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UK stock returns and the impact of domestic monetary policy shocks

Bredin, Donal; Hyde, Stuart; Nitzsche, Dirk; O'Reilly, … - In: Journal of business finance & accounting : JBFA 34 (2007) 5/6, pp. 872-888

Persistent link: https://www.econbiz.de/10003507232

Winners and losers : German equity mutual funds

Cuthbertson, Keith; Nitzsche, Dirk - In: The European journal of finance 19 (2013) 9/10, pp. 951-963

Persistent link: https://www.econbiz.de/10010245646

False discoveries in UK mutual fund performance

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: European financial management : the journal of the … 18 (2012) 3, pp. 444-463

Persistent link: https://www.econbiz.de/10009672263

Can UK pension fund managers time the market?

Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - 2008

Persistent link: https://www.econbiz.de/10003741002

Performance and performance persistence of UK closed-end equity funds

Bredin, Donal; Cuthbertson, Keith; Nitzsche, Dirk; … - In: International review of financial analysis 34 (2014), pp. 189-199

Persistent link: https://www.econbiz.de/10010529040

Market and style timing : German equity and bond funds

Cuthbertson, Keith; Hayley, Simon; Nitzsche, Dirk - In: European financial management : the journal of the … 22 (2016) 4, pp. 667-696

Persistent link: https://www.econbiz.de/10011713079

A review of behavioural and management effects in mutual fund performance

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 44 (2016), pp. 162-176

Persistent link: https://www.econbiz.de/10011623986

What does rebalancing really achieve?

Cuthbertson, Keith; Hayley, Simon; Motson, Nick; … - In: International journal of finance & economics : IJFE 21 (2016) 3, pp. 224-240

Persistent link: https://www.econbiz.de/10011560500

Mutual fund performance persistence : factor models and portfolio size

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 81 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013411047

Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry

Cuthbertson, Keith - 2010

We investigate the performance of the German equity mutual fund industry over 20 years (monthly data 1990-2009) using the false discovery rate (FDR) to examine both model selection and performance measurement. When using the Fama-French three factor (3F) model (with no market timing) we find at...

Persistent link: https://www.econbiz.de/10013138161