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WP 11-02 

"Which Hedge Fund Managers Deliver in a Crisis? Assessing Performance when Returns are Skewed", Heuson, A. and Hutchinson M.C.


WP 11-01 

"Dedicated Short Bias Hedge Funds: Diversification and Alpha during Financial Crises", Connolly, C. and Hutchinson M.C.


WP 10-04 

"High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns", D. Bowen, M.C. Hutchinson and N. O'Sullivan


WP 10-03   Testing for the Presence and Pricing of Liquidity Risk in the UK Equity Market using Daily Data.  J. Foran, M. Hutchinson and N. O’ Sullivan

WP 10-02 

Linear and Non-Linear Asset Pricing Effects of UK Market Liquidity: Evidence from Tick Data. J. Foran, M. Hutchinson and N. O’ Sullivan


WP 10-01 

Dedicated Short Bias Hedge Funds – Just a one trick pony?, C. Connolly and M.C. Hutchinson


WP 09-04  

The Profitability of Momentum Trading Strategies in the Irish Equity Market
F. O' Sullivan and N. O' Sullivan


WP 09-03  The Nation Holds its Breath....but the ISEQ Breathes Easy, Robert Gallagher and Niall O' Sullivan

WP 09-02 

Robust estimation of hedge fund performance, M.C. Hutchinson


WP 09-01 

Predictability Revisited: UK Equity Returns 1965 to 2007, D. Bowen, M.C. Hutchinson and N. O'Sullivan


WP 08-03   Investment Funds: What Next?
K. Cuthbertson, D. Nitsche and N. O' Sullivan

WP 08-02   Momentum Profits and Time Varying Systematic Risk
C. Brooks, X. Liang, J. Miffre and N. O' Sullivan

WP 08-01 

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 

False Discoveries: Winners and Losers in Mutual Fund Performance. K. Cuthbertson, D. Nitzsche and N. O' Sullivan  


WP 07-05 

Risk and Return of Merger Arbitrage in the UK: 2001 to 2004, P. Kearney, M.C. Hutchinson and D. Cotter


WP 07-04 

Regime Change and Convertible Arbitrage Risk, M.C. Hutchinson and L.A. Gallagher


WP 07-03 

Mutual Fund Performance, K. Cuthbertson, D. Nitzsche and N. O’Sullivan


WP 07-02 

The Market Timing Ability of UK Equity Mutual Funds, K. Cuthbertson, D. Nitzsche and N. O’Sullivan


WP 07-01 

Convertible Arbitrage: Risk and Return, M.C. Hutchinson and L. Gallagher


WP 06-03 

Mutual Fund Performance: Skill or Luck?, K. Cuthbertson, D. Nitzsche and N. O'Sullivan


WP 06-01 

Hedge Funds: An Irish Perspective, M.C. Hutchinson


WP 06-02 

Simulating Convertible Bond Arbitrage Portfolios, M.C. Hutchinson and L. Gallagher