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Economics and Finance

D-Index
41
Citations
19934
World Ranking
2107
National Ranking
1213

Overview

Russ Wermers is affiliated with the University of Maryland, College Park in the United States. Their research primarily spans the fields of Economics, Econometrics and Finance, as well as Business, Management and Accounting. Within these domains, Wermers has contributed extensively to the subfields of Finance, Accounting, Economics and Econometrics, Artificial Intelligence, and Management Science and Operations Research.

The focus of Wermers's work includes various topics such as Financial Markets and Investment Strategies, Housing Market and Economics, Corporate Finance and Governance, Stock Market Forecasting Methods, Banking Stability, Regulation, and Efficiency, Financial Literacy, Pension, and Retirement Analysis, and Sentiment Analysis and Opinion Mining.

Wermers has published numerous articles in several academic venues. They have appeared most frequently in the SSRN Electronic Journal, with eleven publications, followed by journals such as the Journal of Banking & Finance, the Journal of Financial Economics, the European Finance Review, and the Journal of Financial and Quantitative Analysis.

  • SSRN Electronic Journal
  • Journal of Banking & Finance
  • Journal of Financial Economics
  • European Finance Review
  • Journal of Financial and Quantitative Analysis

Recent notable papers by Wermers include:

  • "Picking funds with confidence" (2020), Journal of Financial Economics
  • "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary" (2021), European Finance Review
  • "The Hedge Fund Industry Is Bigger (and Has Performed Better) Than You Think" (2020), SSRN Electronic Journal
  • "Holding Horizon: A New Measure of Active Investment Management" (2023), Journal of Financial and Quantitative Analysis
  • "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary" (2020), SSRN Electronic Journal

Throughout their career, Wermers has collaborated frequently with several co-authors. The most common collaborators include Alan Guoming Huang, Zijia Du, Wenfeng Wu, Allan Timmermann, and Chunhua Lan.

  • Alan Guoming Huang
  • Zijia Du
  • Wenfeng Wu
  • Allan Timmermann
  • Chunhua Lan

Best Publications

  • Measuring mutual fund performance with characteristic-based benchmarks

    Kent Daniel;Mark Grinblatt;Sheridan Titman;Russ Wermers

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

    Mark Grinblatt;Sheridan Titman;Russell Wermers

  • Mutual Fund Herding and the Impact on Stock Prices

    Russ Wermers

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

    Russ Wermers

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

    Robert Kosowski;Allan Timmermann;Russ Wermers;Hal White

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

    Laurent Richard Barras;Olivier Scaillet;R. Wermers

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

    Hsiu-Lang Chen;Narasimhan Jegadeesh;Russ Wermers

  • Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

    Unknown

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

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

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

    Russ Wermers

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

    Mark Grinblatt;Mark Grinblatt;Mark Grinblatt;Sheridan Titman;Sheridan Titman;Russ Wermers

  • Investing in Mutual Funds when Returns are Predictable

    Doron Avramov;Russ Wermers

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

    Narasimhan Jegadeesh;Hsiu-Lang Chen;Russ Wermers

  • Do Fund Managers Misestimate Climatic Disaster Risk

    Shashwat Alok;Nitin Kumar;Russ Wermers

  • Runs on Money Market Mutual Funds

    Lawrence Schmidt;Allan Timmermann;Russ Wermers

  • Mutual Fund Herding and the Impact on Stock Prices

    Russ Wermers

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

    Robert Kosowski;Allan G. Timmermann;Allan G. Timmermann;Russ Wermers;Halbert L. White

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

    Russ Wermers

  • Seasonal Asset Allocation: Evidence from Mutual Fund Flows

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

  • Mutual fund performance and governance structure: The role of portfolio managers and boards of directors

    Robert H. Smith;We;Rich Evans;Christopher Faugere

  • Network centrality and delegated investment performance

    Alberto G. Rossi;David Blake;Allan Timmermann;Ian Tonks

  • Mutual fund performance evaluation with active peer benchmarks

    David Hunter;Eugene Kandel;Eugene Kandel;Shmuel Kandel;Russ Wermers

  • A matter of style: The causes and consequences of style drift in institutional portfolios

    Russell Wermers

  • Decentralized investment management: evidence from the pension fund industry

    David Blake;Alberto G. Rossi;Allan Timmermann;Ian Tonks

  • Active Management in Mostly Efficient Markets

    Robert C. Jones;Russ Wermers

Frequent Co-Authors

Allan Timmermann
Allan Timmermann University of California, San Diego
Olivier Scaillet
Olivier Scaillet University of Geneva
David Blake
David Blake City, University of London
Bing Liang
Bing Liang University of Massachusetts Amherst
Mark Grinblatt
Mark Grinblatt University of California, Los Angeles
Sheridan Titman
Sheridan Titman The University of Texas at Austin
Asger Lunde
Asger Lunde Copenhagen Economics
Narasimhan Jegadeesh
Narasimhan Jegadeesh Emory University
Halbert White
Halbert White University of California, San Diego
Viral V. Acharya
Viral V. Acharya New York University

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