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Russell Wermers

Institution: University of Maryland

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1995

Most Recent: 2021

RePEc ID: pwe503 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.01 0.00 0.00 1.01 35%
Last 10 Years 2.69 6.53 0.50 0.00 9.72 87%
All Time 5.38 23.14 1.18 0.00 29.70 96%

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 14.10

Publications (19)

Year Article Journal Tier Authors
2021 Picking funds with confidence Journal of Financial Economics A 4
2020 Do Fund Managers Misestimate Climatic Disaster Risk The Review of Financial Studies A 4
2020 Institutional Trading around Corporate News: Evidence from Textual Analysis The Review of Financial Studies A 4
2018 Network centrality and delegated investment performance Journal of Financial Economics A 5
2017 Seasonal Asset Allocation: Evidence from Mutual Fund Flows Journal of Financial and Quantitative Analysis B 4
2017 The Freedom of Information Act and the Race Toward Information Acquisition The Review of Financial Studies A 3
2016 Runs on Money Market Mutual Funds American Economic Review S 3
2016 Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds The Review of Financial Studies A 3
2014 Mutual fund performance evaluation with active peer benchmarks Journal of Financial Economics A 4
2013 Decentralized Investment Management: Evidence from the Pension Fund Industry Journal of Finance A 5
2013 The cross section of conditional mutual fund performance in European stock markets Journal of Financial Economics A 4
2012 Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings The Review of Financial Studies A 3
2010 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas Journal of Finance A 3
2006 Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis Journal of Finance A 4
2006 Investing in mutual funds when returns are predictable Journal of Financial Economics A 2
2000 The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers Journal of Financial and Quantitative Analysis B 3
2000 Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses Journal of Finance A 1
1999 Mutual Fund Herding and the Impact on Stock Prices Journal of Finance A 1
1995 Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. American Economic Review S 3