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 1 10 1 4 6 35
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 4 6 8 66
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 8 12 16 1,241
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 1 102 1 7 9 333
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 10 15 1,264
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 1 1 557 0 7 8 1,939
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 1 1 1 351 1 3 4 1,386
Conditioning Variables and the Cross-Section of Stock Returns 0 0 1 724 3 13 17 2,484
Econometric evaluation of asset pricing models 0 0 1 696 2 9 13 1,625
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 1 6 14 1,328
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 2 3 96
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 1 6 8 87
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 1 2 420 5 12 16 1,751
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 3 7 240
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 0 21 31 769
Measuring the Timing Ability and Performance of Bond Mutual Funds 1 1 2 82 1 8 11 309
Mimicking Portfolios with Conditioning Information 0 0 1 185 1 9 13 712
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 0 5 8 2,121
Sources of Risk and Expected Returns in Global Equity Markets 0 0 3 528 2 5 12 1,700
Spurious Regressions in Financial Economics? 0 0 0 654 1 16 28 1,962
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 0 2 4 1,141
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 5 5 346
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 3 13 16 457
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 4 4 99
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 4 4 93
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 3 5 173
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 1 432 7 19 23 906
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 1 8 10 136
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 5 7 586
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 1 5 6 1,319
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 3 3 572
Total Working Papers 2 4 15 7,355 48 235 334 27,276

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 1 2 13 1,317
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 2 3 7 601
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 0 584 0 7 14 2,092
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 1 5 6 421
The Risk and Predictability of International Equity Returns 0 0 2 840 2 10 17 2,221
The Variation of Economic Risk Premiums 1 1 10 1,165 6 32 68 3,442
Total Journal Articles 1 1 12 2,660 12 59 125 10,094

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 10 17 20 156
Total Chapters 0 0 0 33 10 17 20 156

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Statistics updated 2026-03-04