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Liquidity risk and the performance of UK mutual funds
Foran, Jason; O'Sullivan, Niall - In: International Review of Financial Analysis 35 (2014) C, pp. 178-189
We examine the role of liquidity risk, both as a stock characteristic as well as systematic liquidity risk, in UK … characteristic is positively priced in the cross-section of fund performance. We find that systematic liquidity risk is positively … finding somewhat. Overall, our results reveal a strong role for stock liquidity level and systematic liquidity risk in fund …
Persistent link: https://www.econbiz.de/10011077777
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How skilful are US fixed-income fund managers?
Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - In: International review of financial analysis 74 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803822
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A review of behavioural and management effects in mutual fund performance
Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 44 (2016), pp. 162-176
Persistent link: https://www.econbiz.de/10011623986
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The performance of US bond mutual funds
Clare, Andrew D.; O'Sullivan, Niall; Sherman, Meadhbh; … - In: International review of financial analysis 61 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012206673
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Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 81 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
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Liquidity risk and the performance of UK mutual funds
Foran, Jason; O'Sullivan, Niall - In: International review of financial analysis 35 (2014), pp. 178-189
Persistent link: https://www.econbiz.de/10010529609
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Manager characteristics : predicting fund performance
Clare, Andrew D.; Sherman, Meadhbh; O'Sullivan, Niall; … - In: International review of financial analysis 80 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013366213
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The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John; O'Sullivan, Niall; Rossia, Francesco - In: International review of financial analysis 37 (2015), pp. 184-193
Persistent link: https://www.econbiz.de/10011317221