Measuring mutual fund performance with characteristic‐based benchmarks K Daniel, M Grinblatt, S Titman, R Wermers The Journal of finance 52 (3), 1035-1058, 1997 | 4043 | 1997 |
Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior M Grinblatt, S Titman, R Wermers American Economic Review 85 (5), 1088-1105, 1995 | 3093 | 1995 |
Mutual fund performance: An empirical decomposition into stock‐picking talent, style, transactions costs, and expenses R Wermers The Journal of Finance 55 (4), 1655-1695, 2000 | 2670 | 2000 |
Mutual fund herding and the impact on stock prices R Wermers the Journal of Finance 54 (2), 581-622, 1999 | 2603 | 1999 |
Can mutual fund “stars” really pick stocks? New evidence from a bootstrap analysis R Kosowski, A Timmermann, R Wermers, H White The Journal of finance 61 (6), 2551-2595, 2006 | 1394 | 2006 |
The value of active mutual fund management: An examination of the stockholdings and trades of fund managers HL Chen, N Jegadeesh, R Wermers Journal of Financial and quantitative Analysis 35 (3), 343-368, 2000 | 1091 | 2000 |
False discoveries in mutual fund performance: Measuring luck in estimated alphas L Barras, O Scaillet, R Wermers The journal of finance 65 (1), 179-216, 2010 | 1071 | 2010 |
Is money really'smart'? New evidence on the relation between mutual fund flows, manager behavior, and performance persistence R Wermers New Evidence on the Relation Between Mutual Fund Flows, Manager Behavior …, 2003 | 624 | 2003 |
Analyst recommendations, mutual fund herding, and overreaction in stock prices NC Brown, KD Wei, R Wermers Management Science 60 (1), 1-20, 2014 | 508 | 2014 |
Asset allocation dynamics and pension fund performance D Blake, BN Lehmann, A Timmermann The Journal of Business 72 (4), 429-461, 1999 | 470 | 1999 |
Investing in mutual funds when returns are predictable D Avramov, R Wermers Journal of Financial Economics 81 (2), 339-377, 2006 | 426 | 2006 |
Runs on money market mutual funds L Schmidt, A Timmermann, R Wermers American Economic Review 106 (9), 2625-2657, 2016 | 326 | 2016 |
Do fund managers misestimate climatic disaster risk S Alok, N Kumar, R Wermers The Review of Financial Studies 33 (3), 1146-1183, 2020 | 322 | 2020 |
Momentum investment strategies of mutual funds, performance persistence, and survivorship bias R Wermers working paper, University of Colorado, 1997 | 311 | 1997 |
Mutual fund performance and governance structure: The role of portfolio managers and boards of directors B Ding, R Wermers Available at SSRN 2207229, 2012 | 264 | 2012 |
Seasonal asset allocation: Evidence from mutual fund flows MJ Kamstra, LA Kramer, MD Levi, R Wermers Journal of Financial and Quantitative Analysis 52 (1), 71-109, 2017 | 172 | 2017 |
Mutual fund performance evaluation with active peer benchmarks D Hunter, E Kandel, S Kandel, R Wermers Journal of Financial economics 112 (1), 1-29, 2014 | 163 | 2014 |
Matter of style: The causes and consequences of style drift in institutional portfolios R Wermers Available at SSRN 2024259, 2012 | 155 | 2012 |
Network centrality and delegated investment performance AG Rossi, D Blake, A Timmermann, I Tonks, R Wermers Journal of Financial Economics 128 (1), 183-206, 2018 | 148 | 2018 |
Decentralized investment management: Evidence from the pension fund industry D Blake, AG Rossi, A Timmermann, I Tonks, R Wermers The Journal of Finance 68 (3), 1133-1178, 2013 | 143 | 2013 |