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 0 4 10 40
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 0 2 11 69
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 1 4 22 1,248
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 102 0 3 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 1 1 2 558 2 7 15 1,947
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 1 351 1 3 7 1,389
Conditioning Variables and the Cross-Section of Stock Returns 0 1 2 725 1 10 27 2,495
Econometric evaluation of asset pricing models 0 0 0 696 2 3 16 1,629
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 2 5 20 1,334
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 2 10 89
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 3 96
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 2 420 2 4 20 1,756
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 1 5 36 776
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 2 82 0 1 11 310
Mimicking Portfolios with Conditioning Information 0 0 1 185 1 3 18 717
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 1 1 1 529 2 6 14 1,706
Spurious Regressions in Financial Economics? 0 1 1 655 2 10 33 1,972
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 1 5 10 1,148
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 1 3 20 461
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 1 2 6 101
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 4 173
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 432 0 3 25 909
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 0 3 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 1 8 1,321
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 3 7 576
Total Working Papers 2 4 12 7,359 20 104 434 27,401

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 10 1,319
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 0 5 12 607
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 1 1 585 0 3 18 2,096
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 0 4 11 426
The Risk and Predictability of International Equity Returns 0 1 1 841 1 7 21 2,229
The Variation of Economic Risk Premiums 1 3 10 1,170 3 26 84 3,474
Total Journal Articles 1 5 12 2,667 4 47 156 10,151

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

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Statistics updated 2026-07-10