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 10 2 4 8 38
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 2 7 11 69
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 3 14 22 1,247
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 102 1 3 10 335
Conditional Market Timing with Benchmark Investors 0 0 0 352 3 3 18 1,267
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 1 557 5 6 14 1,945
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 1 1 351 1 2 5 1,387
Conditioning Variables and the Cross-Section of Stock Returns 1 1 2 725 9 13 27 2,494
Econometric evaluation of asset pricing models 0 0 1 696 1 4 15 1,627
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 2 4 17 1,331
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 3 96
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 2 3 10 89
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 2 420 2 8 18 1,754
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 1 1 5 241
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 2 4 34 773
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 1 2 82 1 2 12 310
Mimicking Portfolios with Conditioning Information 0 0 1 185 2 5 17 716
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 6 6 14 2,127
Sources of Risk and Expected Returns in Global Equity Markets 0 0 0 528 4 6 13 1,704
Spurious Regressions in Financial Economics? 1 1 1 655 8 9 36 1,970
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 3 5 8 1,146
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 2 2 7 348
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 2 6 19 460
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 3 5 100
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 4 173
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 4 93
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 432 2 9 24 908
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 3 5 14 140
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 7 586
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 1 3 8 1,321
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 2 3 6 575
Total Working Papers 2 4 11 7,357 73 142 415 27,370

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 2 3 13 1,319
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 3 6 11 605
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 1 1 1 585 3 4 18 2,096
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 4 6 11 426
The Risk and Predictability of International Equity Returns 0 0 2 840 5 8 23 2,227
The Variation of Economic Risk Premiums 2 5 10 1,169 21 33 86 3,469
Total Journal Articles 3 6 13 2,665 38 60 162 10,142

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 1 11 19 157
Total Chapters 0 0 0 33 1 11 19 157

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Statistics updated 2026-05-06