Mark C. Hutchinson

University College Cork

Professor of Finance

O'Rahilly Building

College Road

Cork

Ireland

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 20,291

SSRN RANKINGS

Top 20,291

in Total Papers Downloads

3,633

SSRN CITATIONS
Rank 49,355

SSRN RANKINGS

Top 49,355

in Total Papers Citations

9

CROSSREF CITATIONS

4

Scholarly Papers (21)

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 848 (41,250)

Abstract:

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CTA, Strategy Distinctiveness

2.

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 646 (59,110)
Citation 1

Abstract:

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Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation

3.

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 623 (61,928)
Citation 2

Abstract:

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Trend Following, Time Series Momentum, Macroeconomic Risk, CTA

4.

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 305 (142,490)
Citation 2

Abstract:

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

5.

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

QMS Research Paper
Number of pages: 32 Posted: 02 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 279 (156,146)

Abstract:

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Momentum, technical trading rules, currencies

6.
Downloads 211 (204,729)
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 211 (204,477)
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 179 (236,901)

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 145 (281,937)

Abstract:

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Merger arbitrage, hedge funds

9.

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 96 (378,039)
Citation 3

Abstract:

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liquidity risk, liquidity measures, asset pricing

10.

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 93 (385,600)
Citation 1

Abstract:

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Liquidity pricing, liquidity risk, commonality.

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 84 (410,373)

Abstract:

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Regime switching, hedge fund, convertible arbitrage, Risk Model

12.

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 47 (547,232)
Citation 1

Abstract:

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Predictability, Serial Correlation, Equity Returns

13.

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 40 (582,408)

Abstract:

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

14.

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 27 (661,411)

Abstract:

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15.

Convertible Bond Arbitrage: Risk and Return

Journal of Business Finance & Accounting, Vol. 37, Issue 1-2, pp. 206-241, January/March 2010
Number of pages: 36 Posted: 02 Feb 2010
Mark C. Hutchinson and Liam A. Gallagher
University College Cork and Dublin City University Business School
Downloads 10 (806,529)
Citation 1

Abstract:

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16.

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

17.

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

Abstract:

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Trend Following, Time Series Momentum, Financial Crisis, CTA

18.

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

19.

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

20.

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 (929,346)

Abstract:

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

21.

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

Other Papers (1)

Total Downloads: 48
1.

Convertible Bond Arbitrage: Risk and Return

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 55 Posted: 07 Mar 2006 Last Revised: 08 Jul 2010
Mark C. Hutchinson and Liam A. Gallagher
University College Cork and Dublin City University Business School
Downloads 48

Abstract:

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