Mark C. Hutchinson

University College Cork

Professor, Corporate Finance

O'Rahilly Building

College Road

Cork

Ireland

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 22,628

SSRN RANKINGS

Top 22,628

in Total Papers Downloads

2,710

SSRN CITATIONS

10

CROSSREF CITATIONS

3

Scholarly Papers (19)

1.

When It Pays to Follow the Crowd: Strategy Conformity and CTA Performance

Journal of Futures Markets
Number of pages: 47 Posted: 14 Nov 2019 Last Revised: 09 Feb 2021
Nicolas P. B. Bollen, Mark C. Hutchinson and John O'Brien
Vanderbilt University - Finance, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 645 (50,503)

Abstract:

Loading...

CTA, Strategy Distinctiveness

2.

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 617 (53,573)
Citation 1

Abstract:

Loading...

Pairs Trading; Statistical Arbitrage; Hedge Funds; Asset Allocation

3.

Time Series Momentum and Macroeconomic Risk

Number of pages: 48 Posted: 18 Jan 2015 Last Revised: 22 Dec 2019
Mark C. Hutchinson and John O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 574 (58,580)
Citation 2

Abstract:

Loading...

Trend Following, Time Series Momentum, Macroeconomic Risk, CTA

4.

Predicting Hedge Fund Performance When Fund Returns Are Skewed

Number of pages: 40 Posted: 12 Jun 2014 Last Revised: 20 Oct 2019
Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar
University of Miami - Department of Finance, University College Cork and University of Miami - Miami Herbert Business School
Downloads 275 (137,097)
Citation 2

Abstract:

Loading...

Performance measurement, hedge funds, fund-specific skewness, performance

5.
Downloads 205 (182,291)
Citation 1

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 205 (182,093)
Citation 1

Abstract:

Loading...

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:

Loading...

Arbitrage, Convertible Bonds, Hedge Funds

6.

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 125 (275,588)

Abstract:

Loading...

Merger arbitrage, hedge funds

7.

Does Convertible Arbitrage Risk Exposure Vary Through Time?

Number of pages: 34 Posted: 18 Apr 2015 Last Revised: 16 Jun 2018
Liam A. Gallagher, Mark C. Hutchinson and John O'Brien
Dublin City University Business School, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 75 (383,708)

Abstract:

Loading...

Regime switching, hedge fund, convertible arbitrage, Risk Model

8.

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 73 (389,436)
Citation 3

Abstract:

Loading...

liquidity risk, liquidity measures, asset pricing

9.

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 62 (424,482)
Citation 1

Abstract:

Loading...

Liquidity pricing, liquidity risk, commonality.

10.

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 24 (600,881)
Citation 1

Abstract:

Loading...

Predictability, Serial Correlation, Equity Returns

11.

FDA approval announcements: Attention-grabbing or Event-day misspecification?

Economics Letters, Vol. 170, 2018
Number of pages: 6 Posted: 26 Apr 2021
Emirates Institute for Banking and Financial Studies, University College Cork, The University of Danang - University of Economics - the University of Danang and University College Cork - College of Business and Law
Downloads 19 (635,081)

Abstract:

Loading...

Research and Development, FDA Attention-Grabbing, Pharmaceuticals, Event Study

12.

Private Hedge Fund Firms’ Incentives and Performance: Evidence from Audited Filings

The European Journal of Finance
Number of pages: 36 Posted: 08 Jul 2021
Mark C. Hutchinson, Quang Minh Nhi Nguyen and Mark B. Mulcahy
University College Cork, The University of Danang - University of Economics - the University of Danang and University College Cork - College of Business and Law
Downloads 13 (678,652)

Abstract:

Loading...

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 (756,516)
Citation 1
  • Add to Cart

Abstract:

Loading...

14.

Dedicated Short Bias Hedge Funds Diversification and Alpha during Financial Crises

Posted: 21 May 2019
Ciara Connolly and Mark C. Hutchinson
University College Cork and University College Cork

Abstract:

Loading...

Hedge Funds, Put Options, STR Models, Short Selling

15.

Is This Time Different? Trend Following and Financial Crises

Posted: 21 May 2019
Mark C. Hutchinson and John O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems

Abstract:

Loading...

Trend Following, Time Series Momentum, Financial Crisis, CTA

16.

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., https://doi.org/10.3905/jot.2010.5.3.031
Posted: 21 May 2019
David Bowen, Mark C. Hutchinson and Niall O'Sullivan
University College Cork, University College Cork and University College Cork

Abstract:

Loading...

Intra Day, Pairs Trading, Reversal Strategies

17.

Testing Futures Trading Strategy Assumptions

Posted: 03 Apr 2018 Last Revised: 02 Dec 2019
Mark C. Hutchinson and John O'Brien
University College Cork and University College Cork - Department of Accounting, Finance and Information Systems

Abstract:

Loading...

Time Series Momentum, Commodity Trading Advisors, CTAs, Fees, Transaction Costs, Synthetic Futures

18.

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

Posted: 10 Jun 2016 Last Revised: 22 May 2019
Jason Foran, Mark C. Hutchinson, David McCarthy and John O'Brien
University College Cork, University College Cork, University College Cork and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 0 (794,597)

Abstract:

Loading...

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

19.

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

Abstract:

Loading...

customer satisfaction, firm value, mis-pricing, risk

Other Papers (1)

Total Downloads: 39
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 39

Abstract:

Loading...

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