欧美高清

Publications

O'Connell Michael,

Empirical Economics Vol 70 (2026)

, O'Connell Michael

Journal of Asset Management Vol 27 (2026)

, , O'Connell Michael

European Journal of Finance Vol 32, pp. 528-545 (2025)

Handbook of Financial Econometrics, Statistics, Technology, and Risk Management (2025) (2025)

Review of Quantitative Finance and Accounting Vol 63, pp. 1121-1147 (2024)

, ,

European Journal of Finance Vol 30, pp. 1548-1561 (2024)

Teaching

My teaching interests are closely related to my research. I teach classes in Asset Pricing, Portfolio Management and security analysis, and Portfolio Theory and Manangement

Research Interests

My research interests are in three main areas.聽 First, the evaluation of managed fund performance.聽 Second, the evaluation of financial asset pricing models.聽Third, issues in portfolio choice.

Projects

Fletcher, Jonathan (Principal Investigator)

This is a follow on from the research project supported by Dr Sandy of Nairn Capital in 2025.

01-Jan-2026 - 30-Jan-2026

Fletcher, Jonathan (Principal Investigator)

This project is a follow on from the earlier project that received funding of 拢11, 000 from Sandy Nairn of Nairn Capital. The project is looking at aggregate wealth creation for shareholders.

27-Jan-2025 - 26-Jan-2026

Fletcher, Jonathan (Principal Investigator)

This research aims to replicate the analysis of Bessembinder(2018) looking at wealth creation in U.S. and U.K. stock returns.

06-Jan-2025 - 30-Jan-2025

Fletcher, Jonathan (Principal Investigator) Marshall, Andrew (Co-investigator) O'Connell, Michael (Post Grad Student)

01-Jan-2021 - 24-Jan-2025

Marshall, Andrew (Co-investigator) Fletcher, Jonathan (Principal Investigator) Laing, Frank (Post Grad Student)

FRANK DAVID - Part time at work PhD - An investigation into the relationship between global regulation and the growth of alternative investments

21-Jan-2019

Fletcher, Jonathan (Principal Investigator) Marshall, Andrew (Co-investigator) Littlejohn, Elizabeth Grace (Post Grad Student)

01-Jan-2014 - 22-Jan-2021