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Liquidity commonality and pric...
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ECONIS (ZBW)
61
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1
The asset pricing effects of UK market liquidity shocks : evidence from tick data
Foran, Jason
;
Hutchinson, Mark C.
;
O'Sullivan, Niall
- In:
International review of financial analysis
32
(
2014
),
pp. 85-94
Persistent link: https://www.econbiz.de/10010461318
Saved in:
2
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
Saved in:
3
Mutual fund skill in timing market volatility and liquidity
Foran, Jason
;
O'Sullivan, Niall
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 257-273
Persistent link: https://www.econbiz.de/10011960315
Saved in:
4
High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
Bowen, David
;
Hutchinson, Mark C.
;
O'Sullivan, Niall
- In:
The journal of trading
5
(
2010
)
3
,
pp. 31-38
Persistent link: https://www.econbiz.de/10003992724
Saved in:
5
Just a one-trick pony? : an analysis of CTA risk and return
Foran, Jason
;
Hutchinson, Mark
;
McCarthy, David F.
; …
- In:
The journal of alternative investments
20
(
2017
)
2
,
pp. 8-26
Persistent link: https://www.econbiz.de/10011759923
Saved in:
6
UK mutual fund performance : skill or luck?
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 613-634
Persistent link: https://www.econbiz.de/10003759704
Saved in:
7
Mutual fund performance : measurement and evidence
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
Financial markets, institutions & instruments
19
(
2010
)
2
,
pp. 95-187
Persistent link: https://www.econbiz.de/10003972098
Saved in:
8
The market timing ability of UK mutual funds
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
Journal of business finance & accounting : JBFA
37
(
2010
)
1/2
,
pp. 270-289
Persistent link: https://www.econbiz.de/10003953631
Saved in:
9
Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
;
O'Sullivan, …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10003707678
Saved in:
10
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
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