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 1 10 3 3 5 34
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 1 4 4 62
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 2 7 8 1,233
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 1 102 5 6 8 332
Conditional Market Timing with Benchmark Investors 0 0 0 352 5 15 15 1,264
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 1 1 557 4 7 9 1,939
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 350 1 2 3 1,385
Conditioning Variables and the Cross-Section of Stock Returns 0 1 1 724 4 12 14 2,481
Econometric evaluation of asset pricing models 0 0 1 696 5 7 11 1,623
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 4 11 13 1,327
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 2 2 3 96
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 4 6 8 86
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 1 2 420 5 7 12 1,746
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 3 4 7 240
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 19 27 31 769
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 1 81 5 7 10 308
Mimicking Portfolios with Conditioning Information 0 0 1 185 2 9 12 711
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 3 5 8 2,121
Sources of Risk and Expected Returns in Global Equity Markets 0 0 3 528 2 3 11 1,698
Spurious Regressions in Financial Economics? 0 0 0 654 3 19 28 1,961
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 2 2 4 1,141
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 3 5 6 346
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 9 11 13 454
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 4 91
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 4 6 173
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 2 3 97
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 1 432 9 14 16 899
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 6 8 9 135
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 4 7 7 586
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 3 4 5 1,318
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 3 3 572
Total Working Papers 0 3 13 7,353 120 225 296 27,228

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 12 1,316
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 2 6 599
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 0 584 6 8 14 2,092
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 2 4 5 420
The Risk and Predictability of International Equity Returns 0 0 2 840 7 8 16 2,219
The Variation of Economic Risk Premiums 0 0 9 1,164 12 32 66 3,436
Total Journal Articles 0 0 11 2,659 29 57 119 10,082

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 7 7 10 146
Total Chapters 0 0 0 33 7 7 10 146

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Statistics updated 2026-02-12