• WP 16-02(314kB): Just a one trick pony? An analysis of CTA risk and return - J. Foran, M.C. Hutchinson, D.F. McCarthy and J. O'Brien
  • WP 16-01 (332kB): A Review of Behavioural and Management Effects in Mutual Fund Performance - K. Cuthbertson, D. Nitzsche and N.O'Sullivan
  • WP 15-05 (429kB): Does Convertible Arbitrage Risk Exposure Vary Through Time? - L.A. Gallagher, M.C. Hutchinon and J. O'Brien
  • WP 15-04 (234kB): Benchmarking UK Mutual Fund Performance: the Random Portfolio Experiment - A. Clare, N. O'Sullivan and M. Sherman
  • WP 15-03 (262kB)‌: Multi-Asset Class Mutual funds: Can they Time the Market? Evidence from the US, UK and Canada - A. Clare, N. O'Sullivan, M. Sherman and S. Thomas
  • WP15-02 (306kB)‌:  Liquidity Commonality and Pricing in UK Equities - Jason Foran, Mark Hutchinson and Niall O'Sullivan.  
  • WP 15-01 (714kB): Time Series Momentum and Macroeconomic Risk - M.C. Hutchinson and J. O'Brien
  • WP 14-05 (196kB)‌: The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market – John Cotter, Niall O’Sullivan and Francesco Ross
  • WP 14-04 (517kB)‌: Liquidity Risk and the Performance of UK Mutual Funds - Jason Foran and Niall O'Sullivan
  • WP 14-03 (405kB): Pairs Trading in the UK Equity Market: Risk and Return - D.A. Bowen and M.C. Hutchinson
  • WP 14-02 (295kB): The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data - Jason Foran, M.C. Hutchinson and Niall O'Sullivan
  • WP 14-01 (296kB): Is This Time Different? Trend Following and Financial Crisis - M.C. Hutchinson and J. O'Brien
  • WP 13-01 (331kB): Family Status and Mutual Fund Performance - Andrew Clare, Niall O'Sullivan and Meadhbh Sherman 
  • WP 11-02 (525kB): Which Hedge Fund Managers Deliver in a Crisis? Assessing Performance when Returns are Skewed A. Heuson and M.C. Hutchinson
  • WP 11-01 (336kB): Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises C. Connolly and M.C. Hutchinson
  • WP 10-04 (525kB): High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns David Bowen, M.C. Hutchinson and Niall O'Sullivan
  • WP 10-01 (169kB): Dedicated Short Bias Hedge Funds – Just a one trick pony? C. Connolly and M.C. Hutchinson
  • WP 09-04 (108kB): The Profitability of Momentum Trading Strategies in the Irish Equity Market Fionnghuala O'Sullivan and Niall O'Sullivan
  • WP 09-03 (128kB): Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area Robert Gallagher and Niall O'Sullivan
  • WP 09-02 (630kB): Robust Estimation of Hedge Fund Performance M.C. Hutchinson
  • WP 09-01 (273kB): Predictability Revisited: UK Equity Returns 1965 to 2007 David Bowen, M.C. Hutchinson and Niall O'Sullivan
  • WP 08-03 (102kB): Investment Funds: What Next? Keith Cuthbertson, Dirk Nitsche and Niall O'Sullivan
  • WP 08-02 (226kB): Momentum Profits and Time Varying Systematic Risk Chris Brooks, Xi Liang, Joelle Miffre and Niall O'Sullivan
  • WP 08-01 (266kB): Empirical Evidence of the Stock Market's (mis)Pricing of Customer Satisfaction D O'Sullivan, M.C. Hutchinson and V. O'Connell
  • WP 07-06 (230kB): False Discoveries: Winners and Losers in Mutual Fund Performance - Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
  • WP 07-05 (234kB): Risk and Return of Merger Arbitrage in the UK: 2001 to 2004 P. Kearney, M.C. Hutchinson and D. Cotter
  • WP 07-04 (264kB): Regime Change and Convertible Arbitrage Risk M.C. Hutchinson and L.A. Gallagher
  • WP 07-03 (415kB): Mutual Fund Performance Keith Cuthbertson, Dirk Nitzsche and Niall O’Sullivan
  • WP 07-02 (354kB): The Market Timing Ability of UK Equity Mutual Funds Keith Cuthbertson, Dirk Nitzsche and Niall O’Sullivan
  • WP 07-01 (224kB): Convertible Arbitrage: Risk and Return M.C. Hutchinson and L. Gallagher
  • WP 06-03 (419kB): Mutual Fund Performance: Skill or Luck? Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
  • WP 06-02 (300kB): Simulating Convertible Bond Arbitrage Portfolios - M.C. Hutchinson and L. Gallagher
  • WP 06-01 (110kB): Hedge Funds: An Irish Perspective M.C. Hutchinson
  • WP 05-01 (115kB): Stocks and Bonds: Eggs in the Same or Different Baskets. A Cointegration Analysis Niall O' Sullivan
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