المؤلفون: Mark C. Hutchinson, Panagiotis E. Kyziropoulos, John O'Brien, Philip O'Reilly, Tripti Sharma

المصدر: Research in International Business and Finance, 63, (2022-12-01)

مصطلحات موضوعية: Currency, Technical trading,Time series momentum

Relation: https://doi.org/10.1016/j.ribaf.2022.101779; oai:zenodo.org:7326524

الاتاحة: https://doi.org/10.1016/j.ribaf.2022.101779

المؤلفون: Mark C. Hutchinson, Panagiotis E. Kyziropoulos, John O'Brien, Philip O'Reilly, Tripti Sharma

المصدر: International Review of Financial Analysis, 83, (2022-10-01)

مصطلحات موضوعية: Currency return predictability, Carry, Momentum, Time series momentum, Cross sectional momentum, Value

Relation: https://doi.org/10.1016/j.irfa.2022.102245; oai:zenodo.org:7326532

الاتاحة: https://doi.org/10.1016/j.irfa.2022.102245

المؤلفون: Mark C. Hutchinson, Quang Minh Nhi Nguyen, Philip O'Reilli

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::bd4ce12840549f094bce29b38f096ac7
https://doi.org/10.2139/ssrn.4405951

المؤلفون: Philip Hamill, Mark C. Hutchinson, Quang Minh Nhi Nguyen

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::6c1cc3df6b02abf428d230f1137c5f04
https://doi.org/10.2139/ssrn.4415555

المؤلفون: Liam A. Gallagher, Mark C. Hutchinson

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Arbitrage, History, Convertible bonds, Polymers and Plastics, Financial economics, Factor models, Market neutral, Industrial and Manufacturing Engineering, Convertible arbitrage, Fixed income arbitrage, Hedge funds, Trading, Accounting, Economics, Econometrics, Business, Management and Accounting (miscellaneous), Risk arbitrage, Alternative beta, Business and International Management, Convertible bond, Finance, health care economics and organizations, Index arbitrage

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e70918e6e4bec59d54fc0340fc55ecb
https://doi.org/10.2139/ssrn.4357969

المؤلفون: Mark Mulcahy, Mark C. Hutchinson, Quang Minh Nhi Nguyen

المصدر: The European Journal of Finance. 28:291-306

مصطلحات موضوعية: Finance, Investment decisions, Incentive, business.industry, Portfolio choice, Economics, Econometrics and Finance (miscellaneous), Pension funds, Business, Audit, General, Other private financial institutions, Hedge fund

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a63307a5a80fb16a3807899e5b21060
https://doi.org/10.1080/1351847x.2021.1954966

المؤلفون: Mark C. Hutchinson, Nicolas P. B. Bollen, John O'Brien

المصدر: Journal of Futures Markets. 41:875-894

مصطلحات موضوعية: Economics and Econometrics, CTA, Momentum, business.industry, media_common.quotation_subject, education, Momentum factor, General Business, Management and Accounting, Conformity, Hedge fund, Microeconomics, Trend following, Momentum (finance), Futures contracts, Accounting, Economics, Portfolio, Optimal distinctiveness theory, business, Futures contract, health care economics and organizations, Finance, Mutual fund, media_common

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eab074985db4bc9655ed3f11b2866696
https://doi.org/10.1002/fut.22199

المؤلفون: Mark C. Hutchinson, Alok Kumar, Andrea J. Heuson

المصدر: Financial Management. 49:877-896

مصطلحات موضوعية: Economics and Econometrics, Measure (data warehouse), G19, business.industry, Investment skill, Investment (macroeconomics), Hedge fund, Performance persistence, Hedge funds, Skewness, Fund-specific skewness, Accounting, Performance measurement, Econometrics, Economics, G20, G10, business, health care economics and organizations, Finance

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06a2846c47b613310100a8f230209a8c
https://doi.org/10.1111/fima.12304

المؤلفون: John O'Brien, Mark C. Hutchinson

المصدر: The Journal of Alternative Investments. 22:47-63

مصطلحات موضوعية: 040101 forestry, Transaction cost, Economics and Econometrics, Management fee, 050208 finance, 05 social sciences, Commodity, 04 agricultural and veterinary sciences, Incentive, Forward contract, 0502 economics and business, Econometrics, Economics, 0401 agriculture, forestry, and fisheries, Alternative investment, Trading strategy, Futures contract, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8ca9d7ff1a6914a84091b985d776f9d1
https://doi.org/10.3905/jai.2019.1.075

المؤلفون: Liam A. Gallagher, Mark C. Hutchinson, John O’Brien

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::6bfc932049fcb679ca364e5c1cacde88
https://doi.org/10.1142/9789811202391_0125

المؤلفون: David Bowen, Mark C. Hutchinson

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://postgrad.ucc.ie/en/cir/papers/HighFrequencyPairsTrading.pdf.

مصطلحات موضوعية: Intra Day, Pairs trading, Reversal strategies

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.453.2865; http://postgrad.ucc.ie/en/cir/papers/HighFrequencyPairsTrading.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.453.2865
http://postgrad.ucc.ie/en/cir/papers/HighFrequencyPairsTrading.pdf

المؤلفون: David McCarthy, John O'Brien, Jason Foran, Mark C. Hutchinson

المصدر: The Journal of Alternative Investments. 20:8-26

مصطلحات موضوعية: 040101 forestry, Attractiveness, Economics and Econometrics, 050208 finance, Actuarial science, business.industry, Transparency (market), Risk premium, 05 social sciences, Commodity trading advisor, Risk–return spectrum, Sample (statistics), 04 agricultural and veterinary sciences, Hedge fund, Market liquidity, Reporting bias, 0502 economics and business, Economics, 0401 agriculture, forestry, and fisheries, Performance measurement, Low correlation, business, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9086f2acc1d09132e1585ec43e82a3e
https://doi.org/10.3905/jai.2017.20.2.008

المؤلفون: John O'Brien, Mark C. Hutchinson

المصدر: International Review of Financial Analysis. 69:101469

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, 05 social sciences, Time horizon, Monetary economics, Trend following, Momentum (finance), 0502 economics and business, Business cycle, Economics, Capital asset pricing model, Profitability index, Asset (economics), 050207 economics, Futures contract, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::1a4e4978387769373304105341aa0bc8
https://doi.org/10.1016/j.irfa.2020.101469

المؤلفون: Mark C. Hutchinson, Nenad Krdzavac, Oliver Browne, Philip O'Reilly

مصطلحات موضوعية: Information Systems and Management, Mixed methods, Computer Networks and Communications, business.industry, Computer science, Ontology, Data management, Description logics, Reasoning, Library and Information Sciences, Ontology (information science), Novel ontology-based framework, FIBO, Financial reporting, Distributed data sources, World Wide Web, Description logic, Architecture, business, Semantic Web, Information Systems

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a085c3a117f303bc9c1e2d9c947b7063
https://hdl.handle.net/10468/12098

المؤلفون: Mark Mulcahy, Philip A. Hamill, Quang Minh Nhi Nguyen, Mark C. Hutchinson

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Actuarial science, Attention-grabbing, Fda approval, Event (relativity), 05 social sciences, Enterprise value, Event study, Research and Development, Market reaction, 0502 economics and business, Drug approval, Pharmaceuticals, Business, 050207 economics, Finance, health care economics and organizations, FDA

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0d2afe2379ac61eef3621e9dd214b46
https://hdl.handle.net/10468/12099

المؤلفون: John O'Brien, Mark C. Hutchinson

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Transaction cost, Management fee, Incentive, Commodity, Econometrics, Market price, Economics, Trading strategy, Replicate, Futures contract

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::736aedfa74d88b8354e473d3cd496ea9
https://doi.org/10.2139/ssrn.3155083

المؤلفون: Mark Mulcahy, Mark C. Hutchinson, John O'Brien

مصطلحات موضوعية: 040101 forestry, Islamic finance, Economics and Econometrics, 050208 finance, business.industry, media_common.quotation_subject, 05 social sciences, Shari ah, Islam, Accounting, 04 agricultural and veterinary sciences, Portfolio construction, Faith, Extant taxon, Shari'ah compliant, 0502 economics and business, Economics, 0401 agriculture, forestry, and fisheries, Portfolio, business, Mutual funds, Finance, Purification, media_common

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7ea8154c252a31516ea9aa7703e6e06
https://hdl.handle.net/10468/4077

المؤلفون: John O'Brien, Mark C. Hutchinson

المصدر: The Journal of Alternative Investments. 17:82-102

مصطلحات موضوعية: Trend following, Finance, Economics and Econometrics, business.industry, Institutional investor, Financial crisis, Economics, Great Depression, Predictability, business, Futures contract, Term (time)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::fcde5e3bc4cb86e90c7302208f1801c6
https://doi.org/10.3905/jai.2014.17.2.082

المؤلفون: Mark C. Hutchinson, David A. Bowen

المصدر: The European Journal of Finance. 22:1363-1387

مصطلحات موضوعية: Financial economics, Economics, Econometrics and Finance (miscellaneous), Asset allocation, Statistical arbitrage, Hedge fund, Hedge funds, Momentum (finance), 0502 economics and business, Pairs trading, Economics, Econometrics, Trading strategy, 050207 economics, health care economics and organizations, Equity risk, 050208 finance, business.industry, 05 social sciences, Financial risk management, Pairs trade, Liquidity risk, Long/short equity, Market neutral, Market liquidity, Market risk, business

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10db149dce568e1c76e053662cce3c03
https://doi.org/10.1080/1351847x.2014.953698

المؤلفون: John O'Brien, Mark C. Hutchinson

المصدر: The Journal of Alternative Investments. 22:1.13-5

مصطلحات موضوعية: Transaction cost, Economics and Econometrics, Forward contract, Actuarial science, Commodity trading advisor, Economics, Asset allocation, Trading strategy, Alternative investment, Robustness (economics), Futures contract, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f08a0221388806ba2f2162691a2a5d3c
https://doi.org/10.3905/jai.22.s1.013