Aneel Keswani

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

106 Bunhill Row

London EC1Y 8TZ

Great Britain

SCHOLARLY PAPERS

17

DOWNLOADS
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7,675

CITATIONS
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SSRN RANKINGS

Top 7,054

in Total Papers Citations

68

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 3,101 (3,339)
Citation 17

Abstract:

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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 1,039 (19,848)
Citation 9

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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 1,005 (20,539)
Citation 6

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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 (45,526)
Citation 2

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 396 (71,846)
Citation 5

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 381 (74,480)
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

Abstract:

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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 (76,979)
Citation 2

Abstract:

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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 258 (115,571)
Citation 1

Abstract:

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Stock Splits, Market Efficiency, Underreaction

9.

Culture and Mutual Funds

Number of pages: 66 Posted: 16 Jul 2016 Last Revised: 03 Aug 2018
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 169 (173,623)

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Mutual funds; Culture; Fund flows; Fund risk-taking; Fund performance; Fund fees; Index funds

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 169 (172,723)

Abstract:

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proxy voting, mutual funds, institutional investors, corporate governance

11.

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 90 (277,480)

Abstract:

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investment management, mutual funds

12.

Institutional Debt Holdings and Governance

Number of pages: 57 Posted: 07 Dec 2018 Last Revised: 08 Apr 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 54 (366,893)

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corporate governance, institutional investors, agency costs of debt

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 (451,942)
Citation 4
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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 (451,942)
Citation 19
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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 6 (591,487)

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16.

Is There Performance Persistence After All? International Evidence

Posted: 06 Dec 2010 Last Revised: 11 May 2017
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