Keith Cuthbertson

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

  • City University London - Sir John Cass Business School

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 15,022

in Total Papers Citations

19

CROSSREF CITATIONS

55

Scholarly Papers (15)

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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 7,012 (1,062)
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 2,359 (6,971)
Citation 16

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Mutual fund performance, bootstrapping, fama-french model

3.

Diversification Returns, Rebalancing Returns and Volatility Pumping

Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 08 Feb 2016
Keith Cuthbertson, Simon Hayley, Nick Motson and Dirk Nitzsche
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 City University London - Sir John Cass Business School
Downloads 1,079 (23,776)
Citation 2

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Diversification, rebalancing, volatility pumping

4.

Monetary Policy and Behavioral Finance

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Monetary Policy and Behavioral Finance

Cass Business School Research Paper
Number of pages: 42 Posted: 10 Oct 2006
Stuart Hyde, Keith Cuthbertson and Dirk Nitzsche
Alliance Manchester Business School - University of Manchester, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 835 (33,791)

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Monetary policy, behavioral finance, financial markets

Monetary Policy and Behavioral Finance

Journal of Economic Surveys, Vol. 21, No. 5, pp. 935-969, December 2007
Number of pages: 35 Posted: 17 Oct 2007
Stuart Hyde, Keith Cuthbertson and Dirk Nitzsche
Alliance Manchester Business School - University of Manchester, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 25 (594,918)
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5.

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 720 (42,002)
Citation 1

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Mutual funds performance, market timing

6.

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 571 (56,852)
Citation 2

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Mutual fund performance, false discovery rate

7.

Resurrecting the C-Capm: Empirical Evidence from France and Germany

Number of pages: 15 Posted: 16 May 2003
Stuart Hyde and Keith Cuthbertson
Alliance Manchester Business School - University of Manchester and City University London - Sir John Cass Business School
Downloads 446 (77,268)
Citation 1

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Habit Persistence, Volatility Bounds, Risk Aversion, Sharpe Ratio

8.

An Empirical Investigation into the Performance of UK Pension Fund Managers

Number of pages: 21 Posted: 12 Jan 2009
Andrew Clare, Keith Cuthbertson and Dirk Nitzsche
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 389 (90,635)
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9.

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 308 (117,730)
Citation 1

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

10.

Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry

Number of pages: 42 Posted: 17 Sep 2010
Keith Cuthbertson and Dirk Nitzsche
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 253 (144,475)
Citation 1

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Mutual fund performance, false discovery rate

11.

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 61 (415,950)

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Mutual fund performance, hedge funds, persistence

12.

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 5 (718,822)
Citation 1
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13.

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
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Citation 1
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Mutual fund performance, false discovery rate

14.

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
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15.

Market and Style Timing: German Equity and Bond Funds

European Financial Management, Vol. 22, Issue 4, pp. 667-696, 2016
Number of pages: 30 Posted: 02 Sep 2016
Keith Cuthbertson, Simon Hayley and Dirk Nitzsche
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
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mutual funds performance, market timing