Keith Cuthbertson

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 2,183

SSRN RANKINGS

Top 2,183

in Total Papers Downloads

12,293

CITATIONS
Rank 4,506

SSRN RANKINGS

Top 4,506

in Total Papers Citations

117

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 - Sir John Cass Business School, City University London - Sir John Cass Business School and University College Cork
Downloads 5,531 (736)
Citation 54

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 (4,738)
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 806 (21,986)

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 (418,066)

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 (28,970)
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
Keith Cuthbertson, Simon Hayley, Nick Motson and Dirk Nitzsche
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 (23,711)

Abstract:

Diversification, rebalancing, volatility pumping

6.

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 (39,324)
Citation 3

Abstract:

Mutual fund performance, false discovery rate

7.

Resurrecting the C-CAPM: Empirical Evidence from France and Germany

EFMA 2003 Helsinki Meetings
Number of pages: 15 Posted: 16 May 2003
Stuart Hyde and Keith Cuthbertson
University of Manchester - Manchester Business School and City University London - Sir John Cass Business School
Downloads 413 (53,224)
Citation 3

Abstract:

Habit Persistence, Volatility Bounds, Risk Aversion, Sharpe Ratio

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 (64,191)
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 (103,846)

Abstract:

Mutual fund performance, false discovery rate

10.

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 (346,031)

Abstract:

Mutual fund performance, hedge funds, persistence

11.

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 (504,736)
Citation 1

Abstract:

12.

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 (522,662)
Citation 2

Abstract:

Mutual fund performance, false discovery rate

13.

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 (522,662)
Citation 11

Abstract:

14.

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 (522,662)
Citation 4

Abstract:

15.

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 (532,717)

Abstract:

mutual funds performance, market timing

16.

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 (111,553)

Abstract:

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