Mark C. Hutchinson

University College Cork

Professor, Corporate Finance

O'Rahilly Building

College Road

Cork

Ireland

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 6,040

SSRN RANKINGS

Top 6,040

in Total Papers Downloads

5,702

CITATIONS

2

Scholarly Papers (15)

1.

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.
Number of pages: 18 Posted: 07 Jul 2010 Last Revised: 28 May 2013
David Bowen, Mark C. Hutchinson and Niall O'Sullivan
University College Cork, University College Cork and University College Cork
Downloads 1,583 (5,876)
Citation 1

Abstract:

Intra Day, Pairs Trading, Reversal Strategies

2.

Is This Time Different? Trend Following and Financial Crises

Number of pages: 43 Posted: 09 Jan 2014 Last Revised: 23 Sep 2014
Mark C. Hutchinson and John J. O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 1,070 (8,055)

Abstract:

Trend Following, Time Series Momentum, Financial Crisis, 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 335 (47,849)

Abstract:

Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation

4.

Dedicated Short Bias Hedge Funds Diversification and Alpha during Financial Crises

Number of pages: 31 Posted: 22 May 2010 Last Revised: 18 Aug 2011
Ciara Connolly and Mark C. Hutchinson
University College Cork and University College Cork
Downloads 265 (81,106)

Abstract:

Hedge Funds, Put Options, STR Models, Short Selling

5.

Time Series Momentum and Macroeconomic Risk

Number of pages: 47 Posted: 18 Jan 2015 Last Revised: 18 Aug 2015
Mark C. Hutchinson and John J. O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 224 (61,072)

Abstract:

Trend Following, Time Series Momentum, Macroeconomic Risk, CTA

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 177 (135,960)

Abstract:

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:

Arbitrage, Convertible Bonds, Hedge Funds

7.

Skewness, Fund Flows, and Hedge Fund Performance

Number of pages: 45 Posted: 12 Jun 2014 Last Revised: 29 Feb 2016
Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar
University of Miami - Department of Finance, University College Cork and University of Miami - School of Business Administration
Downloads 78 (159,959)

Abstract:

Performance measurement, hedge funds, return skewness, performance persistence

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 66 (226,595)

Abstract:

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 43 (292,186)

Abstract:

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 27 (339,811)

Abstract:

Liquidity pricing, liquidity risk, commonality.

11.

Does Convertible Arbitrage Risk Exposure Vary Through Time?

Number of pages: 29 Posted: 18 Apr 2015
Liam A. Gallagher, Mark C. Hutchinson and John J. O'Brien
Dublin City University Business School, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 22 (342,954)

Abstract:

Regime switching, hedge fund, convertible arbitrage

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 14 (450,248)

Abstract:

Predictability, Serial Correlation, Equity Returns

13.

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 3 (512,901)
Citation 1
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Abstract:

14.

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

Number of pages: 39 Posted: 10 Jun 2016 Last Revised: 11 Nov 2016
Jason Foran, Mark C. Hutchinson, David F McCarthy and John J. O'Brien
University College Cork, University College Cork, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 0 (39,080)

Abstract:

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

15.

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
Melbourne Business School, University College Cork and University of Amsterdam Business School

Abstract:

customer satisfaction, firm value, mis-pricing, risk

Other Papers (1)

Total Downloads: 14    Citations: 1
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 0 (512,901)
Citation 1

Abstract:

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