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 7 19 0 0 10 35
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 193 0 3 8 1,202
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 2 97 0 1 5 301
Conditional Market Timing with Benchmark Investors 0 0 0 347 0 2 5 1,197
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 1 1 4 548 1 2 11 1,894
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 1 2 3 344 1 5 11 1,281
Conditioning Variables and the Cross-Section of Stock Returns 0 0 3 708 0 3 17 2,356
Econometric evaluation of asset pricing models 1 2 6 670 1 7 25 1,521
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 1 1 1 282 1 2 6 1,291
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 74
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 86
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 1 3 417 1 3 13 1,693
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 1 1 220
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 1 1 4 249 1 3 13 645
Measuring the Timing Ability and Performance of Bond Mutual Funds 1 1 5 73 1 2 10 265
Mimicking Portfolios with Conditioning Information 0 0 2 183 0 2 4 671
Performance Evaluation with Stochastic Discount Factors 1 1 2 552 1 3 7 1,999
Sources of Risk and Expected Returns in Global Equity Markets 0 0 5 499 0 2 13 1,572
Spurious Regressions in Financial Economics? 0 1 2 640 0 1 8 1,866
Stochastic Discount Factor Bounds with Conditioning Information 0 0 1 200 0 0 1 1,111
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 0 0 332
Testing Portfolio Efficiency with Conditioning Information 0 1 1 131 0 4 9 421
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 0 5 860
The "Out of Sample" Performance of Long-run Risk Models 0 0 1 42 1 1 5 102
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 1 75 1 2 4 561
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 325 0 0 7 1,291
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 1 155 0 0 1 540
Total Working Papers 7 12 55 7,175 10 49 201 25,707


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 3 9 1,200
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 4 12 482
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 562 2 5 8 1,986
Stochastic Discount Factor Bounds with Conditioning Information 0 0 1 66 0 4 6 392
The Risk and Predictability of International Equity Returns 1 3 6 742 2 4 18 1,949
The Variation of Economic Risk Premiums 0 3 18 975 4 20 76 2,845
Total Journal Articles 1 6 26 2,350 10 40 129 8,854


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 1 30 0 1 7 105
Total Chapters 0 0 1 30 0 1 7 105


Statistics updated 2018-01-04