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
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 3 21 0 0 4 37
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 193 2 2 7 1,205
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 2 97 0 0 4 302
Conditional Market Timing with Benchmark Investors 0 0 0 347 0 1 3 1,198
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 4 551 0 1 8 1,899
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 3 344 0 0 9 1,283
Conditioning Variables and the Cross-Section of Stock Returns 0 0 2 710 2 9 25 2,376
Econometric evaluation of asset pricing models 1 1 7 673 1 3 19 1,529
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 1 282 0 0 4 1,292
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 86
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 74
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 1 417 0 0 6 1,694
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 1 220
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 2 250 1 3 12 651
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 3 74 0 0 6 267
Mimicking Portfolios with Conditioning Information 0 0 1 183 0 1 8 676
Performance Evaluation with Stochastic Discount Factors 0 0 1 552 0 0 5 2,000
Sources of Risk and Expected Returns in Global Equity Markets 0 2 4 501 1 6 13 1,580
Spurious Regressions in Financial Economics? 0 0 2 640 1 2 6 1,868
Stochastic Discount Factor Bounds with Conditioning Information 0 0 1 200 0 0 2 1,112
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 0 0 332
Testing Portfolio Efficiency with Conditioning Information 0 0 2 132 0 0 9 425
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 1 83
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 1 155
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 0 82
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 1 426 0 3 4 863
The "Out of Sample" Performance of Long-run Risk Models 0 0 1 42 0 1 4 104
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 3 561
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 325 0 0 1 1,291
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 155 0 0 0 540
Total Working Papers 1 3 41 7,190 8 32 165 25,785


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 5 14 1,208
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 0 0 7 485
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 1 1 2 564 1 5 18 1,999
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 0 0 4 392
The Risk and Predictability of International Equity Returns 1 6 14 753 1 10 24 1,967
The Variation of Economic Risk Premiums 5 15 23 991 16 39 90 2,895
Total Journal Articles 7 22 39 2,379 18 59 157 8,946


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 30 1 1 4 107
Total Chapters 0 0 0 30 1 1 4 107


Statistics updated 2018-07-03