Michael O'Neill

Bond University - Bond Business School

Adjunct Associate Professor

Gold Coast

Australia

  • Bond University - Bond Business School

SCHOLARLY PAPERS

8

DOWNLOADS

825

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (8)

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1.

Evaluating Fund Capacity: Issues and Methods

CIFR Paper No. 124/2016
Number of pages: 45 Posted: 28 Sep 2016
Michael O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 440 (90,824)
Citation 4

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2.

Capacity Management for Institutional Asset Owners

CIFR Paper No. 125/2016
Number of pages: 18 Posted: 24 Oct 2016 Last Revised: 18 Jan 2017
Michael O'Neill and Geoff Warren
Bond University - Bond Business School and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 179 (227,538)
Citation 1

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3.

Capacity Analysis

Downloads 129 (296,406)
Citation 1

Capacity Analysis

CIFR Paper No. 129/2016
Number of pages: 50 Posted: 06 Dec 2016
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 129 (297,601)
Citation 1

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Capacity Analysis

CIFR Paper No. 129/2016
Posted: 12 Apr 2017
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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4.

Effects of nondiscretionary trading on futures prices

Number of pages: 71 Posted: 08 Jul 2021
Michael O'Neill and Robert E. Whaley
Bond University - Bond Business School and Vanderbilt University - Finance
Downloads 49 (517,204)

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VIX ETPs, VIX futures, contango, natural counterparties, product replication, market evolution

5.

Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?

Number of pages: 47 Posted: 31 Jan 2017
Tilak Abeysinghe, Michael O'Neill and Gulasekaran Rajaguru
National University of Singapore (NUS) - Department of Economics, Bond University - Bond Business School and Bond University
Downloads 28 (627,501)

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6.

Scale Diseconomies and Capacity in Fund Management: Variation Across Equity Markets

Number of pages: 27 Posted: 18 May 2022
Michael O'Neill, Jie (Felix) Sun, Geoff Warren and Min Zhu
Bond University - Bond Business School, Mercer, Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and University of Queensland
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Equity mutual funds, capacity constraints, economies of scale

7.

Capacity Analysis for Equity Funds

https://doi.org/10.3905/jpm.2018.44.5.036
Posted: 22 May 2019
Michael O'Neill, Camille Schmidt and Geoff Warren
Bond University - Bond Business School, SuperRatings and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

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Capacity, equity mutual funds, alpha, portfolio construction, manager selection, scale

8.

Tail Risk Hedging for Mutual Funds Using Equity Market State Prices

Australian Journal of Management, Vol. 41, No. 4, 2016
Posted: 04 Nov 2016
Michael O'Neill and Zhangxin Frank Liu
Bond University - Bond Business School and The University of Western Australia Business School

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mutual fund, state price volatility