Wermers, Russ: search on Z-Library

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1

Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior

Mark Grinblatt, Sheridan Titman and Russ Wermers

Journal:

American Economic Review

Year:

1995

Language:

english

File:

PDF, 480 KB

english, 1995

2

Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

KENT DANIEL, MARK GRINBLATT, SHERIDAN TITMAN, RUSS WERMERS

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 1.52 MB

english, 1997

3

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

LAURENT BARRAS, OLIVIER SCAILLET and RUSS WERMERS

Journal:

The Journal of Finance

Year:

2010

Language:

english

File:

PDF, 3.87 MB

english, 2010

4

The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers

Hsiu-Lang Chen, Narasimhan Jegadeesh and Russ Wermers

Journal:

Journal of Financial and Quantitative Analysis

Year:

2000

Language:

english

File:

PDF, 3.60 MB

english, 2000

5

Active vs. Passive Investing and the Efficiency of Individual Stock Prices

Wermers, Russ R., Yao, Tong

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 214 KB

english, 2010

6

Mutual fund performance evaluation with active peer benchmarks

Hunter, David, Kandel, Eugene, Kandel, Shmuel, Wermers, Russ

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 611 KB

english, 2014

7

Mutual Fund Herding and the Impact on Stock Prices

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 295 KB

english, 1999

8

Decentralized Investment Management: Evidence from the Pension Fund Industry

BLAKE, DAVID, ROSSI, ALBERTO G., TIMMERMANN, ALLAN, TONKS, IAN, WERMERS, RUSS

Journal:

The Journal of Finance

Year:

2013

Language:

english

File:

PDF, 562 KB

english, 2013

9

Runs on Money Market Mutual Funds

Schmidt, Lawrence, Timmermann, Allan, Wermers, Russ

Journal:

American Economic Review

Year:

2016

Language:

english

File:

PDF, 1.05 MB

english, 2016

10

Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 190 KB

english, 2000

11

Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 214 KB

english, 2011

12

Investing in mutual funds when returns are predictable

Doron Avramov, Russ Wermers

Journal:

Journal of Financial Economics

Year:

2006

Language:

english

File:

PDF, 342 KB

english, 2006

13

Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis

Robert Kosowski, Allan Timmermann, Russ Wermers and Hal White

Journal:

The Journal of Finance

Year:

2006

Language:

english

File:

PDF, 5.69 MB

english, 2006

14

Performance evaluation with portfolio holdings information

Journal:

The North American Journal of Economics and Finance

Year:

2006

Language:

english

File:

PDF, 232 KB

english, 2006

15

Active Management in Mostly Efficient Markets

Robert C. Jones and Russ Wermers

Journal:

Financial Analysts Journal

Year:

2011

Language:

english

File:

PDF, 2.65 MB

english, 2011

16

Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

Daniel, Kent, Grinblatt, Mark, Titman, Sheridan, Wermers, Russ

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 530 KB

english, 1997

17

Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis

ROBERT KOSOWSKI, ALLAN TIMMERMANN, RUSS WERMERS, HAL WHITE

Journal:

The Journal of Finance

Year:

2006

Language:

english

File:

PDF, 457 KB

english, 2006

18

Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds

Wei, Kelsey D., Wermers, Russ, Yao, Tong

Journal:

Management Science

Year:

2015

Language:

english

File:

PDF, 357 KB

english, 2015

19

Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings

Wermers, Russ, Yao, Tong, Zhao, Jane

Journal:

Review of Financial Studies

Year:

2012

Language:

english

File:

PDF, 369 KB

english, 2012

20

Seasonal Asset Allocation: Evidence from Mutual Fund Flows

Kamstra, Mark J., Kramer, Lisa A., Levi, Maurice D., Wermers, Russ

Journal:

Journal of Financial and Quantitative Analysis

Year:

2017

Language:

english

File:

PDF, 473 KB

english, 2017

21

Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds

Wu, Youchang, Wermers, Russ, Zechner, Josef

Journal:

Review of Financial Studies

Year:

2016

Language:

english

File:

PDF, 328 KB

english, 2016

22

Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts

Journal:

Annual Review of Financial Economics

Year:

2011

Language:

english

File:

PDF, 1.47 MB

english, 2011

23

Active Management in Mostly Efficient Markets

Jones, Robert C., Wermers, Russ

Journal:

Financial Analysts Journal

Year:

2011

Language:

english

File:

PDF, 343 KB

english, 2011

24

Papers and Proceedings of the Sixtieth Annual Meeting of the American Finance Association, Boston, Massachusetts, January 7-9, 2000 || Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 826 KB

english, 2000

25

Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices

Brown, Nerissa C., Wei, Kelsey D., Wermers, Russ

Journal:

Management Science

Year:

2014

Language:

english

File:

PDF, 325 KB

english, 2014

26

Picking funds with confidence

GrÃ¸nborg, Niels S., Lunde, Asger, Timmermann, Allan, Wermers, Russ

Journal:

Journal of Financial Economics

Year:

2020

File:

PDF, 2.19 MB

2020

27

Decentralized Investment Management: Evidence from the Pension Fund Industry

DAVID BLAKE, ALBERTO G. ROSSI, ALLAN TIMMERMANN, IAN TONKS and RUSS WERMERS

Journal:

The Journal of Finance

Year:

2013

Language:

english

File:

PDF, 4.08 MB

english, 2013

28

Mutual Fund Herding and the Impact on Stock Prices

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 793 KB

english, 1999

29

The cross section of conditional mutual fund performance in European stock markets

Banegas, Ayelen, Gillen, Ben, Timmermann, Allan, Wermers, Russ

Journal:

Journal of Financial Economics

Year:

2013

Language:

english

File:

PDF, 520 KB

english, 2013

30

Do Institutional Investors Monitor Their Large vs. Small Investments Differently? Evidence from the Say-on-Pay Vote

Schwartz-Ziv, Miriam, Wermers, Russ

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.10 MB

english, 2018

31

Is Money Really 'Smart'? New Evidence on the Relation Between Mutual Fund Flows, Manager Behavior, and Performance Persistence

Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 732 KB

english, 2003

32

Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices

Wei, Kelsey D., Brown, Nerissa C., Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 453 KB

english, 2007

33

Mutual Fund Performance and Governance Structure: The Role of Portfolio Managers and Boards of Directors

Ding, Bill, Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 283 KB

english, 2012

34

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

LAURENT BARRAS, OLIVIER SCAILLET, RUSS WERMERS

Journal:

The Journal of Finance

Year:

2010

Language:

english

File:

PDF, 439 KB

english, 2010

35

Institutional Trading around Corporate News: Evidence from Textual Analysis

Huang, Alan Guoming, Tan, Hongping, Wermers, Russ

Journal:

Review of Financial Studies

Year:

2019

Language:

english

File:

PDF, 1.45 MB

english, 2019

36

Herd Behavior in Voluntary Disclosure Decisions: An Examination of Capital Expenditure Forecasts*

Brown, Nerissa C., Gordon, Lawrence A., Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 526 KB

english, 2006

37

Style Migration and the Cross-Section of Stock Returns

Chen, Hsiu-Lang, Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 1.50 MB

english, 2010

38

The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers

Wermers, Russ R., Chen, Hsiu-Lang, Jegadeesh, Narasimhan

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 130 KB

english, 2000

39

Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds

Wu, Youchang, Wermers, Russ, Zechner, Josef

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 729 KB

english, 2016

40

Governance and Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds

Wu, Youchang, Wermers, Russ R., Zechner, Josef

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 468 KB

english, 2012

41

Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings

Russ Wermers, Tong Yao and Jane Zhao

Journal:

Review of Financial Studies

Year:

2012

Language:

english

File:

PDF, 3.05 MB

english, 2012

42

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Li, Daniel, Markov, Michael, Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 231 KB

english, 2009

43

Do Small and Large Shareholders Have a Say on Pay?

Schwartz-Ziv, Miriam, Wermers, Russ

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.08 MB

english, 2014

44

Share Restrictions and Investor Flows in the Hedge Fund Industry

Getmansky, Mila, Liang, Bing, Schwarz, Christopher, Wermers, Russ

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 970 KB

english, 2015

45

Mutual Fund Herding and the Impact on Stock Prices

Wermers, Russ R.

Journal:

SSRN Electronic Journal

Year:

1998

File:

PDF, 598 KB

1998

46

Institutional Trading around Corporate News: Evidence from Textual Analysis

Huang, Alan Guoming, Tan, Hongping, Wermers, Russ

Journal:

Review of Financial Studies

Year:

2019

File:

PDF, 1.45 MB

2019

47

Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing During the 2011-12 Eurozone Crisis

Gallagher, Emily, Timmermann, Allan G., Wermers, Russ

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.51 MB

english, 2016

48

Extracting Stock Selection Information from Mutual Fund Holdings: An Efficient Aggregation Approach

Wermers, Russ R., Yao, Tong, Zhao, Jane

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.88 MB

english, 2012

49

Costly Information Production, Information Intensity, and Mutual Fund Performance

Jiang, George J., Shen, Ke, Wermers, Russ, Yao, Tong

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 332 KB

english, 2017

50

Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds

Wei, Kelsey D., Wermers, Russ R., Yao, Tong

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 297 KB

english, 2012

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