Access Statistics for Russell Wermers

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A matter of style: The causes and consequences of style drift in institutional portfolios 0 1 1 39 7 12 23 175
Analyst recommendations, mutual fund herding, and overreaction in stock prices 1 1 2 64 10 16 44 341
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 4 133 4 5 28 514
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 52 5 5 7 221
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 1 1 13 158
Do ETFs increase liquidity? 0 2 7 33 2 11 31 110
Endogenous benchmarks 0 0 1 29 1 1 16 117
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 1 157 3 4 25 602
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 4 10 24 537
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 1 3 12 231
Forecasting stock returns through an efficient aggregation of mutual fund holdings 0 0 2 63 1 3 16 233
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 1 3 13 64
Holding Horizon: A New Measure of Active Investment Management 1 1 1 114 7 20 252 667
International characteristic-based asset pricing 0 0 0 16 1 2 4 34
Investing in mutual funds when returns are predictable 0 0 0 22 3 5 10 127
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 4 5 18 64
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 1 2 11 38
Network centrality and pension fund performance 0 0 1 43 1 1 4 102
Picking Funds with Confidence 0 0 0 44 3 3 7 160
Picking Funds with Confidence 0 0 0 46 3 5 9 157
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 0 14 5 5 8 88
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 1 1 16 3 9 20 80
Runs on Money Market Funds 0 0 0 55 5 20 31 155
Runs on money market mutual funds 0 0 0 23 2 15 29 135
Runs on money market mutual funds 0 0 0 44 5 11 25 138
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 1 6 11 136
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 2 3 11 30
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 1 4 56 6 13 29 168
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 5 6 13 69
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 2 2 7 132
The freedom of information act and the race towards information acquisition 0 0 1 16 4 5 11 60
The investment value of mutual fund portfolio disclosure 0 0 0 4 6 8 11 155
The performance of European equity mutual funds 0 0 0 31 4 5 7 185
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 1 3 5 83
Total Working Papers 2 7 26 1,443 114 228 785 6,266


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices 0 0 3 42 16 19 33 211
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 3 10 349 7 18 57 1,106
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 1 22 4 9 17 136
Do Fund Managers Misestimate Climatic Disaster Risk 2 3 12 282 5 23 62 729
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 2 4 250 1 14 67 862
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 0 26 3 4 6 108
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 1 4 29 0 3 13 88
Investing in mutual funds when returns are predictable 0 0 0 104 3 8 24 352
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 2 2 4 59
Investor Flows to Asset Managers: Causes and Consequences 0 2 7 110 2 16 39 299
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 6 3 4 10 51
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 0 2 12 1,847 19 30 78 5,629
Mutual Fund Herding and the Impact on Stock Prices 0 4 9 384 6 16 54 1,369
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 4 7 46 5 14 42 172
Mutual fund performance evaluation with active peer benchmarks 0 1 1 128 3 8 21 461
Network centrality and delegated investment performance 0 0 0 41 2 4 11 178
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 3 84 4 8 26 257
Performance evaluation with portfolio holdings information 0 0 1 94 0 1 7 261
Picking funds with confidence 0 0 0 34 1 5 12 136
Runs on Money Market Mutual Funds 0 0 3 55 5 9 19 263
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 6 9 29 225
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 0 18 4 5 12 99
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 1 1 3 100 1 5 20 405
The cross section of conditional mutual fund performance in European stock markets 0 0 1 83 2 2 12 236
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 0 8 6 16 20 80
Total Journal Articles 3 23 81 4,189 110 252 695 13,772


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Performance Evaluation and Attribution of Security Portfolios 0 0 2 109 2 3 20 269
Total Books 0 0 2 109 2 3 20 269


Statistics updated 2026-05-06