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 1 1 2 31
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 1 1,226
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 1 102 1 1 2 326
Conditional Market Timing with Benchmark Investors 0 0 0 352 0 0 0 1,249
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 0 556 0 0 5 1,932
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 350 1 1 1 1,383
Conditioning Variables and the Cross-Section of Stock Returns 0 0 0 723 0 1 2 2,469
Econometric evaluation of asset pricing models 0 0 1 696 2 3 4 1,616
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 1 1 2 1,316
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 1 1 1 94
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 1 2 80
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 1 419 1 2 5 1,739
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 0 3 236
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 1 2 4 742
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 1 1 81 1 2 3 301
Mimicking Portfolios with Conditioning Information 0 0 1 185 0 2 3 702
Performance Evaluation with Stochastic Discount Factors 0 0 1 556 3 3 4 2,116
Sources of Risk and Expected Returns in Global Equity Markets 0 0 3 528 2 3 9 1,695
Spurious Regressions in Financial Economics? 0 0 0 654 1 2 9 1,942
Stochastic Discount Factor Bounds with Conditioning Information 0 0 1 205 1 1 3 1,139
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 0 0 1 341
Testing Portfolio Efficiency with Conditioning Information 0 0 1 134 1 2 3 443
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 2 89
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 1 95
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 0 0 3 169
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 1 432 0 1 2 885
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 1 1 1 127
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 0 579
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 0 1 1 1,314
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 0 0 569
Total Working Papers 0 1 13 7,350 19 32 79 27,003

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 4 11 1,313
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 2 4 597
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 584 5 6 10 2,084
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 1 1 1 416
The Risk and Predictability of International Equity Returns 0 0 3 840 0 1 10 2,211
The Variation of Economic Risk Premiums 1 2 13 1,164 5 11 46 3,404
Total Journal Articles 1 2 17 2,659 12 25 82 10,025

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 3 139
Total Chapters 0 0 0 33 0 1 3 139

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