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 1 7 153
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 1 1 63 1 3 8 300
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 1 1 130 0 1 4 487
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 7 25 86
Endogenous benchmarks 0 0 0 28 0 0 3 101
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 0 130 1 5 7 518
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 3 4 7 221
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 4 416
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 1 1 4 28
Network centrality and pension fund performance 0 0 0 42 0 0 2 98
Picking Funds with Confidence 0 0 0 44 0 0 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 0 1 4 61
Runs on Money Market Funds 0 0 0 55 0 1 3 125
Runs on money market mutual funds 0 0 0 44 2 3 3 116
Runs on money market mutual funds 0 0 0 23 0 0 5 106
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 1 2 3 21
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 0 1 52 2 3 14 142
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 1 1 2 57
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 1 1 2 16 1 1 3 50
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 0 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 6 17 1,423 14 36 149 5,517


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 2 4 8 182
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 1 7 340 2 10 28 1,059
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 0 2 119
Do Fund Managers Misestimate Climatic Disaster Risk 2 4 22 274 8 15 71 682
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 5 246 2 5 21 800
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 1 26 0 0 7 102
Institutional Trading around Corporate News: Evidence from Textual Analysis 1 1 1 26 2 3 4 78
Investing in mutual funds when returns are predictable 0 0 2 104 0 1 9 329
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 1 1 2 56
Investor Flows to Asset Managers: Causes and Consequences 0 1 7 104 0 1 15 261
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 1 6 0 0 2 41
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 0 3 13 1,838 1 11 53 5,562
Mutual Fund Herding and the Impact on Stock Prices 0 1 9 376 3 7 32 1,322
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 1 1 40 0 2 10 132
Mutual fund performance evaluation with active peer benchmarks 0 0 4 127 0 2 24 442
Network centrality and delegated investment performance 0 0 3 41 0 1 8 168
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 2 6 83 1 5 13 236
Performance evaluation with portfolio holdings information 0 0 0 93 0 0 1 254
Picking funds with confidence 0 0 3 34 0 0 5 124
Runs on Money Market Mutual Funds 0 1 3 53 0 2 9 246
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 1 30 2 4 15 200
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 1 18 0 2 7 89
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 1 97 0 1 9 386
The cross section of conditional mutual fund performance in European stock markets 0 0 2 82 1 1 4 225
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 8 0 0 4 60
Total Journal Articles 3 16 96 4,124 25 78 363 13,155


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 4 107 2 2 9 251
Total Books 0 0 4 107 2 2 9 251


Statistics updated 2025-08-05