Aneel Keswani

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

106 Bunhill Row

London EC1Y 8TZ

Great Britain

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

    • Email
    • Tel: +44 207 040 8763
SCHOLARLY PAPERS

16

DOWNLOADS
Rank 10,254

SSRN RANKINGS

Top 10,254

in Total Papers Downloads

9,757

TOTAL CITATIONS
Rank 8,371

SSRN RANKINGS

Top 8,371

in Total Papers Citations

149

Scholarly Papers (16)

Actions:
Email selected abstracts
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
Miguel A. Ferreira, Aneel Keswani, Antonio F. Miguel and Sofia Brito Ramos
Nova School of Business and Economics, Faculty of Finance, Cass Business School, City University, London, Nova School of Business and Economics and ESSEC Business School
Downloads 3,845 (6,213)
Citation 81

Abstract:

Loading...

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
National Taiwan University, Faculty of Finance, Cass Business School, City University, London and Lancaster University - Department of Accounting and Finance
Downloads 1,253 (35,950)
Citation 18

Abstract:

Loading...

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

3.

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

Downloads 1,109 (43,076)
Citation 5

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 1,109 (42,398)
Citation 5

Abstract:

Loading...

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

Abstract:

Loading...

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 618 (94,367)

Abstract:

Loading...

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
Miguel A. Ferreira, Aneel Keswani, Antonio F. Miguel and Sofia Brito Ramos
Nova School of Business and Economics, Faculty of Finance, Cass Business School, City University, London, Nova School of Business and Economics and ESSEC Business School
Downloads 531 (114,345)
Citation 27

Abstract:

Loading...

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

6.

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

Downloads 466 (133,996)
Citation 3

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 466 (132,396)
Citation 3

Abstract:

Loading...

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

Abstract:

Loading...

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 423 (150,118)
Citation 2

Abstract:

Loading...

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

8.

Uncertainty Avoidance and Mutual Funds

Number of pages: 74 Posted: 16 Jul 2016 Last Revised: 22 Jul 2020
Aneel Keswani, Mamdouh Medhat, Antonio F. Miguel and Sofia Brito Ramos
Faculty of Finance, Cass Business School, City University, London, Dimensional Fund Advisors, Nova School of Business and Economics and ESSEC Business School
Downloads 379 (169,941)
Citation 1

Abstract:

Loading...

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

9.

Institutional Debt Holder Governance

Journal of Financial and Quantitative Analysis, forthcoming, European Corporate Governance Institute - Finance Working Paper No. 613/2019
Number of pages: 54 Posted: 07 Dec 2018 Last Revised: 05 May 2020
Aneel Keswani, Anh L. Tran and Paolo F. Volpin
Faculty of Finance, Cass Business School, City University, London, Bayes Business School (formerly Cass Business School), City University of London and Drexel University - Bennett S. LeBow College of Business
Downloads 360 (179,967)
Citation 10

Abstract:

Loading...

corporate governance, institutional investors, agency costs of debt

10.

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 316 (207,306)

Abstract:

Loading...

Stock Splits, Market Efficiency, Underreaction

11.

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 Bayes Business School (formerly Cass Business School), City University of London
Downloads 235 (280,975)
Citation 2

Abstract:

Loading...

proxy voting, mutual funds, institutional investors, corporate governance

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 131 (471,453)

Abstract:

Loading...

investment management, mutual funds

13.

Undervaluation Induced LBOs

Number of pages: 102 Posted: 13 Dec 2024
Dyaran Bansraj, Aneel Keswani, Francisco Urzúa I. and Per Strömberg
Erasmus University Rotterdam (EUR) - Department of Business Economics, Faculty of Finance, Cass Business School, City University, London, City University London and Swedish House of Finance
Downloads 50 (848,306)

Abstract:

Loading...

Private Equity, Leveraged Buyouts, Instrumental Variables, Mutual Fund Fire Sales

14.

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 41 (925,887)

Abstract:

Loading...

15.

The Case for Integrating ESG into Fixed Income Portfolios

Posted: 18 Apr 2025
Andrew Clare, Aneel Keswani and Nick Motson
City, University of London - Bayes Business School, Faculty of Finance, Cass Business School, City University, London and City University London - Bayes Business School

Abstract:

Loading...

ESG, fixed income portfolios

16.

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:

Loading...

mutual funds, investor behavior, smart money

Other Papers (1)

Total Downloads: 42
Actions:
Email selected abstracts
1.

The Diversification Factor in Mutual Fund Returns

Number of pages: 27 Posted: 18 Aug 2017
Bernd Hanke, Aneel Keswani, Garrett Quigley, David Stolin and Maxim Zagonov
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 42

Abstract:

Loading...

mutual funds, factor models, diversification return