Browsing All of EconStor by Author Wermers, Russ

Jump to a point in the index:
Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2005 Investing in mutual funds when returns are predictableAvramov, Doron; Wermers, Russ
2005 Can mutual fund stars really pick stocks? New evidence from a bootstrap analysisKosowski, Robert; Timmermann, Allan; Wermers, Russ; White, Hal
2006 Portfolio performance, discount dynamics, and the turnover of closed-end fund managersWermers, Russ; Wu, Youchang; Zechner, Josef
2007 Analyst recommendations, mutual fund herding, and overreaction in stock pricesBrown, Nerissa C.; Wei, Kelsey D.; Wermers, Russ
2009 Endogenous benchmarksHunter, David; Kandel, Eugene; Kandel, Shmuel; Wermers, Russ
2009 False discoveries in mutual fund performance: Measuring luck in estimated alphasBarras, Laurent; Scaillet, Olivier; Wermers, Russ
2012 Governance and shareholder value in delegated portfolio management: The case of closed-end fundsWu, Youchang; Wermers, Russ; Zechner, Josef
2012 Forecasting stock returns through an efficient aggregation of mutual fund holdingsWermers, Russ; Yao, Tong; Zhao, Jane
2012 The cross-section of conditional mutual fund performance in European stock marketsBanegas, Ayelen; Gillen, Ben; Timmermann, Allan; Wermers, Russ
2012 A matter of style: The causes and consequences of style drift in institutional portfoliosWermers, Russ
2013 Seasonal asset allocation: Evidence from mutual fund flowsKamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; Wermers, Russ
2014 Runs on money market mutual fundsSchmidt, Lawrence; Timmermann, Allan; Wermers, Russ
2015 Network centrality and pension fund performanceRossi, Alberto G.; Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ
2015 Mutual fund investment horizon and performanceLan, Chunhua; Moneta, Fabio; Wermers, Russ
2015 The freedom of information act and the race towards information acquisitionGargano, Antonio; Rossi, Alberto G.; Wermers, Russ
2016 Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end fundsWu, Youchang; Wermers, Russ; Zechner, Josef