Year of Publication | Title | Author(s) |
2005 | Investing in mutual funds when returns are predictable | Avramov, Doron; Wermers, Russ |
2005 | Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis | Kosowski, Robert; Timmermann, Allan; Wermers, Russ; White, Hal |
2006 | Portfolio performance, discount dynamics, and the turnover of closed-end fund managers | Wermers, Russ; Wu, Youchang; Zechner, Josef |
2007 | Analyst recommendations, mutual fund herding, and overreaction in stock prices | Brown, Nerissa C.; Wei, Kelsey D.; Wermers, Russ |
2009 | False discoveries in mutual fund performance: Measuring luck in estimated alphas | Barras, Laurent; Scaillet, Olivier; Wermers, Russ |
2009 | Endogenous benchmarks | Hunter, David; Kandel, Eugene; Kandel, Shmuel; Wermers, Russ |
2012 | Forecasting stock returns through an efficient aggregation of mutual fund holdings | Wermers, Russ; Yao, Tong; Zhao, Jane |
2012 | Governance and shareholder value in delegated portfolio management: The case of closed-end funds | Wu, Youchang; Wermers, Russ; Zechner, Josef |
2012 | A matter of style: The causes and consequences of style drift in institutional portfolios | Wermers, Russ |
2012 | The cross-section of conditional mutual fund performance in European stock markets | Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; Wermers, Russ |
2013 | Seasonal asset allocation: Evidence from mutual fund flows | Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; Wermers, Russ |
2014 | Runs on money market mutual funds | Schmidt, Lawrence; Timmermann, Allan; Wermers, Russ |
2015 | The freedom of information act and the race towards information acquisition | Gargano, Antonio; Rossi, Alberto G.; Wermers, Russ |
2015 | Network centrality and pension fund performance | Rossi, Alberto G.; Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ |
2016 | Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds | Wu, Youchang; Wermers, Russ; Zechner, Josef |
2018 | Holding Horizon: A New Measure of Active Investment Management | Lan, Chunhua; Moneta, Fabio; Wermers, Russ |
2020 | International characteristic-based asset pricing | Jagannathan, Murali; Jiao, Wei; Wermers, Russ |
2021 | Do ETFs increase liquidity? | SaƦglam, Mehmet; Tuzun, Tugkan; Wermers, Russ |
2021 | News or noise: Mobile internet technology and stock market activity | Brown, 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 events | Huang, Alan Guoming; Wermers, Russ; Xue, Jinming |