Access Statistics for Wayne Ferson

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 1 4 9 165 5 10 38 1,094
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 1 1 8 55 4 9 40 169
Conditional Market Timing with Benchmark Investors 2 3 9 318 2 5 35 1,014
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 2 7 34 462 8 39 161 1,583
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 2 5 18 302 4 16 54 1,124
Conditioning Variables and the Cross-Section of Stock Returns 4 10 66 539 18 46 187 1,750
Econometric evaluation of asset pricing models 5 15 76 440 15 41 159 856
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 3 15 271 5 16 53 1,197
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 1 57
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 1 6 65
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 3 8 25 374 8 22 75 1,474
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 1 5 11 181
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 1 5 32 120 8 17 78 248
Measuring the Timing Ability and Performance of Bond Mutual Funds 3 8 8 8 13 35 35 35
Mimicking Portfolios with Conditioning Information 0 2 19 136 3 10 58 403
Performance Evaluation with Stochastic Discount Factors 2 3 25 497 10 20 89 1,727
Sources of Risk and Expected Returns in Global Equity Markets 2 5 23 379 9 18 78 1,119
Spurious Regressions in Financial Economics? 3 5 33 491 13 26 101 1,319
Stochastic Discount Factor Bounds with Conditioning Information 0 1 5 156 3 9 40 933
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 1 2 6 301
Testing Portfolio Efficiency with Conditioning Information 2 4 25 101 2 14 68 290
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 7 58
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 6 61
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 1 2 132
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 1 1 10 400 2 6 36 781
Time Nonseparability in Aggregate Consumption: International Evidence 1 3 8 57 3 5 17 468
Weak and Semi-Strong Form Stock Return Predictability Revisited 3 9 29 279 12 39 145 944
Weak and Semi-Strong Form Stock Return Predictability, Revisited 1 1 17 142 4 15 82 452
Total Working Papers 39 103 494 5,692 153 429 1,668 19,835

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4 0 0 0 4 10 25 89 908
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 7 34 334
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 3 5 26 520 4 11 61 1,793
Stochastic Discount Factor Bounds with Conditioning Information 1 3 9 51 5 9 28 282
The Risk and Predictability of International Equity Returns 7 14 60 661 11 27 101 1,654
The Variation of Economic Risk Premiums 7 17 73 669 13 28 129 2,010
Total Journal Articles 18 39 168 1,906 44 107 442 6,981

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 1 2 2 3 9 15 15
Total Chapters 0 1 2 2 3 9 15 15

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Statistics updated 2009-12-07