Browsing All of EconStor by Author Wermers, Russ


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2005Investing in mutual funds when returns are predictableAvramov, Doron; Wermers, Russ
2005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysisKosowski, Robert; Timmermann, Allan; Wermers, Russ; White, Hal
2006Portfolio performance, discount dynamics, and the turnover of closed-end fund managersWermers, Russ; Wu, Youchang; Zechner, Josef
2007Analyst recommendations, mutual fund herding, and overreaction in stock pricesBrown, Nerissa C.; Wei, Kelsey D.; Wermers, Russ
2009False discoveries in mutual fund performance: Measuring luck in estimated alphasBarras, Laurent; Scaillet, Olivier; Wermers, Russ
2009Endogenous benchmarksHunter, David; Kandel, Eugene; Kandel, Shmuel; Wermers, Russ
2012Forecasting stock returns through an efficient aggregation of mutual fund holdingsWermers, Russ; Yao, Tong; Zhao, Jane
2012Governance and shareholder value in delegated portfolio management: The case of closed-end fundsWu, Youchang; Wermers, Russ; Zechner, Josef
2012A matter of style: The causes and consequences of style drift in institutional portfoliosWermers, Russ
2012The cross-section of conditional mutual fund performance in European stock marketsBanegas, Ayelen; Gillen, Ben; Timmermann, Allan; Wermers, Russ
2013Seasonal asset allocation: Evidence from mutual fund flowsKamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; Wermers, Russ
2014Runs on money market mutual fundsSchmidt, Lawrence; Timmermann, Allan; Wermers, Russ
2015The freedom of information act and the race towards information acquisitionGargano, Antonio; Rossi, Alberto G.; Wermers, Russ
2015Network centrality and pension fund performanceRossi, Alberto G.; Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ
2016Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end fundsWu, Youchang; Wermers, Russ; Zechner, Josef
2018Holding Horizon: A New Measure of Active Investment ManagementLan, Chunhua; Moneta, Fabio; Wermers, Russ
2020International characteristic-based asset pricingJagannathan, Murali; Jiao, Wei; Wermers, Russ
2021Do ETFs increase liquidity?SaƦglam, Mehmet; Tuzun, Tugkan; Wermers, Russ
2021News or noise: Mobile internet technology and stock market activityBrown, Nerissa C.; Elliott, W. Brooke; Wermers, Russ; White, Roger M.
2023"Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news eventsHuang, Alan Guoming; Wermers, Russ; Xue, Jinming