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 0 0 6 153
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 1 63 1 3 7 303
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 1 1 2 131 2 5 8 492
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 52 0 0 0 214
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 2 2 8 147
Do ETFs increase liquidity? 1 1 6 29 2 3 23 89
Endogenous benchmarks 0 1 1 29 0 2 3 103
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 2 157 5 6 10 584
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 2 2 9 520
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 2 2 2 221
Forecasting stock returns through an efficient aggregation of mutual fund holdings 1 1 2 62 2 3 10 224
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 0 0 1 51
Holding Horizon: A New Measure of Active Investment Management 0 0 0 113 0 1 4 417
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 1 3 4 120
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 0 1 2 47
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 1 1 2 29
Network centrality and pension fund performance 0 0 0 42 0 0 2 98
Picking Funds with Confidence 0 0 0 46 0 0 2 148
Picking Funds with Confidence 0 0 0 44 0 1 4 154
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 0 14 1 1 1 81
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 0 0 15 1 2 5 63
Runs on Money Market Funds 0 0 0 55 1 1 4 126
Runs on money market mutual funds 0 0 0 44 0 0 3 116
Runs on money market mutual funds 0 0 0 23 0 1 5 107
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 0 3 21
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 1 1 1 53 1 3 8 145
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 1 2 4 59
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 0 0 1 125
The freedom of information act and the race towards information acquisition 0 0 2 16 0 1 4 51
The investment value of mutual fund portfolio disclosure 0 0 0 4 0 0 2 144
The performance of European equity mutual funds 0 0 0 31 0 0 2 178
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 0 1 1 79
Total Working Papers 4 5 19 1,428 25 47 154 5,564


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 1 1 2 41 1 4 10 186
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 1 2 6 342 6 12 32 1,071
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 2 2 3 121
Do Fund Managers Misestimate Climatic Disaster Risk 4 4 22 278 9 12 69 694
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 1 2 247 13 19 33 819
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 0 26 1 1 6 103
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 0 1 26 0 1 5 79
Investing in mutual funds when returns are predictable 0 0 1 104 1 2 9 331
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 0 2 56
Investor Flows to Asset Managers: Causes and Consequences 0 2 9 106 1 3 17 264
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 6 1 1 2 42
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 1 4 14 1,842 7 16 55 5,578
Mutual Fund Herding and the Impact on Stock Prices 4 4 10 380 12 14 37 1,336
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 1 2 41 2 5 14 137
Mutual fund performance evaluation with active peer benchmarks 0 0 3 127 0 2 12 444
Network centrality and delegated investment performance 0 0 1 41 3 3 8 171
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 2 83 2 2 9 238
Performance evaluation with portfolio holdings information 0 0 0 93 0 1 2 255
Picking funds with confidence 0 0 2 34 2 3 6 127
Runs on Money Market Mutual Funds 1 2 4 55 3 4 12 250
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 3 5 9 205
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 1 18 1 1 7 90
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 1 2 98 2 5 13 391
The cross section of conditional mutual fund performance in European stock markets 0 0 1 82 0 3 5 228
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 8 0 1 3 61
Total Journal Articles 12 22 86 4,146 72 122 380 13,277


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 4 109 0 6 13 257
Total Books 0 2 4 109 0 6 13 257


Statistics updated 2025-11-08