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Wermers, Russ


 SSRN Author Rank: 422 by Downloads
 Associate Professor of Finance
 

University of Maryland - Robert H. Smith School of Business


 Department of Finance
 College Park, MD 20742-1815
 United States
 301-405-0572 (Phone)
 301-405-0359 (Fax)
 HOME PAGE: http://www.rhsmith.umd.edu/finance/rwermers/
 email address

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. Wermers, Russ's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
27,016
Total
Citations
926
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
23 Jul 03
4,941
(717)
118

2.  
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas | Show Abstract | Download |
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 08-18, Robert H. Smith School Research Paper No. RHS 06-043
Accepted Paper Series
Barras, Laurent
McGill University - Desautels Faculty of Management
Scaillet, O.
University of Geneva - HEC
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
05 Mar 08
Last Revised:
03 Feb 11
4,575
(819)
74

3.   Incl. Electronic Paper
Avramov, Doron
Hebrew University of Jerusalem
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
08 Jun 04
Last Revised:
26 Jul 06
3,702
(1,171)
54

4.  
Forecasting Stock Returns through An Efficient Aggregation of Mutual Fund Holdings | Show Abstract | Download |
Review of Financial Studies, Forthcoming, AFA 2007 Chicago Meetings Paper
Working Paper Series
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Yao, Tong
University of Iowa - Henry B. Tippie College of Business
Zhao, Jane
PanAgora Asset Management
Posted:
19 Mar 06
Last Revised:
17 Jul 12
2,408
(2,552)
5

5.   Incl. Electronic Paper
Li, Daniel
Markov Processes International LLC
Markov, Michael
Markov Processes International LLC
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
20 Mar 09
Last Revised:
07 Jan 14
1,673
(4,764)
4

6.  
Jegadeesh, Narasimhan
Emory University - Department of Finance
Chen, Hsiu-Lang
University of Illinois at Chicago - Department of Finance
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
07 Jul 00
1,564
(5,364)
143

7.   Incl. Electronic Paper
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
21 Oct 98
Last Revised:
07 Mar 01
1,380
(6,650)
275

8.   Incl. Electronic Paper
Kosowski, Robert
Imperial College Business School
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
White, Jr., Halbert L.
University of California, San Diego (UCSD) - Department of Economics
Posted:
28 Nov 05
Last Revised:
17 Oct 13
1,018
(10,948)
137

9.  
Herd Behavior in Voluntary Disclosure Decisions: An Examination of Capital Expenditure Forecasts* | Show Abstract | Download |
AAA 2006 Financial Accounting and Reporting Section (FARS) Meeting Paper
Working Paper Series
Brown, Nerissa C.
University of Delaware - Alfred Lerner College of Business and Economics
Gordon, Lawrence A.
University of Maryland - Department of Accounting & Information Assurance
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
17 Jan 05
732
(17,992)
6

10.  
Portfolio Performance, Discount Dynamics, and the Turnover of Closed-End Fund Managers | Show Abstract | Download |
EFA 2006 Zurich Meetings Paper, AFA 2008 New Orleans Meetings Paper
Working Paper Series
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Wu, Youchang
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Zechner, Josef
Vienna University of Economics and Business
Posted:
23 Mar 05
Last Revised:
27 Nov 08
696
(19,353)
2

11.   Incl. Electronic Paper
Hunter, David L.
University of Hawaii at Manoa - Shidler College of Business
Kandel, Eugene
Hebrew University of Jerusalem - Department of Economics
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Kandel (deceased), Shmuel
Deceased
Posted:
19 Feb 09
Last Revised:
13 Aug 13
640
(21,809)
3

12.  
Seasonal Asset Allocation: Evidence from Mutual Fund Flows | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
17 Nov 11
Last Revised:
13 Aug 14
578
(25,098)
2

13.   Incl. Electronic Paper
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
14 Mar 11
Last Revised:
23 Jun 14
559
(26,268)
10

14.  
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices | Show Abstract | Download |
Management Science, Forthcoming, AFA 2010 Atlanta Meetings Paper
Accepted Paper Series
Brown, Nerissa C.
University of Delaware - Alfred Lerner College of Business and Economics
Wei, Kelsey D.
University of Texas at Dallas
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
22 Mar 09
Last Revised:
23 May 13
519
(29,043)
29

15.  
Performance Evaluation of Active Managers: An Overview of Current Practice | Show Abstract | Download |
Investments & Wealth Monitor, January/February 2011
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
27 Oct 10
Last Revised:
22 Nov 11
426
(37,570)
 

16.  
Style Migration and the Cross-Section of Stock Returns | Show Abstract | Download |
AFA 2011 Denver Meetings Paper, UIC College of Business Administration Research Paper No. 10-05
Working Paper Series
Chen, Hsiu-Lang
University of Illinois at Chicago - Department of Finance
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
19 May 10
Last Revised:
02 Jan 11
423
(37,863)
1

17.  
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
19 Mar 12
355
(46,772)
15

18.   Incl. Electronic Paper
Banegas, Ayelen
Federal Reserve Board
Gillen, Benjamin J.
California Institute of Technology
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
23 Mar 09
Last Revised:
05 Sep 12
304
(56,374)
4

19.  
Wei, Kelsey D.
University of Texas at Dallas
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Yao, Tong
University of Iowa - Henry B. Tippie College of Business
Posted:
22 Apr 12
272
(63,964)
4

20.  
Wu, Youchang
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Zechner, Josef
Vienna University of Economics and Business
Posted:
21 Nov 12
Last Revised:
02 Dec 13
124
(134,722)
1

21.  
Ding, Bill
Zhejiang University
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
30 Jan 13
Last Revised:
13 Feb 14
109
(148,456)
24

22.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Tonks, Ian
University of Bath School of Management
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
10 Feb 10
15
(340,721)
5

23.  
Runs on Money Market Funds | Show Abstract | Download |
CEPR Discussion Paper No. DP9906
Working Paper Series
Schmidt, Lawrence D. W.
University of California, San Diego (UCSD)
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
02 Jun 14
3
(391,088)
9

24.  
Active Management in Mostly Efficient Markets | Show Abstract |
Financial Analysts Journal, Vol. 67, No. 6, 2011
Accepted Paper Series
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Jones, Robert W.
affiliation not provided to SSRN
Posted:
23 Nov 11
 

25.   Incl. Electronic Paper
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
20 Oct 11
Last Revised:
10 Jan 12
 

26.  
Active Management in Mostly Efficient Markets | Show Abstract |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Jones, Robert
Arwen Advisors
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
20 Oct 11
 

27.  
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
03 Jul 00
 

28.  
Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan
University of Texas at Austin - Department of Finance
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
07 Sep 99
 

29.  
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
20 Dec 98
 


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