Aneel Keswani

Faculty of Finance, Cass Business School, City University, London

106 Bunhill Row

London EC1Y 8TZ

Great Britain

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 5,428

SSRN RANKINGS

Top 5,428

in Total Papers Downloads

7,817

SSRN CITATIONS
Rank 12,752

SSRN RANKINGS

Top 12,752

in Total Papers Citations

53

CROSSREF CITATIONS

17

Scholarly Papers (17)

1.

The Determinants of Mutual Fund Performance: A Cross-Country Study

Swiss Finance Institute Research Paper No. 31
Number of pages: 56 Posted: 26 Nov 2006 Last Revised: 29 Jul 2011
Nova School of Business and Economics, Faculty of Finance, Cass Business School, City University, London, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 3,136 (3,418)
Citation 17

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Mutual funds, Performance, Fund characteristics, Investor protection

2.

The Relationships between Sentiment, Returns and Volatility

EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper, International Journal of Forecasting, Vol. 21, No. 1, 2006
Number of pages: 34 Posted: 12 May 2004 Last Revised: 27 Feb 2019
Yaw-Huei Wang, Aneel Keswani and Stephen J. Taylor
UNSW, Faculty of Finance, Cass Business School, City University, London and Lancaster University - Department of Accounting and Finance
Downloads 1,048 (20,363)
Citation 18

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Causality, Investor Surveys, Market based sentiment measures, Realized volatility, Stock index returns

Mutual Fund Performance Persistence and Competition: A Cross-Sector Analysis

Cass Business School Research Paper
Number of pages: 33 Posted: 14 Feb 2005
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance
Downloads 1,007 (21,282)
Citation 3

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mutual funds, performance persistence, competition

Mutual Fund Performance Persistence and Competition: A Cross-Sector Analysis

Journal of Financial Research, Forthcoming, Cass Business School Research Paper
Posted: 20 Jun 2005
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance

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Mutual funds, performance persistence, competition

4.

How Real Option Disinvestment Flexibility Augments Project Npv

European Journal of Operations Research, Vol. 168, No. 1, 2006, Cass Business School Research Paper
Number of pages: 23 Posted: 14 Mar 2004 Last Revised: 12 May 2011
Aneel Keswani and Mark B. Shackleton
Faculty of Finance, Cass Business School, City University, London and Lancaster University - Department of Accounting and Finance
Downloads 572 (47,206)

Abstract:

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Financial education, decision analysis, real options, project valuation with disinvestment

5.

The Flow-Performance Relationship Around the World

Number of pages: 58 Posted: 22 Mar 2009 Last Revised: 21 Sep 2010
Nova School of Business and Economics, Faculty of Finance, Cass Business School, City University, London, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 402 (73,078)
Citation 24

Abstract:

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Mutual funds, Flow-performance relationship, Mutual fund flows, Convexity

Dollar-Weighted Returns to Stock Investors: A New Look at the Evidence

Number of pages: 16 Posted: 12 Nov 2008
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance
Downloads 391 (74,751)
Citation 2

Abstract:

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stock market, dollar-weighted returns

Dollar-Weighted Returns to Stock Investors: A New Look at the Evidence

Finance Research Letters, Vol. 5, No. 4, 2008
Posted: 15 Dec 2008
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance

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Stock market, Dollar-weighted returns

7.

Downside Risk, Liquidity and the Size of Credit Spreads

Number of pages: 36 Posted: 16 Feb 2009 Last Revised: 25 Oct 2009
Aneel Keswani and Gordon Gemmill
Faculty of Finance, Cass Business School, City University, London and Warwick Business School
Downloads 373 (79,713)

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Bond, idiosyncratic risk, downside risk, value-at-risk, credit spread puzzle, pricing kernel, Merton model, liquidity

8.

Surprise vs. Anticipated Information Announcements: Are Prices Affected Differently? An Investigation in the Context of Stock Splits

Number of pages: 33 Posted: 17 May 2007
Soosung Hwang, Aneel Keswani and Mark B. Shackleton
Sungkyunkwan University - Department of Economics, Faculty of Finance, Cass Business School, City University, London and Lancaster University - Department of Accounting and Finance
Downloads 263 (117,067)

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Stock Splits, Market Efficiency, Underreaction

9.

Uncertainty Avoidance and Mutual Funds

Number of pages: 56 Posted: 16 Jul 2016 Last Revised: 13 Sep 2019
Faculty of Finance, Cass Business School, City University, London, City University London - Sir John Cass Business School, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 187 (163,056)

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Mutual funds; Culture; Uncertainty Avoidance; Fund flows; Ambiguity; Knightian Uncertainty

10.

Frenemies: How Do Financial Firms Vote on Their Own Kind?

Management Science, Forthcoming
Number of pages: 43 Posted: 24 Feb 2015 Last Revised: 02 Dec 2015
Aneel Keswani, David Stolin and Anh L. Tran
Faculty of Finance, Cass Business School, City University, London, Toulouse Business School - Economics and Finance and Cass Business School, City University London
Downloads 171 (176,613)

Abstract:

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proxy voting, mutual funds, institutional investors, corporate governance

11.

Institutional Debt Holdings and Governance

European Corporate Governance Institute - Finance Working Paper No. 613/2019
Number of pages: 62 Posted: 07 Dec 2018 Last Revised: 11 Jul 2019
Aneel Keswani, Anh L. Tran and Paolo F. Volpin
Faculty of Finance, Cass Business School, City University, London, Cass Business School, City University London and City University London - Faculty of Finance
Downloads 105 (258,826)

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corporate governance, institutional investors, agency costs of debt

12.

Squandering Home Field Advantage? Financial Institutions’ Investing in Their Own Industries

Number of pages: 40 Posted: 06 Feb 2012
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance
Downloads 92 (282,502)

Abstract:

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investment management, mutual funds

13.

Do Share Buybacks Provide Price Support? Evidence from Mandatory Non-Trading Periods

Journal of Business Finance & Accounting, Vol. 34, Nos. 5-6, pp. 840-860, June/July 2007
Number of pages: 21 Posted: 11 Jul 2007
Aneel Keswani, Jing Yang and Steven Young
Faculty of Finance, Cass Business School, City University, London, Lancaster University - Department of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Downloads 31 (466,997)
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14.

Estimating a Risky Term Structure of Brady Bonds

Manchester School, Vol. 73, No. S1, pp. 99-127, September 2005
Number of pages: 29 Posted: 28 Aug 2005
Aneel Keswani
Faculty of Finance, Cass Business School, City University, London
Downloads 31 (466,997)
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15.

Squandering Home Field Advantage? Financial Institutions' Investing in Their Own Industries

Journal of Financial Perspectives, Vol. 3, No. 2, 2015
Number of pages: 28 Posted: 07 Dec 2017
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance
Downloads 8 (600,859)

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16.

Is There Performance Persistence After All? International Evidence

Posted: 06 Dec 2010 Last Revised: 02 Jun 2019
Faculty of Finance, Cass Business School, City University, London, Nova School of Business and Economics, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC

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Mutual fund persistence, Mutual fund flows, Returns to scale, Berk and Green model

17.

Which Money is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors

Journal of Finance, Vol. 63, Issue 1, pp. 85-118
Posted: 22 Jan 2008
Aneel Keswani and David Stolin
Faculty of Finance, Cass Business School, City University, London and Toulouse Business School - Economics and Finance

Abstract:

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mutual funds, investor behavior, smart money

Other Papers (1)

Total Downloads: 2
1.

The Diversification Factor in Mutual Fund Returns

Number of pages: 27 Posted: 18 Aug 2017
Global Systematic Investors LLP, Faculty of Finance, Cass Business School, City University, London, Global Systematic Investors LLP, Toulouse Business School - Economics and Finance and Toulouse Business School, Université de Toulouse
Downloads 2

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mutual funds, factor models, diversification return