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 5 10 40
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 0 3 11 69
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 0 6 22 1,247
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 102 2 4 12 337
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 3 18 1,267
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 1 557 0 6 13 1,945
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 1 351 1 2 6 1,388
Conditioning Variables and the Cross-Section of Stock Returns 0 1 2 725 0 10 26 2,494
Econometric evaluation of asset pricing models 0 0 0 696 0 2 14 1,627
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 1 4 18 1,332
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 0 2 10 89
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 2 420 0 3 18 1,754
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 1 5 241
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 2 6 35 775
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 2 82 0 1 12 310
Mimicking Portfolios with Conditioning Information 0 0 1 185 0 4 17 716
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 0 6 14 2,127
Sources of Risk and Expected Returns in Global Equity Markets 0 0 0 528 0 4 13 1,704
Spurious Regressions in Financial Economics? 0 1 1 655 0 8 35 1,970
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 1 6 9 1,147
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 2 7 348
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 0 3 19 460
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 4 93
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 1 5 100
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 432 1 3 25 909
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 0 4 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 0 2 8 1,321
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 1 4 7 576
Total Working Papers 0 2 10 7,357 11 105 421 27,381

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 11 1,319
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 2 6 12 607
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 1 1 585 0 4 18 2,096
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 0 5 11 426
The Risk and Predictability of International Equity Returns 1 1 1 841 1 7 22 2,228
The Variation of Economic Risk Premiums 0 4 9 1,169 2 29 83 3,471
Total Journal Articles 1 6 11 2,666 5 53 157 10,147

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 2 20 158
Total Chapters 0 0 0 33 1 2 20 158

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Statistics updated 2026-06-04