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 2 38 0 2 11 152
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 1 62 0 1 7 297
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 2 129 0 1 7 486
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 2 15 145
Do ETFs increase liquidity? 0 2 3 26 0 5 21 79
Endogenous benchmarks 0 0 1 28 0 1 5 101
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 1 2 2 513
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 2 156 0 0 4 577
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 4 61 0 2 7 217
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 4 415
International characteristic-based asset pricing 0 0 1 16 0 1 3 30
Investing in mutual funds when returns are predictable 0 0 1 22 0 1 3 117
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 0 1 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 1 2 98
Picking Funds with Confidence 0 0 2 46 0 1 6 148
Picking Funds with Confidence 0 0 0 44 1 1 3 153
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 1 15 0 1 5 60
Runs on Money Market Funds 0 0 0 55 0 1 2 124
Runs on money market mutual funds 0 0 0 23 0 1 6 106
Runs on money market mutual funds 0 0 0 44 0 0 1 113
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 0 1 1 125
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 0 1 1 19
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 0 2 52 1 1 40 139
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 1 2 125
The freedom of information act and the race towards information acquisition 0 1 2 15 0 2 4 49
The investment value of mutual fund portfolio disclosure 0 0 0 4 0 1 3 144
The performance of European equity mutual funds 0 0 0 31 1 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 0 3 25 1,417 4 34 177 5,481


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 2 39 0 1 9 178
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 11 339 1 3 27 1,049
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 1 3 119
Do Fund Managers Misestimate Climatic Disaster Risk 1 6 23 270 4 15 79 667
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 6 246 1 3 21 795
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 2 26 0 2 10 102
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 0 0 25 0 0 1 75
Investing in mutual funds when returns are predictable 0 0 2 104 0 2 10 328
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 0 2 55
Investor Flows to Asset Managers: Causes and Consequences 1 2 6 103 1 5 14 260
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 1 6 0 1 4 41
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 2 4 14 1,835 6 15 65 5,551
Mutual Fund Herding and the Impact on Stock Prices 1 2 12 375 6 9 33 1,315
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 0 1 39 3 5 14 130
Mutual fund performance evaluation with active peer benchmarks 1 2 4 127 1 4 32 440
Network centrality and delegated investment performance 0 0 5 41 0 0 9 167
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 4 81 0 0 12 231
Performance evaluation with portfolio holdings information 0 0 0 93 0 1 1 254
Picking funds with confidence 0 2 3 34 0 2 7 124
Runs on Money Market Mutual Funds 0 0 4 52 1 3 11 244
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 2 30 0 0 16 196
The Freedom of Information Act and the Race Toward Information Acquisition 0 1 1 18 0 2 6 87
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 2 97 1 1 13 385
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 6 60
Total Journal Articles 6 19 110 4,108 25 75 412 13,077


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 2 5 107 1 3 8 249
Total Books 0 2 5 107 1 3 8 249


Statistics updated 2025-05-12