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 1 2 38 1 3 12 152
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 1 62 0 1 8 297
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 3 129 0 2 8 486
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 1 52 0 0 2 214
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 2 4 15 145
Do ETFs increase liquidity? 2 2 4 26 3 8 25 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 1 1 512
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 2 156 0 1 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 1 9 0 0 3 51
Holding Horizon: A New Measure of Active Investment Management 0 0 0 113 0 2 5 415
International characteristic-based asset pricing 0 0 1 16 0 2 3 30
Investing in mutual funds when returns are predictable 0 0 1 22 1 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 2 2 98
Picking Funds with Confidence 0 0 0 44 0 1 2 152
Picking Funds with Confidence 0 0 2 46 0 2 6 148
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 1 15 1 1 5 60
Runs on Money Market Funds 0 0 0 55 0 2 4 124
Runs on money market mutual funds 0 0 0 44 0 0 1 113
Runs on money market mutual funds 0 0 0 23 1 3 6 106
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 0 0 39 138
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 0 0 2 56
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 1 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 0 0 2 177
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 2 4 28 1,417 11 46 186 5,477


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 1 1 10 178
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 11 339 2 3 26 1,048
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 1 1 4 119
Do Fund Managers Misestimate Climatic Disaster Risk 0 10 24 269 2 21 83 663
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 6 246 1 4 21 794
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 2 26 1 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 2 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 5 102 4 6 14 259
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 1 3 14 1,833 4 10 67 5,545
Mutual Fund Herding and the Impact on Stock Prices 0 1 11 374 1 4 28 1,309
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 0 3 39 1 3 14 127
Mutual fund performance evaluation with active peer benchmarks 0 2 3 126 0 4 31 439
Network centrality and delegated investment performance 0 0 5 41 0 1 11 167
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 5 81 0 1 14 231
Performance evaluation with portfolio holdings information 0 0 0 93 0 1 1 254
Picking funds with confidence 1 2 3 34 1 2 7 124
Runs on Money Market Mutual Funds 0 0 4 52 0 4 10 243
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 4 8 87
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 1 2 97 0 3 12 384
The cross section of conditional mutual fund performance in European stock markets 0 0 5 82 0 0 8 224
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 8 0 0 6 60
Total Journal Articles 3 22 112 4,102 21 78 418 13,052


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 2 2 5 107 2 2 9 248
Total Books 2 2 5 107 2 2 9 248


Statistics updated 2025-04-04