Access Statistics for Wayne Ferson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Panel Regression Approach to Holdings-based Fund Performance Measures 0 0 0 9 0 0 0 29
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 0 0 0 58
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 0 0 0 1,225
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 101 0 0 1 324
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 0 1 1,249
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 1 556 1 4 5 1,931
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 350 0 0 0 1,382
Conditioning Variables and the Cross-Section of Stock Returns 0 0 1 723 0 0 2 2,467
Econometric evaluation of asset pricing models 0 0 1 695 0 0 2 1,612
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 0 0 2 1,314
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 1 1 1 79
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 93
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 0 418 1 1 1 1,735
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 0 233
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 0 0 2 738
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 0 80 0 0 0 298
Mimicking Portfolios with Conditioning Information 0 0 0 184 0 0 1 699
Performance Evaluation with Stochastic Discount Factors 0 0 1 556 0 0 1 2,113
Sources of Risk and Expected Returns in Global Equity Markets 0 0 0 525 1 1 6 1,688
Spurious Regressions in Financial Economics? 0 0 4 654 1 1 11 1,934
Stochastic Discount Factor Bounds with Conditioning Information 0 0 2 205 0 0 3 1,137
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 1 1 1 341
Testing Portfolio Efficiency with Conditioning Information 0 0 1 134 0 0 1 441
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 2 2 89
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 2 2 168
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 1 1 95
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 3 431 0 0 5 883
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 0 0 2 126
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 1 579
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 1 326 0 0 1 1,313
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 0 3 569
Total Working Papers 0 0 15 7,340 10 14 58 26,942

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 0 2 7 1,304
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 1 2 594
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 1 1 584 0 4 6 2,078
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 0 0 0 415
The Risk and Predictability of International Equity Returns 0 1 6 838 1 3 17 2,204
The Variation of Economic Risk Premiums 0 2 10 1,155 4 13 45 3,374
Total Journal Articles 0 4 17 2,648 6 23 77 9,969

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 0 0 33 0 0 1 136
Total Chapters 0 0 0 33 0 0 1 136

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Statistics updated 2025-03-03