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Performance, stock selection and market timing of the German equity mutual fund industry

Cuthbertson, Keith; Nitzsche, Dirk - In: Journal of empirical finance 21 (2013), pp. 86-101

Persistent link: https://www.econbiz.de/10009745287

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

Resuscitating the C-CAPM : empirical evidence from France and Germany

Hyde, Stuart; Cuthbertson, Keith; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 10 (2005) 4, pp. 337-357

Persistent link: https://www.econbiz.de/10003171673

Are German money market rates well behaved?

Cuthbertson, Keith; Hayes, Simon; Nitzsche, Dirk - In: Journal of economic dynamics & control 24 (2000) 3, pp. 347-360

Persistent link: https://www.econbiz.de/10001433032

Interest rates in Germany and the UK : cointegration and error correction models

Cuthbertson, Keith - In: The Manchester School 66 (1998) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10001239027

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

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

Excess volatility and efficiency in French and German stock markets

Cuthbertson, Keith; Hyde, Stuart - In: Economic modelling 19 (2002) 3, pp. 399-418

Persistent link: https://www.econbiz.de/10001662569

The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate

Cuthbertson, Keith; Hayes, Simon; Hyde, Stuart - In: The economic and social review 29 (1998) 4, pp. 383-401

Persistent link: https://www.econbiz.de/10001538424