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 1 1 1 1 5 5 5 5
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 2 24 0 1 5 49
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 193 1 1 8 1,216
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 2 100 2 3 7 315
Conditional Market Timing with Benchmark Investors 0 0 0 349 1 1 7 1,226
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 0 551 1 3 6 1,917
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 346 4 9 16 1,313
Conditioning Variables and the Cross-Section of Stock Returns 0 1 3 714 3 5 24 2,431
Econometric evaluation of asset pricing models 0 1 5 686 1 5 18 1,579
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 1 1 9 1,309
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 1 76
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 90
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 0 417 1 1 8 1,718
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 2 225
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 3 257 1 3 20 690
Measuring the Timing Ability and Performance of Bond Mutual Funds 1 1 1 79 1 1 6 287
Mimicking Portfolios with Conditioning Information 0 0 0 183 1 1 1 688
Performance Evaluation with Stochastic Discount Factors 0 0 0 552 2 3 17 2,033
Sources of Risk and Expected Returns in Global Equity Markets 2 2 8 517 7 8 32 1,652
Spurious Regressions in Financial Economics? 0 0 0 640 2 4 11 1,892
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 200 0 0 2 1,123
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 0 4 337
Testing Portfolio Efficiency with Conditioning Information 0 0 0 132 0 0 3 435
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 2 86
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 8 90
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 8 164
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 427 1 1 2 872
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 1 1 6 117
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 3 571
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 325 1 2 7 1,305
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 155 2 3 8 561
Total Working Papers 4 6 25 7,249 39 62 256 26,372


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 7 12 1,240
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 4 15 541
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 4 572 2 4 15 2,036
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 1 2 6 407
The Risk and Predictability of International Equity Returns 2 2 12 797 3 9 45 2,106
The Variation of Economic Risk Premiums 1 3 20 1,107 6 18 83 3,215
Total Journal Articles 3 5 36 2,547 15 44 176 9,545


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 1 1 32 2 3 10 127
Total Chapters 0 1 1 32 2 3 10 127


Statistics updated 2021-01-03