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Mark C. Hutchinson

University College Cork

Professor, Corporate Finance

O'Rahilly Building

College Road

Cork

Ireland

  • University College Cork

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 5,938

SSRN RANKINGS

Top 5,938

in Total Papers Downloads

5,925

CITATIONS

2

Scholarly Papers (15)

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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 (5,892)
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 (8,000)

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 (47,428)

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 (83,085)

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 (60,902)

Abstract:

Trend Following, Time Series Momentum, Macroeconomic Risk, CTA

6.

Simulating Convertible Bond Arbitrage Portfolios

Downloads 181 (136,952)

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 181 (136,857)

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 (161,427)

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 (226,291)

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 (300,119)

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 (349,173)

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 (349,173)

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 (456,802)

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 (524,789)
Citation 1

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 (31,260)

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: 20    Citations: 1
Actions:
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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 (524,789)
Citation 1

Abstract:

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

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