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 32 4 7 15 126
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 2 59 1 3 9 280
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 1 3 125 4 16 51 458
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 51 0 0 2 210
Decentralized investment management: evidence from the pension fund industry 0 0 2 18 2 2 7 125
Do ETFs increase liquidity? 0 0 4 15 0 1 9 30
Endogenous benchmarks 0 0 0 24 0 0 1 92
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 5 7 31 506
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 153 1 2 5 568
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 3 54 0 0 8 217
Forecasting stock returns through an efficient aggregation of mutual fund holdings 0 1 2 55 0 1 8 205
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 7 0 0 0 47
Holding Horizon: A New Measure of Active Investment Management 1 3 7 110 3 11 28 394
International characteristic-based asset pricing 0 0 0 13 0 0 3 24
Investing in mutual funds when returns are predictable 0 0 0 20 2 2 5 106
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 11 0 0 0 43
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 4 0 0 0 23
Network centrality and pension fund performance 0 0 2 40 0 1 3 92
Picking Funds with Confidence 1 1 3 42 1 1 9 148
Picking Funds with Confidence 1 1 3 44 7 11 35 136
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 2 13 0 0 3 77
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 1 3 11 0 2 9 46
Runs on Money Market Funds 0 0 1 54 0 1 4 118
Runs on money market mutual funds 0 0 0 44 0 0 3 111
Runs on money market mutual funds 0 1 1 22 0 3 4 96
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 14 0 0 2 121
Style Migration and the Cross-Section of Stock Returns 0 0 0 1 0 0 1 16
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 1 1 3 49 1 6 16 94
The Investment Value of Mutual Fund Portfolio Disclosure 0 1 1 10 0 2 4 49
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 39 1 2 7 121
The freedom of information act and the race towards information acquisition 0 1 3 12 1 2 6 43
The investment value of mutual fund portfolio disclosure 0 0 0 4 1 2 3 137
The performance of European equity mutual funds 0 0 0 31 0 0 4 174
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 2 26 0 0 6 75
Total Working Papers 4 12 48 1,337 34 85 301 5,108


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 4 35 2 4 14 155
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 0 2 3 321 0 4 12 1,003
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 0 0 112
Do Fund Managers Misestimate Climatic Disaster Risk 4 14 53 216 7 29 114 498
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 1 1 232 6 8 16 759
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 1 5 24 0 2 9 90
Institutional Trading around Corporate News: Evidence from Textual Analysis 1 3 8 20 3 5 13 66
Investing in mutual funds when returns are predictable 1 1 5 101 2 2 17 305
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 1 16 0 0 2 52
Investor Flows to Asset Managers: Causes and Consequences 1 2 10 94 1 4 18 234
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 2 5 0 0 2 36
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 3 7 31 1,795 8 25 99 5,411
Mutual Fund Herding and the Impact on Stock Prices 2 3 10 345 5 11 44 1,238
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 0 1 3 30 1 6 22 95
Mutual fund performance evaluation with active peer benchmarks 0 1 5 119 0 1 12 396
Network centrality and delegated investment performance 0 1 7 31 3 5 20 140
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 1 2 5 71 2 3 9 204
Performance evaluation with portfolio holdings information 0 0 1 91 5 9 26 236
Picking funds with confidence 1 1 5 27 1 3 18 106
Runs on Money Market Mutual Funds 2 2 3 44 2 2 13 218
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 13 1 2 3 54
The Freedom of Information Act and the Race Toward Information Acquisition 1 1 1 14 1 2 7 75
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 3 8 94 0 4 19 365
The cross section of conditional mutual fund performance in European stock markets 1 1 6 71 1 2 15 203
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 1 2 2 6 1 3 5 52
Total Journal Articles 20 51 179 3,836 52 136 529 12,103


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 1 9 98 0 1 18 231
Total Books 0 1 9 98 0 1 18 231


Statistics updated 2023-06-05