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 2 10 40
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 0 0 11 69
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 0 1 22 1,248
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 102 0 2 12 337
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 0 18 1,267
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 1 2 558 4 6 19 1,951
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 1 351 0 2 7 1,389
Conditioning Variables and the Cross-Section of Stock Returns 0 0 2 725 0 1 27 2,495
Econometric evaluation of asset pricing models 0 0 0 696 0 2 16 1,629
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 0 3 19 1,334
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 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 1 420 0 2 19 1,756
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 5 241
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 0 3 36 776
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 2 82 0 0 11 310
Mimicking Portfolios with Conditioning Information 0 0 0 185 0 1 17 717
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 0 0 14 2,127
Sources of Risk and Expected Returns in Global Equity Markets 0 1 1 529 0 2 14 1,706
Spurious Regressions in Financial Economics? 0 0 1 655 0 2 32 1,972
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 0 2 10 1,148
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 0 7 348
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 2 3 22 463
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 6 101
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 4 93
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 432 0 1 25 909
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 0 0 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 0 8 1,321
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 1 7 576
Total Working Papers 0 2 10 7,359 6 37 436 27,407

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 0 10 1,319
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 0 2 12 607
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 585 1 1 19 2,097
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 1 1 12 427
The Risk and Predictability of International Equity Returns 0 1 1 841 0 2 19 2,229
The Variation of Economic Risk Premiums 0 1 8 1,170 4 9 85 3,478
Total Journal Articles 0 2 10 2,667 6 15 157 10,157

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 21 159
Total Chapters 0 0 0 33 1 2 21 159

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Statistics updated 2026-08-07