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 4 36 3 6 18 144
Analyst recommendations, mutual fund herding, and overreaction in stock prices 1 1 3 62 2 3 12 292
Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis 0 1 2 127 0 2 21 479
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 51 0 2 3 213
Decentralized investment management: evidence from the pension fund industry 0 0 2 20 2 2 7 132
Do ETFs increase liquidity? 0 1 8 23 1 7 29 59
Endogenous benchmarks 0 0 3 27 0 0 4 96
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 0 130 0 0 5 511
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 1 154 0 1 5 573
False discoveries in mutual fund performance: Measuring luck in estimated alphas 0 0 1 55 0 0 2 219
Forecasting stock returns through an efficient aggregation of mutual fund holdings 2 2 4 59 2 3 7 212
Governance and shareholder value in delegated portfolio management: The case of closed-end funds 0 1 2 9 0 1 2 49
Holding Horizon: A New Measure of Active Investment Management 0 0 3 113 0 3 17 411
International characteristic-based asset pricing 0 0 2 15 0 1 3 27
Investing in mutual funds when returns are predictable 0 0 1 21 0 0 8 114
Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds 0 0 1 12 0 0 1 44
Mutual Fund Return Predictability in Partially Segmented Markets 0 0 1 5 0 0 1 24
Network centrality and pension fund performance 0 0 2 42 0 0 4 96
Picking Funds with Confidence 0 0 2 44 0 0 2 150
Picking Funds with Confidence 1 1 1 45 2 2 8 144
Portfolio performance, discount dynamics, and the turnover of closed-end fund managers 0 0 1 14 0 0 3 80
Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply 1 1 4 15 1 2 10 56
Runs on Money Market Funds 0 0 1 55 0 2 4 122
Runs on money market mutual funds 0 0 0 44 0 0 1 112
Runs on money market mutual funds 0 0 1 23 0 1 4 100
Seasonal asset allocation: Evidence from mutual fund flows 0 0 1 15 0 0 3 124
Style Migration and the Cross-Section of Stock Returns 0 1 2 3 0 1 2 18
The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think 0 0 1 50 3 4 8 102
The Investment Value of Mutual Fund Portfolio Disclosure 0 0 2 12 0 2 6 55
The cross-section of conditional mutual fund performance in European stock markets 0 0 1 40 0 0 2 123
The freedom of information act and the race towards information acquisition 0 0 1 13 0 0 2 45
The investment value of mutual fund portfolio disclosure 0 0 0 4 0 2 4 141
The performance of European equity mutual funds 0 0 0 31 0 0 1 175
Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis 0 0 2 28 0 1 3 78
Total Working Papers 5 9 60 1,397 16 48 212 5,320


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 3 38 4 8 18 173
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis 2 2 9 330 4 5 23 1,026
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 21 0 1 4 116
Do Fund Managers Misestimate Climatic Disaster Risk 3 8 34 250 10 26 100 598
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas 0 0 8 240 0 2 15 774
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings 1 1 1 25 1 2 3 93
Institutional Trading around Corporate News: Evidence from Textual Analysis 0 0 5 25 0 1 8 74
Investing in mutual funds when returns are predictable 0 0 1 102 0 0 13 318
Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber 0 0 1 17 0 0 1 53
Investor Flows to Asset Managers: Causes and Consequences 0 0 3 97 0 2 12 246
Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds 0 0 0 5 1 1 2 38
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 2 5 28 1,823 13 23 88 5,499
Mutual Fund Herding and the Impact on Stock Prices 1 3 19 364 1 4 45 1,283
Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses 1 3 9 39 3 7 24 119
Mutual fund performance evaluation with active peer benchmarks 0 0 4 123 1 2 13 409
Network centrality and delegated investment performance 2 4 7 38 2 8 20 160
Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts 0 2 6 77 0 3 15 219
Performance evaluation with portfolio holdings information 0 0 2 93 0 0 17 253
Picking funds with confidence 0 0 4 31 1 1 12 118
Runs on Money Market Mutual Funds 0 0 4 48 0 2 15 233
Seasonal Asset Allocation: Evidence from Mutual Fund Flows 0 0 15 28 2 2 128 182
The Freedom of Information Act and the Race Toward Information Acquisition 0 0 3 17 1 4 7 82
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers 1 1 2 96 4 5 11 376
The cross section of conditional mutual fund performance in European stock markets 0 2 7 78 0 2 14 217
Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds 0 0 1 7 1 1 3 55
Total Journal Articles 14 32 176 4,012 49 112 611 12,714


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 4 102 0 3 10 241
Total Books 0 1 4 102 0 3 10 241


Statistics updated 2024-06-06