Number of pages: 39 Posted: 19 Apr 2023 Last Revised: 22 Apr 2023
Philip A. Hamill, Mark C. Hutchinson and Quang Minh Nhi Nguyen
Abu Dhabi University, University College Cork and The University of Danang
Downloads 56 (656,953)

Abstract:

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Hedge funds, performance, agency problems, delegated portfolio management

19.

Private Hedge Fund Firms’ Incentives and Performance: Evidence from Audited Filings

The European Journal of Finance
Number of pages: 36 Posted: 08 Jul 2021
Mark C. Hutchinson, Quang Minh Nhi Nguyen and Mark B. Mulcahy
University College Cork, The University of Danang - University of Economics - the University of Danang and University College Cork - College of Business and Law
Downloads 40 (756,713)

Abstract:

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20.

Dedicated Short Bias Hedge Funds Diversification and Alpha during Financial Crises

Posted: 21 May 2019
Ciara Connolly and Mark C. Hutchinson
University College Cork and University College Cork

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Hedge Funds, Put Options, STR Models, Short Selling

21.

Is This Time Different? Trend Following and Financial Crises

Posted: 21 May 2019
Mark C. Hutchinson and John O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems

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Trend Following, Time Series Momentum, Financial Crisis, CTA

22.

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:

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Intra Day, Pairs Trading, Reversal Strategies

23.

Testing Futures Trading Strategy Assumptions

Posted: 03 Apr 2018 Last Revised: 02 Dec 2019
Mark C. Hutchinson and John O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems

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Time Series Momentum, Commodity Trading Advisors, CTAs, Fees, Transaction Costs, Synthetic Futures

24.

Just a One Trick Pony? An Analysis of CTA Risk and Return

Posted: 10 Jun 2016 Last Revised: 22 May 2019
Jason Foran, Mark C. Hutchinson, David McCarthy and John O'Brien
University College Cork, University College Cork, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 0 (1,097,094)

Abstract:

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Performance measurement, Commodity Trading Advisors, CTAs, Alternative risk premia

25.

Empirical Evidence of the Stock Market's (Mis)Pricing of Customer Satisfaction

International Journal of Research in Marketing, Vol. 26, pp. 154-161, 2009
Posted: 10 Aug 2009
Don O'Sullivan, Mark C. Hutchinson and Vincent O'Connell
University of Melbourne - Melbourne Business School, University College Cork and University of Amsterdam Business School

Abstract:

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customer satisfaction, firm value, mis-pricing, risk