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 9 0 0 0 29
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 0 0 0 58
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 0 0 0 1,225
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 101 0 0 1 324
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 0 1 1,249
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 1 556 3 3 4 1,930
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 350 0 0 0 1,382
Conditioning Variables and the Cross-Section of Stock Returns 0 0 1 723 0 0 2 2,467
Econometric evaluation of asset pricing models 0 0 1 695 0 0 2 1,612
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 0 0 2 1,314
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 78
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 0 93
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 0 418 0 0 0 1,734
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 0 233
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 0 0 2 738
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 0 80 0 0 1 298
Mimicking Portfolios with Conditioning Information 0 0 0 184 0 0 1 699
Performance Evaluation with Stochastic Discount Factors 0 1 1 556 0 1 1 2,113
Sources of Risk and Expected Returns in Global Equity Markets 0 0 0 525 0 1 5 1,687
Spurious Regressions in Financial Economics? 0 0 4 654 0 0 10 1,933
Stochastic Discount Factor Bounds with Conditioning Information 0 1 2 205 0 1 4 1,137
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 0 0 340
Testing Portfolio Efficiency with Conditioning Information 0 1 1 134 0 1 1 441
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 1 1 167
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 0 94
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 0 87
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 3 431 0 0 5 883
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 0 0 2 126
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 1 579
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 1 326 0 0 3 1,313
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 0 3 569
Total Working Papers 0 3 15 7,340 4 8 52 26,932


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 2 9 1,304
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 0 0 1 593
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 1 1 584 3 4 6 2,078
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 0 0 0 415
The Risk and Predictability of International Equity Returns 1 1 6 838 2 2 16 2,203
The Variation of Economic Risk Premiums 1 4 10 1,155 6 12 41 3,370
Total Journal Articles 2 6 17 2,648 12 20 73 9,963


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 0 0 1 136
Total Chapters 0 0 0 33 0 0 1 136


Statistics updated 2025-02-05