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 2 38 0 1 8 152
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 0 62 0 0 5 297
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 1 1 3 130 1 1 8 487
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 2 13 145
Do ETFs increase liquidity? 2 4 5 28 5 8 25 84
Endogenous benchmarks 0 0 1 28 0 0 5 101
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 2 4 4 515
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 1 1 3 157 1 1 5 578
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 2 61 1 1 6 218
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 1 1 5 416
International characteristic-based asset pricing 0 0 1 16 0 0 3 30
Investing in mutual funds when returns are predictable 0 0 1 22 0 1 3 117
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 0 0 3 27
Network centrality and pension fund performance 0 0 0 42 0 0 2 98
Picking Funds with Confidence 0 0 1 46 0 0 4 148
Picking Funds with Confidence 0 0 0 44 0 1 3 153
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 60
Runs on Money Market Funds 0 0 0 55 0 0 2 124
Runs on money market mutual funds 0 0 0 44 1 1 2 114
Runs on money market mutual funds 0 0 0 23 0 1 6 106
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 1 2 20
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 0 2 52 1 2 38 140
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 0 0 1 56
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 0 1 2 125
The freedom of information act and the race towards information acquisition 0 0 2 15 0 0 4 49
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 1 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 4 6 24 1,421 14 29 175 5,495


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 40 2 3 7 180
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 1 1 10 340 4 7 27 1,053
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 1 3 119
Do Fund Managers Misestimate Climatic Disaster Risk 1 2 21 271 6 12 75 673
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 6 246 1 3 22 796
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 1 26 0 1 9 102
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 0 0 25 1 1 2 76
Investing in mutual funds when returns are predictable 0 0 2 104 0 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 0 2 6 103 0 5 14 260
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 1 6 0 0 3 41
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 1 4 13 1,836 5 15 57 5,556
Mutual Fund Herding and the Impact on Stock Prices 1 2 12 376 4 11 36 1,319
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 0 0 39 0 4 11 130
Mutual fund performance evaluation with active peer benchmarks 0 1 4 127 0 1 31 440
Network centrality and delegated investment performance 0 0 3 41 0 0 7 167
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 1 1 5 82 2 2 14 233
Performance evaluation with portfolio holdings information 0 0 0 93 0 0 1 254
Picking funds with confidence 0 1 3 34 0 1 6 124
Runs on Money Market Mutual Funds 1 1 5 53 1 2 12 245
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 2 30 1 1 15 197
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 1 18 1 1 6 88
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 1 97 0 1 9 385
The cross section of conditional mutual fund performance in European stock markets 0 0 4 82 0 0 7 224
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 8 0 0 5 60
Total Journal Articles 7 16 103 4,115 28 74 391 13,105


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 5 107 0 3 8 249
Total Books 0 2 5 107 0 3 8 249


Statistics updated 2025-06-06