Dirk Nitzsche

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 2,055

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13,136

CITATIONS
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SSRN RANKINGS

Top 4,242

in Total Papers Citations

126

Scholarly Papers (19)

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 5,531 (742)
Citation 53

Abstract:

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 1,966 (4,897)
Citation 33

Abstract:

Mutual fund performance, bootstrapping, fama-french model

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
University of Manchester - Manchester Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 808 (22,678)

Abstract:

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
University of Manchester - Manchester Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 24 (430,619)

Abstract:

4.

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 644 (29,459)
Citation 4

Abstract:

Mutual funds performance, market timing

5.

Diversification Returns, Rebalancing Returns and Volatility Pumping

Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 08 Feb 2016
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 534 (23,589)

Abstract:

Diversification, rebalancing, volatility pumping

6.

Are Investors Better Off with Small Hedge Funds in Times of Crisis?

Number of pages: 27 Posted: 14 Jul 2015
Andrew Clare, Dirk Nitzsche and Nick Motson
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 531 (23,643)

Abstract:

Hedge fund performance, Size, Age

7.

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 511 (40,031)
Citation 3

Abstract:

Mutual fund performance, false discovery rate

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 321 (65,613)
Citation 2

Abstract:

9.

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 206 (105,782)

Abstract:

Mutual fund performance, false discovery rate

10.

European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response

Manchester Business School Working Paper No. 493
Number of pages: 27 Posted: 11 Jul 2007
Don Bredin, Stuart Hyde, Dirk Nitzsche and Gerard O'Reilly
University College Dublin, University of Manchester - Manchester Business School, City University London - Sir John Cass Business School and Central Bank & Financial Services Authority of Ireland
Downloads 187 (118,256)
Citation 5

Abstract:

Monetary policy, stock market, interest rates

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 32 (349,984)

Abstract:

Mutual fund performance, hedge funds, persistence

12.

Carbon Portfolio Management

Number of pages: 35 Posted: 10 Oct 2014 Last Revised: 24 Sep 2016
Alex Afonin, Don Bredin, Cal B. Muckley and Dirk Nitzsche
University College Dublin (UCD), University College Dublin, University College Dublin and City University London - Sir John Cass Business School
Downloads 31 (316,693)

Abstract:

13.

UK Stock Returns and the Impact of Domestic Monetary Policy Shocks

Journal of Business Finance & Accounting, Vol. 34, No. 5-6, pp. 872-888, June/July 2007
Number of pages: 17 Posted: 11 Jul 2007
Don Bredin, Stuart Hyde, Dirk Nitzsche and Gerard O'Reilly
University College Dublin, University of Manchester - Manchester Business School, City University London - Sir John Cass Business School and Central Bank & Financial Services Authority of Ireland
Downloads 16 (458,884)
Citation 7

Abstract:

14.

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 4 (512,621)
Citation 1

Abstract:

15.

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
Downloads 1 (536,391)
Citation 2

Abstract:

Mutual fund performance, false discovery rate

16.

The Behaviour of UK Stock Prices and Returns: Is the Market Efficient?

The Economic Journal, Vol. 107, Issue 443, pp. 986-1008, 1997
Number of pages: 23 Posted: 28 Jan 2012
Keith Cuthbertson, Simon Hayes and Dirk Nitzsche
City University London - Sir John Cass Business School, Bank of England and City University London - Sir John Cass Business School
Downloads 1 (536,391)
Citation 11

Abstract:

17.

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
Downloads 1 (536,391)
Citation 4

Abstract:

18.

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
Downloads 0 (548,832)

Abstract:

mutual funds performance, market timing

19.

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 0 (109,488)

Abstract:

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

Other Papers (1)

Total Downloads: 0    Citations: 0
1.

International Sentiment Spillovers in Equity Returns

International Journal of Finance and Economics, Forthcoming
Posted: 25 Nov 2016
Deven Bathia, Don Bredin and Dirk Nitzsche
Queen Mary University of London, University College Dublin and City University London - Sir John Cass Business School

Abstract:

investor sentiment, international financial markets, vector autoregression, equity spillovers, international stock returns