russell wermers : Citation Profile

University of Maryland

18

H index

25

i10 index

3596

Citations

RESEARCH PRODUCTION:

25

Articles

34

Papers

1

Books

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 138
   Journals where russell wermers has often published
   Relations with other researchers
   Recent citing documents: 233.    Total self citations: 31 (0.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe503
   Updated: 2025-12-13    RAS profile: 2021-06-17    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with russell wermers.

Is cited by:

Gallagher, David (49)

Pastor, Lubos (42)

Menkhoff, Lukas (33)

Stambaugh, Robert (31)

Schmukler, Sergio (30)

Gil-Bazo, Javier (23)

Scaillet, Olivier (22)

Sialm, Clemens (20)

Ramadorai, Tarun (19)

Raddatz, Claudio (18)

Campbell, John (18)

Cites to:

Titman, Sheridan (29)

Grinblatt, Mark (24)

French, Kenneth (21)

Pastor, Lubos (20)

Fama, Eugene (19)

Stambaugh, Robert (17)

Carhart, Mark (15)

Kacperczyk, Marcin (14)

Daniel, Kent (13)

Shleifer, Andrei (12)

Ellison, Glenn (11)

Main data

Where russell wermers has published?

Journals with more than one article published# docs
Journal of Financial Economics5
The Review of Financial Studies5
Journal of Finance5
Annual Review of Financial Economics2
Journal of Financial and Quantitative Analysis2
American Economic Review2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)20
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / University of Pennsylvania, Wharton School, Weiss Center3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing russell wermers (2025 and 2024)

YearTitle of citing document
2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2025Most claimed statistical findings in cross-sectional return predictability are likely true. (2025). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts. (2024). Gulen, Huseyin ; Zhou, Dexin ; Green, Clifton T ; Chen, Shuaiyu. In: Papers. RePEc:arx:papers:2409.11540.

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2024AI in Investment Analysis: LLMs for Equity Stock Ratings. (2024). Papasotiriou, Kassiani ; Sood, Srijan ; Balch, Tucker ; Reynolds, Shayleen. In: Papers. RePEc:arx:papers:2411.00856.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio. In: Papers. RePEc:arx:papers:2506.06082.

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2025F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in Indias Nifty 50. (2025). Gavhale, Siddharth. In: Papers. RePEc:arx:papers:2507.04859.

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2025Relationship Between Cognitive Biases and Reading Comprehension among College Students. (2025). Bocacao, Hazel R ; Amoroso, Sheila E ; Labanon, Daniel M ; Decipulo, Ayessa C. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:4423-4431.

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2024Geographic shareholder dispersion and mutual fund flow risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele ; Kempf, Alexander. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1461_24.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440.

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2024Do buy‐side analysts inform sell‐side analyst research?. (2024). Yang, Yanhua Sunny ; Shane, Philip B ; Cici, Gjergji. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:657-691.

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2024Institutional investor horizons, ownership structure and investment efficiency in China. (2024). Wang, Zhihao ; Liao, Kezhi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:739-782.

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2024The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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2024Institutional investor network and idiosyncratic volatility of stocks. (2024). Toh, Moau Yong ; Wang, Peijun ; Zhang, Yongmin ; Ma, Huiping ; Zhai, Xiaoying. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1261-1288.

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2024What drives closed‐end fund discounts? Evidence from COVID‐19. (2024). Ma, Liang. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:119-143.

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2024Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Evans, Richard ; Lipson, Marc ; Gilbazo, Javier. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29.

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2024Flood risk and corporate future orientation: Evidence from sea level rise risk. (2024). Wang, Yang ; Tsang, Albert ; Du, Qingjie. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:555-594.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2024A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882.

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2024Liquidity Transformation and Fragility in the U.S. Banking Sector. (2024). Vashishtha, Rahul ; Huang, Zeqiong ; Goldstein, Itay ; Chen, QI. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3985-4036.

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2024Managing other peoples money: An agency theory in financial management industry. (2024). Papadimitriou, Dimitris ; Mourdoukoutas, Panos ; Vichos, Georgios ; Tokis, Konstantinos. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:179-209.

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2024Insurers climate change risk management quality and natural disasters. (2024). Weiss, Gregor ; Scharner, Philipp ; Fritzsch, Simon ; Berrystlzle, Thomas R. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:263-298.

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2024Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives. (2024). Su, Jianxi ; Li, Hong. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:383-414.

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2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

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2024Behavioural Biases in Financial Investments: A Comprehensive Literature Review. (2024). Prasad, Lalit ; Bagchi, Sadhna ; Shrivastava, Mukesh. In: Acta Universitatis Bohemiae Meridionalis. RePEc:boh:actaub:v:27:y:2024:i:3:p:81-93.

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2024After the Storm: How Emergency Liquidity Helps Small Businesses Following Natural Disasters. (2024). Howell, Sabrina T ; Rendell, Lea ; Collier, Benjamin. In: Working Papers. RePEc:cen:wpaper:24-20.

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2024Mispricing Narratives after Social Unrest. (2024). Ndiaye, Abdoulaye ; Rivera, Roman G ; Ba, Bocar A ; Whitefield, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11264.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2025Disaggregation Reverses the Risk-Free Rate Puzzle. (2025). Wilson, Matthew S. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:wilson.

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2025A New Four-factor Model for the Chinese Stock Market. (2025). Cao, Jianhui ; Xiong, Heping ; Zhang, Haitao ; Tang, Chao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:xiongtangcaozhang.

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2025Predictability of Korean mutual fund performance. (2025). Vidal-Garca, Javier ; Trinidad-Segovia, Juan E ; Gonzlez, Laura Molero. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00447.

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2025From purchases to exit: central bank interventions in corporate debt markets. (2025). Breckenfelder, Johannes ; Schepens, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20253055.

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2024Impact of audit committee social capital on the adoption of COSO 2013. (2024). McCumber, William ; Farah, Nusrat ; Islam, Md Shariful ; Tadesse, Amanuel. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000445.

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2025Peer effect of fund trading and the risk of individual stock. (2025). Bowei, SU ; Yuting, Lin ; Shujie, Yao ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001623.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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2024Epidemic experience, analyst sentiment, and earnings forecasts: Evidence from SARS exposure. (2024). Kong, Dongmin ; Liu, Lihua. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002166.

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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

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2025CEOs narcissism and opportunistic insider trading. (2025). Jiang, Cheng ; John, J H ; Zhang, Jingyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001573.

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2025Impact from a distance: Emotionally attached-place disasters and corporate risk-taking. (2025). Huang, Zhijian ; Chen, Xing ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000665.

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2024Preventing runs under sequential revelation of liquidity needs. (2024). Voellmy, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001951.

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2025Manager sentiment and its effect on corporate innovation. (2025). Zhao, Long ; Xiong, Xun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003250.

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2024Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948.

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2024Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433.

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2024The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268.

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2024Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591.

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2025Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249.

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2025Mutual fund style drift measured using higher moments and its cash flow incentive. (2025). Chen, QI ; Yang, Dong ; Wang, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000130.

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2025Industry return prediction via interpretable deep learning. (2025). Sermpinis, Georgios ; Iannino, Maria Chiara ; Psaradellis, Ioannis ; Zografopoulos, Lazaros. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:257-268.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Venture capital investment in Latin America: The role of experience, distances, and network features. (2024). Santana, Veronica ; Guzella, Marcelo ; Buchbinder, Felipe. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000402.

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2024FDI and import competition and domestic firms capital structure: Evidence from Chinese firm-level data. (2024). Hong, Tongtong ; Pyun, Ju Hyun. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000566.

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2024Expensive anomalies. (2024). Ray, Sugata ; Seyhun, Nejat H ; Xu, Luqi ; Anginer, Deniz. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

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2024Climate change concerns and mortgage lending. (2024). Duan, Tinghua ; Li, Frank Weikai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001123.

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2024Tail risks and private equity performance. (2024). Kurtovi, Hrvoje ; Markarian, Garen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

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2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

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2024The correlated trading and investment performance of individual investors. (2024). Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000574.

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2024Gold, platinum, and mutual fund flows. (2024). Malik, Ali K ; Lflund, Anders ; Colak, Gonul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000860.

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2025Skilled active liquidity management: Evidence from shocks to fund flows. (2025). Rzenik, Aleksandra. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000015.

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2025Smart beta, “smarter” flows. (2025). Zhan, Xintong ; Xiao, Zhanbing ; Song, Linjia ; Cao, Jie ; Hsu, Jason C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000027.

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2025Climate change risk and green bond pricing. (2025). del Giudice, Alfonso ; Signori, Andrea ; Rigamonti, Silvia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000386.

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2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

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2024Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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2025The impact of political risks on carbon emissions. (2025). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008399.

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2025Dissecting the financial impact of climate risk. (2025). Geng, Jiang-Bo ; Yang, Junqi. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001185.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025Does information transmission alleviate the salience bias of fund managers?. (2025). Zheng, Dechang ; Wang, ZI ; Tang, KE ; Liu, Qingfu. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000717.

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2025Natural disasters, unnatural earnings: How do climate disasters impact earnings management?. (2025). Boubaker, Sabri ; Gao, Lei ; Hoang, Khanh ; Nguyen, Cuong. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001309.

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2025Fund social network and MD&A disclosure quality. (2025). Zhu, Hanbin ; Ge, Yiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001346.

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2025Global mutual fund flows. (2025). Bekiros, Stelios ; Vidal, Marta ; Vidal-Garca, Javier ; Trinidad-Segovia, Juan E. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002431.

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2025How active is your (nominally) actively managed quantitative fund?. (2025). Chen, Yihao ; Miguel, Antnio F. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002601.

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2025Physical climate risk, fund holdings, and idiosyncratic risk. (2025). Sun, Shanghong ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002704.

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2024The contagion effect of overconfidence in business group. (2024). Niu, Siqian ; Gao, Peng ; Vochozka, Marek. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005057.

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2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Liu, Xiaotong ; Wang, Jingda ; Cao, Chang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

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2024The impact of salient fees: Evidence from the mutual fund market. (2024). Parida, Sitikantha. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005744.

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2024Exploring the carbon emission reduction effects of corporate climate risk disclosure: Empirical evidence based on Chinese A-share listed enterprises. (2024). Ren, Xiaohang ; Gözgör, Giray ; Wang, Zongrun ; Fu, Haiqin ; Gozgor, Giray. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000048.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Ge, Xiaowen ; Cao, Ruiyi ; Xue, Minggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024The investment behavior of China-connected mutual funds in the pandemic: Information advantage through operational link. (2024). Tan, Kian ; Hoang, Lai T ; Yang, Joey W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002412.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024Does information content of a corporate social responsibility report matter for stock mispricing? Evidence from China. (2024). Zhang, Wenyu ; Sun, Qian ; Chan, Kam C ; Qin, Jie ; Xu, Guanghua ; Wu, DI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004393.

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2024Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861.

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2024Unveiling the drivers of banks misconduct: Sanctions, signals, and the extent of unethical behaviour. (2024). Tselika, Maria ; D'Avino, Carmela. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005489.

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2024Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China. (2024). Xu, Yimin ; Du, Anna Min ; Goodell, John W ; Mao, Rui ; Zhang, Jinhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006112.

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2024The backfire of mutual funds balancing financial objectives in ESG investments: Evidence from China. (2024). Ge, Xiaowen ; Xiong, Yeqin ; Xue, Minggao ; Luo, Qiling. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006185.

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2024Fund tournaments and style drift. (2024). Yan, Yuelin ; Yi, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006628.

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2024Does the style drift caused by frequent cross-industry portfolio rebalancing harm fund performance? Evidence from China. (2024). Yi, Wenyu ; Liu, Jianxiang. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012102.

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2024Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds. (2024). Papathanasiou, Spyros ; Koutsokostas, Drosos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001259.

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2024Stock price crash prediction based on multimodal data machine learning models. (2024). Qu, Yuanyu ; Sheng, Yankai ; Ma, Ding. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002253.

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2024Guidance or supervision: the impact of network relationship of institutional investors on corporate financialization. (2024). Yang, Ying ; Liu, Mengxi ; Ding, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005075.

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2024Mutual fund liquidity management and family affiliation. (2024). Xu, Zhaojin ; Popescu, Marius. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007116.

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2024Picking funds in China. (2024). Zhang, YU ; Zhao, Mengxiang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400847x.

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2024Environmental, social and governance performance and equity mispricing: Does embedded information mediation matter?. (2024). Yang, Zhonghai ; Li, Yingmei ; Song, Pingting ; Xu, Meng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009528.

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2025Institutional trading and satellite data. (2025). Ha, Jingi. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013709.

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2025Portfolio climate risk and fund flow performance. (2025). Lu, Shuai ; Li, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015514.

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More than 100 citations found, this list is not complete...

Works by russell wermers:

YearTitleTypeCited
2017Picking Funds with Confidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2017Picking Funds with Confidence.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2021Picking funds with confidence.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 3		article
2016Runs on Money Market Mutual Funds In: American Economic Review.
[Full Text][Citation analysis]		article119
2012Runs on money market mutual funds.(2012) In: CFR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 119		paper
2014Runs on money market mutual funds.(2014) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		paper
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article713
2011Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article17
2014Investor Flows to Asset Managers: Causes and Consequences In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article22
1999Mutual Fund Herding and the Impact on Stock Prices In: Journal of Finance.
[Full Text][Citation analysis]		article636
2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses In: Journal of Finance.
[Full Text][Citation analysis]		article544
2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis In: Journal of Finance.
[Full Text][Citation analysis]		article324
2005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 324		paper
2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas In: Journal of Finance.
[Full Text][Citation analysis]		article282
2008False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas.(2008) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 282		paper
2005False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas.(2005) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 282		paper
2009False discoveries in mutual fund performance: Measuring luck in estimated alphas.(2009) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 282		paper
2013Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance.
[Full Text][Citation analysis]		article41
2010Decentralized Investment Management: Evidence from the Pension Fund Industry.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2010Decentralized investment management: evidence from the pension fund industry.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2019Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2014Runs on Money Market Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2000The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article215
2017Seasonal Asset Allocation: Evidence from Mutual Fund Flows In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article79
2013Seasonal asset allocation: Evidence from mutual fund flows.(2013) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2010Style Migration and the Cross-Section of Stock Returns In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Mutual Fund Return Predictability in Partially Segmented Markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2010The Investment Value of Mutual Fund Portfolio Disclosure In: Working Papers.
[Full Text][Citation analysis]		paper9
2007The investment value of mutual fund portfolio disclosure.(2007) In: CFR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2006Performance evaluation with portfolio holdings information In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article15
2013The cross section of conditional mutual fund performance in European stock markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article32
2012The cross-section of conditional mutual fund performance in European stock markets.(2012) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2014Mutual fund performance evaluation with active peer benchmarks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article33
2018Network centrality and delegated investment performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article50
2006Investing in mutual funds when returns are predictable In: Journal of Financial Economics.
[Full Text][Citation analysis]		article101
2005Investing in mutual funds when returns are predictable.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2012Performance Evaluation and Attribution of Security Portfolios In: Elsevier Monographs.
[Full Text][Citation analysis]		book8
2014Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices In: Management Science.
[Full Text][Citation analysis]		article97
2007Analyst recommendations, mutual fund herding, and overreaction in stock prices.(2007) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2015Uncommon Value: The Characteristics and Investment Performance of Contrarian Funds In: Management Science.
[Full Text][Citation analysis]		article12
2021The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think In: Working Papers.
[Full Text][Citation analysis]		paper9
2012Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings In: The Review of Financial Studies.
[Full Text][Citation analysis]		article24
2012Forecasting stock returns through an efficient aggregation of mutual fund holdings.(2012) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds In: The Review of Financial Studies.
[Full Text][Citation analysis]		article15
2016Managerial rents vs. shareholder value in delegated portfolio management: The case of closed-end funds.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2017The Freedom of Information Act and the Race Toward Information Acquisition In: The Review of Financial Studies.
[Full Text][Citation analysis]		article14
2015The freedom of information act and the race towards information acquisition.(2015) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Institutional Trading around Corporate News: Evidence from Textual Analysis In: The Review of Financial Studies.
[Full Text][Citation analysis]		article18
2020Do Fund Managers Misestimate Climatic Disaster Risk In: The Review of Financial Studies.
[Full Text][Citation analysis]		article92
2011Investments and Portfolio Performance, by Edwin J. Elton and Martin J. Gruber In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2006Portfolio performance, discount dynamics, and the turnover of closed-end fund managers In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2009The performance of European equity mutual funds In: CFR Working Papers.
[Citation analysis]		paper0
2009Endogenous benchmarks In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2012A matter of style: The causes and consequences of style drift in institutional portfolios In: CFR Working Papers.
[Full Text][Citation analysis]		paper32
2012Governance and shareholder value in delegated portfolio management: The case of closed-end funds In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2018Holding Horizon: A New Measure of Active Investment Management In: CFR Working Papers.
[Full Text][Citation analysis]		paper9
2015Network centrality and pension fund performance In: CFR Working Papers.
[Full Text][Citation analysis]		paper2
2020International characteristic-based asset pricing In: CFR Working Papers.
[Full Text][Citation analysis]		paper0
2021Do ETFs increase liquidity? In: CFR Working Papers.
[Full Text][Citation analysis]		paper2

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