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 1 1 1 39 5 12 17 168
Analyst recommendations, mutual fund herding, and overreaction in stock prices 0 0 1 63 5 24 33 330
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 2 4 133 0 16 23 509
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 52 0 2 2 216
Decentralized investment management: evidence from the pension fund industry 0 0 0 20 0 9 14 157
Do ETFs increase liquidity? 1 3 8 32 6 13 29 105
Endogenous benchmarks 0 0 1 29 0 11 15 116
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 1 157 0 12 21 598
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 3 8 19 530
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 0 55 1 6 10 229
Forecasting stock returns through an efficient aggregation of mutual fund holdings 0 1 2 63 2 7 15 232
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 9 2 11 12 63
Holding Horizon: A New Measure of Active Investment Management 0 0 0 113 12 242 244 659
International characteristic-based asset pricing 0 0 0 16 1 1 3 33
Investing in mutual funds when returns are predictable 0 0 0 22 0 1 6 122
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 0 12 1 9 14 60
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 0 5 0 7 9 36
Network centrality and pension fund performance 0 0 1 43 0 1 3 101
Picking Funds with Confidence 0 0 0 46 0 3 4 152
Picking Funds with Confidence 0 0 0 44 0 2 5 157
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 0 14 0 2 3 83
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 0 0 0 15 3 10 15 74
Runs on Money Market Funds 0 0 0 55 8 16 19 143
Runs on money market mutual funds 0 0 0 23 9 19 24 129
Runs on money market mutual funds 0 0 0 44 2 10 16 129
Seasonal asset allocation: Evidence from mutual fund flows 0 0 0 15 2 6 7 132
Style Migration and the Cross-Section of Stock Returns 0 0 0 3 0 4 8 27
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 1 3 55 4 12 21 159
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 0 12 0 1 7 63
The cross-section of conditional mutual fund performance in European stock markets 0 0 0 40 0 4 6 130
The freedom of information act and the race towards information acquisition 0 0 1 16 1 5 7 56
The investment value of mutual fund portfolio disclosure 0 0 0 4 0 2 3 147
The performance of European equity mutual funds 0 0 0 31 1 2 4 181
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 0 28 2 3 4 82
Total Working Papers 2 8 23 1,438 70 493 642 6,108


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 0 1 3 42 3 8 18 195
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 2 5 9 348 5 17 47 1,093
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 1 22 1 6 10 128
Do Fund Managers Misestimate Climatic Disaster Risk 0 0 10 279 4 10 49 710
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 2 2 4 250 9 28 64 857
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 0 0 0 26 1 2 4 105
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 0 3 28 2 6 12 87
Investing in mutual funds when returns are predictable 0 0 0 104 2 13 20 346
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 0 17 0 1 2 57
Investor Flows to Asset Managers: Causes and Consequences 1 2 8 109 12 28 40 295
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 6 1 5 7 48
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 1 3 14 1,846 6 20 64 5,605
Mutual Fund Herding and the Impact on Stock Prices 1 1 7 381 2 16 47 1,355
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1 2 4 43 5 25 37 163
Mutual fund performance evaluation with active peer benchmarks 0 0 1 127 2 9 16 455
Network centrality and delegated investment performance 0 0 0 41 2 5 9 176
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 0 3 84 4 12 22 253
Performance evaluation with portfolio holdings information 0 1 1 94 0 4 6 260
Picking funds with confidence 0 0 1 34 3 4 11 134
Runs on Money Market Mutual Funds 0 0 3 55 2 5 13 256
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 0 30 2 12 22 218
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 0 18 0 3 7 94
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 0 1 2 99 1 7 17 401
The cross section of conditional mutual fund performance in European stock markets 0 0 1 83 0 5 10 234
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 0 8 2 5 6 66
Total Journal Articles 8 18 75 4,174 71 256 560 13,591


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 0 7 20 266
Total Books 0 0 4 109 0 7 20 266


Statistics updated 2026-03-04