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Wermers, Russ's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
26,800 |
Total
Citations
912 |
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1.
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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4,300
(715)
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110
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mutual funds, market efficiency, performance evaluation
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2.
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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
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05 Mar 08
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Last Revised:
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03 Feb 11
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4,125
(775)
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72
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Mutual Fund Performance, Multiple-Hypothesis Test, Luck, False Discovery Rate
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3.
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Investing in Mutual Funds when Returns are Predictable
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Versions (2)
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Avramov, Doron
Hebrew University of Jerusalem Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Posted:
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08 Jun 04
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Last Revised:
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26 Jul 06
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3,579
(1,012)
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53
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Avramov, Doron
Hebrew University of Jerusalem Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Avramov, Doron
Hebrew University of Jerusalem Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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3,579
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53
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Equity mutual fund, asset allocation, manager skills, business cycle
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4.
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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
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19 Mar 06
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Last Revised:
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17 Jul 12
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2,224
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2
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mutual funds, performance persistence, portfolio disclosure, stock selection
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5.
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Mutual Fund Performance and Governance Structure: The Role of Portfolio Managers and Boards of Directors
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Versions (3)
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Ding, Bill
State University of New York at Albany - School of Business Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Posted:
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23 Mar 05
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Last Revised:
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01 Feb 13
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2,141
(2,526)
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25
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Ding, Bill
State University of New York at Albany - School of Business Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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43
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25
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governance of asset management institutions, mutual fund boards, portfolio manager disciplinary mechanisms
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Ding, Bill
State University of New York at Albany - School of Business Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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1,003
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25
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Mutual Funds, Investment Management, Corporate Governance
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Ding, Bill
State University of New York at Albany - School of Business Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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11 May 05
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Last Revised:
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14 Sep 10
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1,095
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25
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Mutual Fund Performance, Mutual Fund Managers, Mutual Fund Governance
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6.
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Li, Daniel
Markov Processes International LLC Markov, Michael
Markov Processes International LLC Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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20 Mar 09
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Last Revised:
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09 Jan 13
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1,513
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4
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hedge funds, hedging, replication, portfolio management, risk management, VaR
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7.
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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
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1,502
(4,660)
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137
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8.
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Mutual Fund Herding and the Impact on Stock Prices
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Posted:
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21 Oct 98
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Last Revised:
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07 Mar 01
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1,352
(5,612)
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268
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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0
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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1,352
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268
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9.
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Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from a Bootstrap Analysis
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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
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Posted:
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28 Nov 05
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Last Revised:
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19 Dec 11
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949
(10,070)
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127
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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
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0
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mutual funds, performance evaluation, bootstrap
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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
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949
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127
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mutual funds, performance evaluation, bootstrap
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10.
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Ding, Bill
State University of New York at Albany - School of Business Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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21 Mar 06
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Last Revised:
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12 Jul 11
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894
(11,035)
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42
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hedge fund flows, share restrictions, asset illiquidity, life/defunct funds, smart money effect
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11.
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Brown, Nerissa C.
Georgia State University - J. Mack Robinson College of Business Gordon, Lawrence A.
University of Maryland - Department of Accounting & Information Assurance Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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662
(17,331)
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6
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herding, disclosure
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12.
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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 Administration
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| Posted: |
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23 Mar 05
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Last Revised:
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27 Nov 08
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646
(17,949)
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1
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Closed-end fund, manager turnover, discount
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13.
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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
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17 Nov 11
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Last Revised:
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29 Apr 13
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428
(31,251)
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3
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time-varying risk aversion, sentiment, mutual fund flow seasonality, net exchanges, net flows, risk tolerance, risk aversion
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14.
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Chen, Hsiu-Lang
University of Illinois at Chicago - Department of Finance Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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| Posted: |
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19 May 10
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Last Revised:
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02 Jan 11
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414
(32,678)
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1
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15.
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Hsu, Jason C.
Research Affiliates, LLC Kalesnik, Vitali
Research Affiliates LLC Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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| Posted: |
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27 Oct 10
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Last Revised:
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22 Nov 11
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376
(36,772)
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Performance, Evaluation
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16.
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Mutual Fund Performance Evaluation with Active Peer Benchmarks
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Hunter, David L.
University of Hawaii at Manoa - Shidler College of Business Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics Kandel (deceased), Shmuel
Deceased Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Posted:
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19 Feb 09
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Last Revised:
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26 Feb 13
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358
(39,028)
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2
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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
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192
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2
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Hunter, David L.
University of Hawaii at Manoa - Shidler College of Business Kandel , Eugene
Hebrew University of Jerusalem - Department of Economics Kandel (deceased), Shmuel
Deceased Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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| Posted: |
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19 Feb 09
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Last Revised:
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26 Feb 13
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166
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2
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17.
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Brown, Nerissa C.
Georgia State University - J. Mack Robinson College of Business Wei, Kelsey D.
University of Texas at Dallas Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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| Posted: |
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22 Mar 09
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Last Revised:
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23 May 13
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305
(47,423)
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28
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analyst revisions, mutual fund herding, managerial myopia
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18.
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Runs on Money Market Mutual Funds
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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
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Posted:
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14 Mar 11
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Last Revised:
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24 Feb 13
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295
(49,162)
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6
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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133
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6
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Money market funds, banking
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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
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| Posted: |
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14 Mar 11
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Last Revised:
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20 Feb 13
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162
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6
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Banking Runs, Financial Crisis, Money Market Mutual Funds
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19.
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Mutual Fund Return Predictability in Partially Segmented Markets
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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
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Posted:
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23 Mar 09
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Last Revised:
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05 Sep 12
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294
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1
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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
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| Posted: |
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23 Mar 11
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Last Revised:
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05 Sep 12
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0
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European equity markets, mutual fund performance, time-varying investment opportunities
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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
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| Posted: |
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23 Mar 09
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Last Revised:
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22 Oct 11
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294
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1
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European equity markets; mutual fund performance; time-varying investment opportunities.
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20.
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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208
(71,885)
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16
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Mutual fund performance, style drift
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21.
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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
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166
(89,346)
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4
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22.
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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 Administration
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| Posted: |
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21 Nov 12
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Last Revised:
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19 Feb 13
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54
(193,643)
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closed-end fund, fund discount, portfolio manager, managerial rent
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23.
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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
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15
(293,048)
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5
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asset management, decentralized management, pension funds, principal agent problems
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24.
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business Jones, Robert W.
affiliation not provided to SSRN
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Portfolio Management, Equity Portfolio Management Strategies, Active Management, Fixed-Income Portfolio Management Strategies, Active Management, Portfolio Concepts from Capital Market Theory, Efficient Market Hypothesis, Risk Management
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25.
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Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts
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Show Abstracts |
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Export Bibliographic Info |
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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Posted:
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20 Oct 11
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Last Revised:
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10 Jan 12
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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0
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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0
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mutual funds, hedge funds, institutional investors, pension funds, performance evaluation
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26.
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Jones, Robert
Arwen Advisors Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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mutual funds, active management, performance evaluation
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27.
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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28.
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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
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29.
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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