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 6 44 0 4 33 186
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 1 64 1 1 43 345
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 0 3 133 1 2 29 519
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 52 0 1 8 222
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 0 1 15 160
Do ETFs increase liquidity? 0 0 5 33 0 5 33 120
Endogenous benchmarks 0 0 0 29 0 0 14 117
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 3 8 28 546
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 157 3 9 33 612
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 0 0 12 231
Forecasting stock returns through an efficient aggregation of mutual fund holdings 0 0 2 63 1 4 17 239
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 0 0 13 64
Holding Horizon: A New Measure of Active Investment Management 0 0 1 114 2 3 255 672
International characteristic-based asset pricing 0 0 0 16 1 1 5 35
Investing in mutual funds when returns are predictable 0 0 0 22 0 1 9 128
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 1 1 19 66
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 0 3 13 41
Network centrality and pension fund performance 0 0 1 43 0 1 7 105
Picking Funds with Confidence 0 0 0 44 1 3 10 164
Picking Funds with Confidence 0 1 1 47 1 2 11 159
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 1 15 0 1 11 91
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 0 1 16 3 6 25 87
Runs on Money Market Funds 0 0 1 56 0 4 39 164
Runs on money market mutual funds 0 0 0 44 0 1 26 142
Runs on money market mutual funds 0 0 1 24 0 3 34 141
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 0 2 16 141
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 0 0 10 31
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 1 1 5 57 1 1 29 173
The Investment Value of Mutual Fund Portfolio Disclosure 1 1 1 13 1 2 14 72
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 1 3 10 135
The freedom of information act and the race towards information acquisition 0 0 0 16 0 2 14 65
The investment value of mutual fund portfolio disclosure 0 0 0 4 1 3 16 160
The performance of European equity mutual funds 0 0 0 31 0 0 7 185
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 1 1 5 84
Total Working Papers 2 4 30 1,454 23 79 863 6,402


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 4 44 2 6 46 231
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 2 2 10 351 3 14 66 1,131
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 1 2 23 0 3 21 140
Do Fund Managers Misestimate Climatic Disaster Risk 0 0 9 283 7 12 62 747
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 1 2 7 254 9 22 84 890
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 0 26 0 5 11 113
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 2 5 31 1 6 19 98
Investing in mutual funds when returns are predictable 0 0 0 104 0 0 24 354
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 0 3 59
Investor Flows to Asset Managers: Causes and Consequences 1 1 5 111 1 3 41 304
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 6 0 1 11 52
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 1 5 12 1,853 9 30 115 5,686
Mutual Fund Herding and the Impact on Stock Prices 1 1 11 387 8 30 85 1,409
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 3 4 10 51 7 23 69 204
Mutual fund performance evaluation with active peer benchmarks 0 0 2 129 1 2 23 467
Network centrality and delegated investment performance 0 0 0 41 0 4 30 198
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 1 84 1 6 29 265
Performance evaluation with portfolio holdings information 0 0 1 94 0 0 7 262
Picking funds with confidence 0 0 0 34 0 1 12 137
Runs on Money Market Mutual Funds 0 0 1 55 2 4 21 268
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 1 4 33 235
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 0 18 2 6 18 107
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 0 3 101 2 6 26 415
The cross section of conditional mutual fund performance in European stock markets 0 0 1 83 1 1 9 237
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 0 8 0 3 27 88
Total Journal Articles 9 18 84 4,218 57 192 892 14,097


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 2 111 0 3 16 273
Total Books 0 2 2 111 0 3 16 273


Statistics updated 2026-10-11