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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

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

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

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

The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market

Cotter, John; O'Sullivan, Niall; Rossi, Francesco - Geary Institute, University College Dublin - 2014

We test whether firm idiosyncratic risk is priced in a large cross-section of U.K. stocks. A distinguishing feature of … our paper is that our tests allow for a conditional relationship between systematic risk (beta) and returns in our tests … conditional beta/return relationship which in turn reveals conditionality in the pricing of idiosyncratic risk. We find that …

Persistent link: https://www.econbiz.de/10010748283

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

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

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