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 1 4 8 157
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 1 63 3 7 13 309
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 1 2 3 132 5 8 14 498
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 5 9 150
Do ETFs increase liquidity? 1 2 6 30 2 7 23 94
Endogenous benchmarks 0 0 1 29 10 12 15 115
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 1 157 3 10 13 589
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 2 6 13 524
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 2 6 6 225
Forecasting stock returns through an efficient aggregation of mutual fund holdings 1 2 2 63 1 4 11 226
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 3 4 4 55
Holding Horizon: A New Measure of Active Investment Management 0 0 0 113 91 91 95 508
International characteristic-based asset pricing 0 0 0 16 0 2 4 32
Investing in mutual funds when returns are predictable 0 0 0 22 1 3 6 122
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 4 8 10 55
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 2 3 4 31
Network centrality and pension fund performance 0 1 1 43 0 2 4 100
Picking Funds with Confidence 0 0 0 46 0 1 3 149
Picking Funds with Confidence 0 0 0 44 1 2 5 156
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 0 14 1 2 2 82
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 0 0 15 4 6 9 68
Runs on Money Market Funds 0 0 0 55 1 3 6 128
Runs on money market mutual funds 0 0 0 23 1 4 8 111
Runs on money market mutual funds 0 0 0 44 1 4 7 120
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 2 3 4 128
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 0 2 5 23
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 1 3 3 55 3 6 12 150
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 0 4 6 62
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 1 2 3 127
The freedom of information act and the race towards information acquisition 0 0 2 16 3 3 7 54
The investment value of mutual fund portfolio disclosure 0 0 0 4 1 2 3 146
The performance of European equity mutual funds 0 0 0 31 1 2 3 180
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 0 0 1 79
Total Working Papers 4 10 21 1,434 152 228 336 5,767


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 2 3 42 2 4 12 189
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 2 4 6 345 4 15 35 1,080
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 1 1 22 0 3 4 122
Do Fund Managers Misestimate Climatic Disaster Risk 0 5 20 279 4 19 62 704
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 1 2 248 3 26 42 832
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 0 26 0 1 3 103
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 2 3 28 2 4 8 83
Investing in mutual funds when returns are predictable 0 0 0 104 9 12 16 342
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 0 1 56
Investor Flows to Asset Managers: Causes and Consequences 1 2 8 108 3 7 17 270
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 6 0 2 3 43
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 2 4 15 1,845 10 24 60 5,595
Mutual Fund Herding and the Impact on Stock Prices 0 4 7 380 8 23 42 1,347
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1 1 3 42 4 7 18 142
Mutual fund performance evaluation with active peer benchmarks 0 0 3 127 3 5 14 449
Network centrality and delegated investment performance 0 0 0 41 0 3 5 171
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 1 3 84 5 10 16 246
Performance evaluation with portfolio holdings information 0 0 0 93 1 2 4 257
Picking funds with confidence 0 0 2 34 1 6 9 131
Runs on Money Market Mutual Funds 0 1 3 55 0 4 12 251
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 3 7 13 209
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 1 18 2 4 10 93
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 2 98 1 6 14 395
The cross section of conditional mutual fund performance in European stock markets 0 1 1 83 0 1 5 229
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 0 8 1 1 2 62
Total Journal Articles 7 29 83 4,163 66 196 427 13,401


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 4 109 1 3 14 260
Total Books 0 0 4 109 1 3 14 260


Statistics updated 2026-01-09