Russ Wermers
Russ Wermers
Professor of Finance
Verified email at umd.edu
TitleCited byYear
Measuring mutual fund performance with characteristic‐based benchmarks
K Daniel, M Grinblatt, S Titman, R Wermers
The Journal of finance 52 (3), 1035-1058, 1997
27961997
Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior
M Grinblatt, S Titman, R Wermers
The American economic review, 1088-1105, 1995
23361995
Mutual fund performance: An empirical decomposition into stock‐picking talent, style, transactions costs, and expenses
R Wermers
The Journal of Finance 55 (4), 1655-1695, 2000
19872000
Mutual fund herding and the impact on stock prices
R Wermers
the Journal of Finance 54 (2), 581-622, 1999
18931999
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis
R Kosowski, A Timmermann, R Wermers, H White
The Journal of finance 61 (6), 2551-2595, 2006
9772006
The value of active mutual fund management: An examination of the stockholdings and trades of fund managers
HL Chen, N Jegadeesh, R Wermers
Journal of Financial and quantitative Analysis 35 (3), 343-368, 2000
8132000
Asset allocation dynamics and pension fund performance
D Blake, BN Lehmann, A Timmermann
The Journal of Business 72 (4), 429-461, 1999
666*1999
False discoveries in mutual fund performance: Measuring luck in estimated alphas
L Barras, O Scaillet, R Wermers
The journal of finance 65 (1), 179-216, 2010
6622010
Is money really'smart'? New evidence on the relation between mutual fund flows, manager behavior, and performance persistence
R Wermers
New Evidence on the Relation between Mutual Fund Flows, Manager Behavior …, 2003
5032003
Investing in mutual funds when returns are predictable
D Avramov, R Wermers
Journal of Financial Economics 81 (2), 339-377, 2006
3002006
Analyst recommendations, mutual fund herding, and overreaction in stock prices
NC Brown, KD Wei, R Wermers
Management Science 60 (1), 1-20, 2013
2722013
Momentum investment strategies of mutual funds, performance persistence, and survivorship bias
R Wermers
University of Colorado. Working Paper, 1997
2461997
Mutual fund performance and governance structure: The role of portfolio managers and boards of directors
B Ding, R Wermers
Available at SSRN 2207229, 2012
2032012
Runs on money market mutual funds
L Schmidt, A Timmermann, R Wermers
American Economic Review 106 (9), 2625-57, 2016
1172016
Is money really “smart”
R Wermers
New evidence on the relation between mutual fund flows, manager behavior …, 2003
1022003
Decentralized investment management: Evidence from the pension fund industry
D Blake, AG Rossi, A Timmermann, I Tonks, R Wermers
The Journal of Finance 68 (3), 1133-1178, 2013
932013
Matter of style: The causes and consequences of style drift in institutional portfolios
R Wermers
Available at SSRN 2024259, 2012
872012
The potential effects of more frequent portfolio disclosure on mutual fund performance
R Wermers
Perspective 7 (3), 1-11, 2001
872001
Seasonal asset allocation: Evidence from mutual fund flows
MJ Kamstra, LA Kramer, MD Levi, R Wermers
Journal of Financial and Quantitative Analysis 52 (1), 71-109, 2017
802017
Share restrictions and investor flows in the hedge fund industry
B Ding, M Getmansky, B Liang, R Wermers
SSRN eLibrary 111, 2009
802009
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