Niall O'Sullivan

University College Cork

Professor of Economics

Department of Economics

University College Cork

Cork, n/a

Ireland

SCHOLARLY PAPERS

34

DOWNLOADS
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Top 3,830

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13,162

SSRN CITATIONS
Rank 12,725

SSRN RANKINGS

Top 12,725

in Total Papers Citations

30

CROSSREF CITATIONS

65

Scholarly Papers (34)

1.

Mutual Fund Performance

Number of pages: 86 Posted: 19 Jan 2007
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 7,083 (1,180)
Citation 24

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Mutual fund performance, persistence, smart money

2.

Mutual Fund Performance: Skill or Luck?

Journal of Empirical Finance, 2008, Vol. 15, Issue 4, pp. 613-634.
Number of pages: 48 Posted: 15 Feb 2005 Last Revised: 27 May 2013
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 2,399 (7,455)
Citation 16

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Mutual fund performance, bootstrapping, fama-french model

3.

The Market Timing Ability of UK Equity Mutual Funds

Number of pages: 26 Posted: 19 Jan 2007
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 723 (45,164)
Citation 1

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Mutual funds performance, market timing

4.

Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada

Clare, Andrew D., O'Sullivan, Niall , Sherman , Meadhbh and Thomas, Steve H., Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada, Research in International Business and Finance, (2015 Forthcoming).
Number of pages: 25 Posted: 04 Apr 2015
Andrew Clare, Niall O'Sullivan, Meadhbh Sherman and Steve Thomas
City University London - Sir John Cass Business School, University College Cork, University College Cork and City University London - Sir John Cass Business School
Downloads 598 (57,886)
Citation 1

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Market timing, asset class timing, asset allocation

5.

False Discoveries: Winners and Losers in Mutual Fund Performance

Number of pages: 36 Posted: 15 Feb 2008
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 576 (60,662)
Citation 2

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Mutual fund performance, false discovery rate

6.
Downloads 105 (110,144)
Citation 14

Momentum Profits and Time-Varying Unsystematic Risk

Journal of Banking and Finance, Vol. 32, No. 4, 2008
Number of pages: 29 Posted: 26 Jun 2013
Nottingham University Business Schoolaffiliation not provided to SSRN, Audencia Business School, University of Reading - ICMA Centre and University College Cork
Downloads 105 (324,756)
Citation 3

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Momentum profits, Common unsystematic risk, GJR-GARCH(1,1)-M

7.

A Review of Behavioural and Management Effects in Mutual Fund Performance

Forthcoming, International Review of Financial Analysis
Number of pages: 43 Posted: 29 Jan 2016
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 321 (120,763)
Citation 1

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Mutual fund performance, fund characteristics, manager characteristics, manager behavior biases

8.

Benchmarking UK Mutual Fund Performance: The Random Portfolio Experiment

Number of pages: 21 Posted: 21 Apr 2015
Andrew Clare, Niall O'Sullivan and Meadhbh Sherman
City University London - Sir John Cass Business School, University College Cork and University College Cork
Downloads 157 (238,558)

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mutual fund performance, random portfolios, skill, luck

9.

Family Status and Mutual Fund Performance

Number of pages: 22 Posted: 24 May 2013 Last Revised: 02 May 2014
Andrew Clare, Niall O'Sullivan and Meadhbh Sherman
City University London - Sir John Cass Business School, University College Cork and University College Cork
Downloads 142 (258,801)

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Mutual fund family, performance persistence and risk

10.

The Performance of US Bond Mutual Funds

International Review of Financial Analysis, Forthcoming
Number of pages: 28 Posted: 08 Apr 2019
Andrew Clare, Niall O'Sullivan, Meadhbh Sherman and Sheng Zhu
City University London - Sir John Cass Business School, University College Cork, University College Cork and Fidelity International
Downloads 100 (333,219)

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mutual funds, bond funds, benchmark returns, market timing, persistence.

11.

Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area

Applied Economics Quarterly, Vol. 57, No. 4, pp 285-301
Number of pages: 18 Posted: 26 May 2013
Robert Gallagher and Niall O'Sullivan
University College Cork and University College Cork
Downloads 99 (335,397)

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investor mood, stock returns, behavioural finance

12.

Liquidity Risk and the Performance of UK Mutual Funds

International Review of Financial Analysis, Vol. 35, 178-189.
Number of pages: 43 Posted: 20 Sep 2014 Last Revised: 23 Dec 2014
Jason Foran and Niall O'Sullivan
University College Cork and University College Cork
Downloads 84 (371,810)

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Mutual fund performance, liquidity risk, liquidity characteristics

13.

Mutual Fund Skill in Timing Market Volatility and Liquidity

Forthcoming, International Journal of Finance and Economics
Number of pages: 42 Posted: 01 Jun 2017
Jason Foran and Niall O'Sullivan
University College Cork and University College Cork
Downloads 83 (374,421)

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mutual fund performance, volatility, liquidity, timing

14.

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 (403,004)
Citation 3

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liquidity risk, liquidity measures, asset pricing

15.

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 70 (412,236)
Citation 1

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Liquidity pricing, liquidity risk, commonality.

16.

The Conditional Pricing of Systematic and Idiosyncratic Risk in the U.K. Equity Market

Forthcoming, International Review of Financial Analysis.
Number of pages: 20 Posted: 18 Feb 2014 Last Revised: 23 Dec 2014
John Cotter, Niall O'Sullivan and Francesco Rossi
University College Dublin, University College Cork and University College Dublin (UCD) - UCD School of Business
Downloads 63 (435,683)
Citation 5

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G11; G12.

17.

Stocks and Bonds: Eggs in the Same or Different Baskets - A Cointegration Analysis

Number of pages: 17 Posted: 25 May 2013
Niall O'Sullivan
University College Cork
Downloads 62 (439,163)
Citation 1

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Cointegration, diversification, asset classes

18.

Investment Funds: What Next?

Quantitative and Qualitative Analysis in the Social Sciences, Vol. 2, Issue 2, pp. 45-62.
Number of pages: 18 Posted: 25 May 2013
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 62 (439,163)

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Mutual fund performance, hedge funds, persistence

19.

Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis

Sheng Zhu, Ella Kavanagh, Niall O'Sullivan, (2020). Constructing A Financial Conditions Index for the United Kingdom: A Comparative Analysis, International Journal of Finance and Economics, Forthcoming
Number of pages: 37 Posted: 13 Jul 2020
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
Fidelity International, University College Cork - Cork University Business School and University College Cork
Downloads 54 (468,552)

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Financial Conditions Index, TVP-FAVAR

20.

The Profitability of Momentum Trading Strategies in the Irish Equity Market

Irish Accounting Review, 2010, Vol.17, Issue 1, 55-68.
Number of pages: 18 Posted: 25 May 2013 Last Revised: 29 May 2013
Fionnghuala O' Sullivan and Niall O'Sullivan
University College Cork and University College Cork
Downloads 51 (480,631)

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Momentum, trading strategies, equity returns

21.

The Market-Timing Ability of Chinese Equity Securities Investment Funds

Number of pages: 22 Posted: 17 Oct 2017
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 46 (501,941)

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Chinese Securities, Fund Performance, Market Timing, Non-Parametric, Conditional Timing

22.

The Role of Economic Uncertainty in UK Stock Returns

Forthcoming, Journal of Risk and Financial Management
Number of pages: 30 Posted: 08 Apr 2019
Jun Gao, Sheng Zhu, Niall O'Sullivan and Meadhbh Sherman
University College Cork, Fidelity International, University College Cork and University College Cork
Downloads 45 (506,328)

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stock pricing, UK stock market, economic uncertainty

23.

Sentiment Versus Liquidity Pricing Effects in the Cross-Section of UK Stock Returns

Forthcoming, Journal of Asset Management
Number of pages: 28 Posted: 07 May 2019
Niall O'Sullivan, Sheng Zhu and Jason Foran
University College Cork, Fidelity International and University College Cork
Downloads 42 (519,966)

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Sentiment risk, asset pricing, stock returns, financial conditions

24.

Performance Persistence in Chinese Securities Investment Funds

Forthcoming, Research in International Business and Finance
Number of pages: 32 Posted: 24 Jul 2017
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 28 (594,691)

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Chinese funds, fund performance, persistence

25.

Inflation Targeting and Financial Conditions: UK Monetary Policy during the Great Moderation and Financial Crisis

Forthcoming, Journal of Financial Stability: https://doi.org/10.1016/j.jfs.2020.100834
Number of pages: 54 Posted: 12 Feb 2021
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
Fidelity International, University College Cork - Cork University Business School and University College Cork
Downloads 27 (600,893)

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Monetary policy, Financial Conditions, Economic Activity Index

26.

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 26 (607,383)
Citation 1

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Predictability, Serial Correlation, Equity Returns

27.

Uncovering the Implicit Short-Term Inflation Target of the Bank of England

International Economics, Forthcoming
Number of pages: 44 Posted: 08 Jul 2021
Sheng Zhu, Ella Kavanagh and Niall O'Sullivan
Fidelity International, University College Cork - Cork University Business School and University College Cork
Downloads 25 (614,042)

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Inflation target, New Keynesian

28.

Chinese Securities Investment Funds: The Role of Luck in Performance

Gao, Jun and O'Sullivan, Niall and Sherman, Meadhbh, Chinese Securities Investment Funds: The Role of Luck in Performance, Forthcoming in Review of Accounting and Finance (December 1, 2020)
Number of pages: 48 Posted: 20 Sep 2021 Last Revised: 05 Oct 2021
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 10 (724,453)

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Bootstrap methodology, fund performance, factor models, skill versus luck, Fama-French five factors

29.

Mutual Fund Performance: Measurement and Evidence

Financial Markets, Institutions & Instruments, Vol. 19, Issue 2, pp. 95-187, May 2010
Number of pages: 93 Posted: 19 Apr 2010
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 6 (756,306)
Citation 1
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30.

False Discoveries in UK Mutual Fund Performance

European Financial Management, Vol. 18, Issue 3, pp. 444-463, 2012
Number of pages: 20 Posted: 19 May 2012
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 1 (800,643)
Citation 1
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Mutual fund performance, false discovery rate

31.

The Market Timing Ability of UK Mutual Funds

Journal of Business Finance & Accounting, Vol. 37, Issue 1-2, pp. 270-289, January/March 2010
Number of pages: 20 Posted: 02 Feb 2010
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 1 (800,643)
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32.

How Skilful are US Fixed-Income Fund Managers?

International Review of Financial Analysis, Vol. 74, No. 101673, 2021
Posted: 18 Nov 2021
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork

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Mutual Fund Bond Performance; False Discovery Rates

33.

An Evaluation of Chinese Securities Investment Fund Performance

Gao, O'Sullivan and Sherman (2019). An evaluation of Chinese securities investment fund performance, The Quarterly Review of Economics and Finance (2019), DOI:10.1016/j.qref.2019.08.007.
Number of pages: 38 Posted: 18 Sep 2019 Last Revised: 16 Sep 2021
Jun Gao, Niall O'Sullivan and Meadhbh Sherman
University College Cork, University College Cork and University College Cork
Downloads 0 (818,037)

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Chinese securities; Fund performance; Fama-French; Momentum; Conditional performance

34.

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

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Intra Day, Pairs Trading, Reversal Strategies