Dirk Nitzsche

City University London - The Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 4,460

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Top 4,460

in Total Papers Downloads

16,747

SSRN CITATIONS
Rank 19,651

SSRN RANKINGS

Top 19,651

in Total Papers Citations

37

CROSSREF CITATIONS

33

Scholarly Papers (16)

1.

Mutual Fund Performance

Number of pages: 86 Posted: 19 Jan 2007
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
City University London - The Business School, affiliation not provided to SSRN and University College Cork
Downloads 7,500 (1,755)
Citation 24

Abstract:

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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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 2,622 (10,157)
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
affiliation not provided to SSRN, Bayes Business School (formerly Cass), City, University of London, City University London - Bayes Business School and City University London - The Business School
Downloads 1,349 (28,504)
Citation 2

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Diversification, rebalancing, volatility pumping

4.

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 of London - Bayes Business School, City University London - The Business School and City University London - Bayes Business School
Downloads 1,090 (38,879)
Citation 1

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Hedge fund performance, Size, Age

5.

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, affiliation not provided to SSRN and City University London - The Business School
Downloads 897 (51,074)
Citation 1

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Monetary policy, behavioral finance, financial markets

6.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 774 (62,423)
Citation 1

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Mutual funds performance, market timing

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 630 (81,238)
Citation 2

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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 of London - Bayes Business School, affiliation not provided to SSRN and City University London - The Business School
Downloads 459 (120,070)
Citation 1

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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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 399 (141,350)
Citation 4

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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
affiliation not provided to SSRN and City University London - The Business School
Downloads 304 (189,850)
Citation 1

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Mutual fund performance, false discovery rate

11.

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 (UCD) - Department of Banking & Finance, Alliance Manchester Business School - University of Manchester, City University London - The Business School and Central Bank & Financial Services Authority of Ireland
Downloads 295 (196,052)
Citation 2

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Monetary policy, stock market, interest rates

12.

Mutual Fund Performance Persistence: Factor Models and Portfolio Size

International Review of Financial Analysis, Vol. 81, 2022
Number of pages: 38 Posted: 07 Jun 2022
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 160 (348,521)
Citation 2

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Mutual fund performance persistence, factor models, portfolio size.

13.

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
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 113 (457,535)

Abstract:

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Mutual fund performance, hedge funds, persistence

14.

UK Mutual Funds: Performance Persistence and Portfolio Size

Forthcoming, Journal of Asset Management
Number of pages: 33 Posted: 25 Jan 2023
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 82 (565,850)

Abstract:

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Mutual fund performance persistence, factor models, portfolio size

15.

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 (UCD) - Department of Banking & Finance, University College Dublin and City University London - The Business School
Downloads 73 (604,682)
Citation 3

Abstract:

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16.

How Skilful are US Fixed-Income Fund Managers?

International Review of Financial Analysis, Vol. 74, No. 101673, 2021
Posted: 18 Nov 2021
City, University of London - Bayes Business School, affiliation not provided to SSRN, City University London - The Business School and University College Cork

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Mutual Fund Bond Performance; False Discovery Rates

Other Papers (1)

Total Downloads: 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 (UCD) - Department of Banking & Finance and City University London - The Business School

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