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 2 2 2 60
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns 0 0 0 194 3 3 4 1,229
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 0 0 1 102 0 1 2 326
Conditional Market Timing with Benchmark Investors 0 0 0 352 5 5 5 1,254
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 0 1 1 1,383
Conditioning Variables and the Cross-Section of Stock Returns 1 1 1 724 2 3 4 2,471
Econometric evaluation of asset pricing models 0 0 1 696 0 2 4 1,616
Economic, Financial, and Fundamental Global Risk In and Out of the EMU 0 0 0 282 6 7 8 1,322
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 3 81
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 0 0 1 419 0 1 5 1,739
General Tests of Latent Variable Models and Mean Variance Spanning (Reprint 031) 0 0 0 0 1 1 4 237
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 6 7 10 748
Measuring the Timing Ability and Performance of Bond Mutual Funds 0 1 1 81 0 2 3 301
Mimicking Portfolios with Conditioning Information 0 0 1 185 1 2 4 703
Performance Evaluation with Stochastic Discount Factors 0 0 0 556 0 3 3 2,116
Sources of Risk and Expected Returns in Global Equity Markets 0 0 3 528 0 3 8 1,695
Spurious Regressions in Financial Economics? 0 0 0 654 4 5 13 1,946
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 0 0 1 341
Testing Portfolio Efficiency with Conditioning Information 0 0 0 134 1 3 3 444
Tests of Asset Pricing Models with Changing Expectations 0 0 0 0 1 1 4 170
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 2 89
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 0 0 1 432 2 2 4 887
The "Out of Sample" Performance of Long-run Risk Models 0 0 0 44 1 2 2 128
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 2 2 2 581
Weak and Semi-Strong Form Stock Return Predictability Revisited 0 0 0 326 0 0 1 1,314
Weak and Semi-Strong Form Stock Return Predictability, Revisited 0 0 0 156 0 0 0 569
Total Working Papers 1 2 11 7,351 38 63 113 27,041

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 5 13 1,315
Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance 0 0 0 1 1 3 5 598
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? 0 0 1 584 1 6 11 2,085
Stochastic Discount Factor Bounds with Conditioning Information 0 0 0 66 0 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 0 2 11 1,164 6 14 49 3,410
Total Journal Articles 0 2 15 2,659 10 30 89 10,035

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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Statistics updated 2025-12-06