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 2 2 12 1 3 12 43
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 0 0 0 24 1 1 12 70
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 3 4 26 1,252
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 0 102 2 4 15 341
Conditional Market Timing with Benchmark Investors 0 0 0 352 1 2 20 1,269
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 0 0 2 558 3 10 29 1,961
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 1 351 1 2 8 1,391
Conditioning Variables and the Cross-Section of Stock Returns 0 0 2 725 2 5 31 2,500
Econometric evaluation of asset pricing models 0 0 0 696 1 3 16 1,632
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 1 1 19 1,335
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 1 1 10 90
Expectations of Real Interest Rates and Aggregate Consumption: Synthesis and Tests 0 0 0 0 3 3 5 99
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 1 420 3 5 22 1,761
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 5 5 10 246
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 1 1 267 3 5 39 781
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 0 1 82 1 2 11 312
Mimicking Portfolios with Conditioning Information 0 0 0 185 6 7 22 724
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 2 4 15 2,131
Sources of Risk and Expected Returns in Global Equity Markets 0 0 1 529 0 1 12 1,707
Spurious Regressions in Financial Economics? 0 0 1 655 1 2 32 1,974
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 205 2 3 12 1,151
Test of Asset Pricing Models With Changing Expectations 0 0 0 0 2 2 9 350
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 0 0 20 463
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 1 7 102
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 3 5 9 98
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 2 2 6 175
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 0 432 4 4 28 913
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 3 4 17 144
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 5 10 17 596
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 2 2 9 1,323
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 0 7 576
Total Working Papers 0 3 12 7,362 65 103 507 27,510

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 2 2 8 1,321
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 2 5 15 612
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 585 0 2 15 2,099
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 4 7 18 434
The Risk and Predictability of International Equity Returns 1 1 2 842 4 6 24 2,235
The Variation of Economic Risk Premiums 1 2 8 1,172 4 8 82 3,486
Total Journal Articles 2 3 11 2,670 16 30 162 10,187

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 2 2 22 161
Total Chapters 0 0 0 33 2 2 22 161

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Statistics updated 2026-11-12