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 2 2 12 1 2 12 42
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 1 1 23 1,249
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 102 1 2 14 339
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 1 19 1,268
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 2 558 2 11 26 1,958
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 1 351 1 1 8 1,390
Conditioning Variables and the Cross-Section of Stock Returns 0 0 2 725 0 3 29 2,498
Econometric evaluation of asset pricing models 0 0 0 696 1 2 17 1,631
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 0 0 19 1,334
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 0 9 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 20 1,758
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 1 1 267 0 2 37 778
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 1 82 1 1 11 311
Mimicking Portfolios with Conditioning Information 0 0 0 185 1 1 16 718
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 0 2 16 2,129
Sources of Risk and Expected Returns in Global Equity Markets 0 0 1 529 0 1 14 1,707
Spurious Regressions in Financial Economics? 0 0 1 655 0 1 32 1,973
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 1 1 11 1,149
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 0 2 21 463
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 6 101
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 2 6 95
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 432 0 0 24 909
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 1 1 15 141
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 1 5 12 591
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 0 0 7 1,321
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 0 7 576
Total Working Papers 1 3 12 7,362 12 44 461 27,445

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 6 1,319
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 3 3 14 610
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 585 1 3 20 2,099
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 3 4 15 430
The Risk and Predictability of International Equity Returns 0 0 1 841 1 2 20 2,231
The Variation of Economic Risk Premiums 1 1 8 1,171 3 8 83 3,482
Total Journal Articles 1 1 10 2,668 11 20 158 10,171

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 1 20 159
Total Chapters 0 0 0 33 0 1 20 159

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11