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 0 1 2 31
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 1 3 3 61
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 2 5 6 1,231
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 1 102 1 2 3 327
Conditional Market Timing with Benchmark Investors 0 0 0 352 5 10 10 1,259
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 1 1 1 557 3 3 8 1,935
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 350 1 2 2 1,384
Conditioning Variables and the Cross-Section of Stock Returns 0 1 1 724 6 8 10 2,477
Econometric evaluation of asset pricing models 0 0 1 696 2 4 6 1,618
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 1 8 9 1,323
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 0 1 1 94
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 1 2 4 82
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 1 1 2 420 2 3 7 1,741
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 0 1 4 237
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 2 9 12 750
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 1 81 2 3 5 303
Mimicking Portfolios with Conditioning Information 0 0 1 185 6 7 10 709
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 2 5 5 2,118
Sources of Risk and Expected Returns in Global Equity Markets 0 0 3 528 1 3 9 1,696
Spurious Regressions in Financial Economics? 0 0 0 654 12 17 25 1,958
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 0 1 2 1,139
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 2 2 3 343
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 1 3 4 445
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 2 3 97
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 2 4 91
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 2 5 171
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 1 432 3 5 7 890
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 1 3 3 129
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 1 3 3 582
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 1 1 2 1,315
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 3 3 3 572
Total Working Papers 2 3 13 7,353 67 124 180 27,108

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 12 1,315
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 0 2 5 598
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 0 584 1 7 11 2,086
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 2 3 3 418
The Risk and Predictability of International Equity Returns 0 0 3 840 1 1 11 2,212
The Variation of Economic Risk Premiums 0 1 10 1,164 14 25 60 3,424
Total Journal Articles 0 1 13 2,659 18 40 102 10,053

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

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Statistics updated 2026-01-09