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 4 4 5 43 6 13 29 181
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 1 2 64 2 13 46 343
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 3 133 0 5 27 514
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 52 0 5 7 221
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 0 1 13 158
Do ETFs increase liquidity? 0 1 5 33 2 7 28 112
Endogenous benchmarks 0 0 1 29 0 1 16 117
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 157 0 4 24 602
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 0 7 22 537
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 0 2 12 231
Forecasting stock returns through an efficient aggregation of mutual fund holdings 0 0 2 63 0 1 15 233
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 0 1 13 64
Holding Horizon: A New Measure of Active Investment Management 0 1 1 114 2 10 253 669
International characteristic-based asset pricing 0 0 0 16 0 1 4 34
Investing in mutual funds when returns are predictable 0 0 0 22 0 5 10 127
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 1 5 19 65
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 0 2 11 38
Network centrality and pension fund performance 0 0 1 43 1 2 5 103
Picking Funds with Confidence 0 0 0 46 0 5 9 157
Picking Funds with Confidence 0 0 0 44 1 4 8 161
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 1 1 1 15 2 7 10 90
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 1 1 16 1 7 21 81
Runs on Money Market Funds 0 0 0 55 2 14 33 157
Runs on money market mutual funds 1 1 1 24 2 8 31 137
Runs on money market mutual funds 0 0 0 44 1 10 25 139
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 3 7 14 139
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 1 4 11 31
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 1 4 56 3 12 31 171
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 1 7 14 70
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 0 2 7 132
The freedom of information act and the race towards information acquisition 0 0 1 16 3 7 14 63
The investment value of mutual fund portfolio disclosure 0 0 0 4 2 10 13 157
The performance of European equity mutual funds 0 0 0 31 0 4 7 185
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 0 1 5 83
Total Working Papers 6 11 28 1,449 36 194 807 6,302


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 2 2 4 44 9 25 40 220
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 1 9 349 6 19 59 1,112
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 1 22 0 8 17 136
Do Fund Managers Misestimate Climatic Disaster Risk 0 3 11 282 1 20 57 730
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 1 1 5 251 4 9 70 866
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 0 26 0 3 6 108
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 1 4 29 2 3 14 90
Investing in mutual funds when returns are predictable 0 0 0 104 1 7 25 353
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 2 4 59
Investor Flows to Asset Managers: Causes and Consequences 0 1 7 110 1 5 40 300
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 6 0 3 10 51
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 0 1 11 1,847 9 33 82 5,638
Mutual Fund Herding and the Impact on Stock Prices 0 3 8 384 3 17 53 1,372
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1 4 8 47 5 14 47 177
Mutual fund performance evaluation with active peer benchmarks 1 2 2 129 3 9 24 464
Network centrality and delegated investment performance 0 0 0 41 14 16 25 192
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 2 84 1 5 25 258
Performance evaluation with portfolio holdings information 0 0 1 94 1 2 8 262
Picking funds with confidence 0 0 0 34 0 2 12 136
Runs on Money Market Mutual Funds 0 0 2 55 1 8 19 264
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 4 11 32 229
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 0 18 0 5 11 99
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 1 2 4 101 1 5 21 406
The cross section of conditional mutual fund performance in European stock markets 0 0 1 83 0 2 12 236
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 0 8 3 17 23 83
Total Journal Articles 6 21 80 4,195 69 250 736 13,841


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 0 3 20 269
Total Books 0 0 2 109 0 3 20 269


Statistics updated 2026-06-04