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 6 153
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 1 1 63 1 4 7 301
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 1 130 3 3 6 490
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 12 145
Do ETFs increase liquidity? 0 0 5 28 0 2 23 86
Endogenous benchmarks 1 1 1 29 2 2 4 103
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 0 3 7 518
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 2 157 1 1 5 579
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 1 4 8 222
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 0 3 416
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 2 2 3 119
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 1 1 3 47
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 0 1 2 28
Network centrality and pension fund performance 0 0 0 42 0 0 2 98
Picking Funds with Confidence 0 0 0 46 0 0 3 148
Picking Funds with Confidence 0 0 0 44 1 1 4 154
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 3 61
Runs on Money Market Funds 0 0 0 55 0 1 3 125
Runs on money market mutual funds 0 0 0 23 0 0 5 106
Runs on money market mutual funds 0 0 0 44 0 2 3 116
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 1 3 21
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 0 1 52 2 4 15 144
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 0 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 0 1 2 16 1 2 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 1 1 1 79
Total Working Papers 1 3 17 1,424 16 38 148 5,533


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 1 40 1 3 8 183
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 0 7 340 2 8 29 1,061
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 0 2 119
Do Fund Managers Misestimate Climatic Disaster Risk 0 3 22 274 0 9 69 682
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 3 246 3 7 20 803
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 0 1 1 26 1 3 5 79
Investing in mutual funds when returns are predictable 0 0 1 104 0 1 8 329
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 1 2 56
Investor Flows to Asset Managers: Causes and Consequences 1 2 8 105 1 2 16 262
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 1 3 14 1,839 5 11 55 5,567
Mutual Fund Herding and the Impact on Stock Prices 0 0 7 376 1 4 28 1,323
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1 2 2 41 1 3 11 133
Mutual fund performance evaluation with active peer benchmarks 0 0 4 127 1 3 19 443
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 1 4 83 0 3 9 236
Performance evaluation with portfolio holdings information 0 0 0 93 1 1 2 255
Picking funds with confidence 0 0 2 34 1 1 5 125
Runs on Money Market Mutual Funds 0 0 2 53 0 1 8 246
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 1 4 12 201
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 1 18 0 1 6 89
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 1 97 2 3 11 388
The cross section of conditional mutual fund performance in European stock markets 0 0 1 82 0 1 2 225
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 8 0 0 4 60
Total Journal Articles 3 12 87 4,127 21 71 348 13,176


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 1 1 4 108 5 7 13 256
Total Books 1 1 4 108 5 7 13 256


Statistics updated 2025-09-05