Author Page for Mark C. Hutchinson

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

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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 (7,930)

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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 (47,170)

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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 (84,613)

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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

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6.

Simulating Convertible Bond Arbitrage Portfolios

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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

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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

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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 (162,816)

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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 (230,776)

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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 (300,888)

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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 (355,771)

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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

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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

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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 (534,043)

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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

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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

Mark C. Hutchinson

University College Cork

Professor, Corporate Finance

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Scholarly Papers (15)

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Convertible Bond Arbitrage: Risk and Return

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