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 0 1 38 1 1 7 153
Analyst recommendations, mutual fund herding, and overreaction in stock prices 1 1 1 63 2 2 7 299
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 1 3 130 0 1 7 487
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 1 52 0 0 1 214
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 0 0 13 145
Do ETFs increase liquidity? 0 2 5 28 1 6 25 85
Endogenous benchmarks 0 0 0 28 0 0 4 101
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 2 5 6 517
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 1 3 157 0 1 5 578
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 0 0 0 219
Forecasting stock returns through an efficient aggregation of mutual fund holdings 0 0 1 61 0 1 5 218
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 0 0 2 51
Holding Horizon: A New Measure of Active Investment Management 0 0 0 113 0 1 5 416
International characteristic-based asset pricing 0 0 1 16 0 0 3 30
Investing in mutual funds when returns are predictable 0 0 0 22 0 0 1 117
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 0 0 2 46
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 0 0 3 27
Network centrality and pension fund performance 0 0 0 42 0 0 2 98
Picking Funds with Confidence 0 0 0 44 0 1 3 153
Picking Funds with Confidence 0 0 0 46 0 0 3 148
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 0 14 0 0 0 80
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 0 0 15 1 1 5 61
Runs on Money Market Funds 0 0 0 55 1 1 3 125
Runs on money market mutual funds 0 0 0 44 0 1 1 114
Runs on money market mutual funds 0 0 0 23 0 0 6 106
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 0 0 1 125
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 0 1 2 20
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 0 2 52 0 2 38 140
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 0 0 1 56
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 0 0 2 125
The freedom of information act and the race towards information acquisition 0 0 2 15 0 0 4 49
The investment value of mutual fund portfolio disclosure 0 0 0 4 0 0 3 144
The performance of European equity mutual funds 0 0 0 31 0 1 3 178
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 0 0 0 78
Total Working Papers 1 5 20 1,422 8 26 173 5,503


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 1 2 40 0 2 7 180
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 1 8 340 4 9 29 1,057
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 0 3 119
Do Fund Managers Misestimate Climatic Disaster Risk 1 3 21 272 1 11 70 674
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 5 246 2 4 22 798
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 1 26 0 0 8 102
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 0 0 25 0 1 2 76
Investing in mutual funds when returns are predictable 0 0 2 104 1 1 11 329
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 0 1 55
Investor Flows to Asset Managers: Causes and Consequences 1 2 7 104 1 2 15 261
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 1 6 0 0 3 41
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 2 5 14 1,838 5 16 57 5,561
Mutual Fund Herding and the Impact on Stock Prices 0 2 10 376 0 10 33 1,319
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1 1 1 40 2 5 11 132
Mutual fund performance evaluation with active peer benchmarks 0 1 4 127 2 3 29 442
Network centrality and delegated investment performance 0 0 3 41 1 1 8 168
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 1 2 6 83 2 4 13 235
Performance evaluation with portfolio holdings information 0 0 0 93 0 0 1 254
Picking funds with confidence 0 0 3 34 0 0 6 124
Runs on Money Market Mutual Funds 0 1 4 53 1 3 12 246
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 2 30 1 2 15 198
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 1 18 1 2 7 89
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 1 97 1 2 9 386
The cross section of conditional mutual fund performance in European stock markets 0 0 4 82 0 0 7 224
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 8 0 0 5 60
Total Journal Articles 6 19 101 4,121 25 78 384 13,130


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 5 107 0 1 8 249
Total Books 0 0 5 107 0 1 8 249


Statistics updated 2025-07-04