russell wermers : Citation Profile

University of Maryland

18

H index

25

i10 index

3493

Citations

RESEARCH PRODUCTION:

25

Articles

34

Papers

1

Books

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 134
   Journals where russell wermers has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 31 (0.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe503
   Updated: 2025-04-19    RAS profile: 2021-06-17    
   Missing citations? Add them    Incorrect content? Let us know

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)

Scaillet, Olivier (22)

Sialm, Clemens (20)

Ramadorai, Tarun (19)

Campbell, John (18)

Gil-Bazo, Javier (18)

Raddatz, Claudio (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

Production by document typepaperarticlebook1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202102505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 18Most cited documents123456789101112131415161718192005001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where russell wermers has published?

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

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)

Year  ↓Title of citing document  ↓
2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

Full description at Econpapers || Download paper

2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

Full description at Econpapers || Download paper

2025Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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 ; Gozgor, Giray ; Fu, Haiqin ; Wang, Zongrun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000048.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

Full description at Econpapers || Download paper

2024Institutional herding and investor sentiment. (2024). Li, Shenru ; Zhang, Chengping ; Gu, Chen ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

Full description at Econpapers || Download paper

2024Insider trading and climate disasters. (2024). Marshall, Ben R ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000966.

Full description at Econpapers || Download paper

2024You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320.

Full description at Econpapers || Download paper

2024Herding in the cryptocurrency market: A transaction-level analysis. (2024). Preda, Alex ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001750.

Full description at Econpapers || Download paper

2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

Full description at Econpapers || Download paper

2024Bayesian herd detection for dynamic data. (2024). Satopaa, Ville A ; Keppo, Jussi. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:285-301.

Full description at Econpapers || Download paper

2024Ex ante litigation risk and firm restatement decisions: Evidence from district courts. (2024). Lei, Zhen ; He, Henry ; Lu, Haitian ; Agnes, C S. In: International Review of Law and Economics. RePEc:eee:irlaec:v:79:y:2024:i:c:s0144818824000188.

Full description at Econpapers || Download paper

2024Quants and market anomalies. (2024). Liu, XI ; Markov, Stanimir ; Gokkaya, Sinan ; Birru, Justin. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:78:y:2024:i:1:s0165410124000181.

Full description at Econpapers || Download paper

2024Mutual fund pollution experience and environmental voting. (2024). Nguyen, Vinh ; Marcus, Alan ; Foroughi, Pouyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000694.

Full description at Econpapers || Download paper

2024Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x.

Full description at Econpapers || Download paper

2024Survey expectations and adjustments for multiple testing. (2024). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:338-354.

Full description at Econpapers || Download paper

2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

Full description at Econpapers || Download paper

2024Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

Full description at Econpapers || Download paper

2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

Full description at Econpapers || Download paper

2024Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545.

Full description at Econpapers || Download paper

2024Firm-level ESG information and active fund management. (2024). Chen, Linquan ; Kumar, Alok ; Leung, Woon Sau. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000500.

Full description at Econpapers || Download paper

2024Extreme weather exposure and corporate carbon emissions management: Evidence from forty countries. (2024). Yang, Xue ; Qian, Xianhang ; Qiu, Shanyun. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000379.

Full description at Econpapers || Download paper

2024A four-factor model based on factor momentum. (2024). Li, Daye ; Cui, Mengqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002634.

Full description at Econpapers || Download paper

2024Mechanisms of investors’ bounded rationality and market herding effect by the stochastic Ising financial model. (2024). Lan, Yun ; Fang, Wen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004564.

Full description at Econpapers || Download paper

2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

Full description at Econpapers || Download paper

2024How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

Full description at Econpapers || Download paper

2024Is the Korean green premium in equilibrium?. (2024). Sohn, Wook ; Kang, Young Dae ; Eom, Yunsung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:245-260.

Full description at Econpapers || Download paper

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

Works by russell wermers:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Picking Funds with Confidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2017Picking Funds with Confidence.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Picking funds with confidence.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2016Runs on Money Market Mutual Funds In: American Economic Review.
[Full Text][Citation analysis]		article110
2012Runs on money market mutual funds.(2012) In: CFR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2014Runs on money market mutual funds.(2014) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article706
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]		article622
2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses In: Journal of Finance.
[Full Text][Citation analysis]		article535
2006Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis In: Journal of Finance.
[Full Text][Citation analysis]		article319
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: 319		paper
2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas In: Journal of Finance.
[Full Text][Citation analysis]		article280
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: 280		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: 280		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: 280		paper
2013Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance.
[Full Text][Citation analysis]		article40
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: 40		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: 40		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]		article211
2017Seasonal Asset Allocation: Evidence from Mutual Fund Flows In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article73
2013Seasonal asset allocation: Evidence from mutual fund flows.(2013) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		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]		article31
2018Network centrality and delegated investment performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article44
2006Investing in mutual funds when returns are predictable In: Journal of Financial Economics.
[Full Text][Citation analysis]		article99
2005Investing in mutual funds when returns are predictable.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		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]		article91
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: 91		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]		article23
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: 23		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]		article13
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: 13		paper
2020Institutional Trading around Corporate News: Evidence from Textual Analysis In: The Review of Financial Studies.
[Full Text][Citation analysis]		article14
2020Do Fund Managers Misestimate Climatic Disaster Risk In: The Review of Financial Studies.
[Full Text][Citation analysis]		article70
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]		paper30
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team