Wayne E. Ferson

15.4k total citations · 5 hit papers
94 papers, 10.0k citations indexed

About

Wayne E. Ferson is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Wayne E. Ferson has authored 94 papers receiving a total of 10.0k indexed citations (citations by other indexed papers that have themselves been cited), including 77 papers in Finance, 44 papers in Economics and Econometrics and 29 papers in General Economics, Econometrics and Finance. Recurrent topics in Wayne E. Ferson's work include Financial Markets and Investment Strategies (74 papers), Monetary Policy and Economic Impact (29 papers) and Housing Market and Economics (22 papers). Wayne E. Ferson is often cited by papers focused on Financial Markets and Investment Strategies (74 papers), Monetary Policy and Economic Impact (29 papers) and Housing Market and Economics (22 papers). Wayne E. Ferson collaborates with scholars based in United States, Canada and United Kingdom. Wayne E. Ferson's co-authors include Campbell R. Harvey, Timothy T. Simin, Sergei Sarkissian, George M. Constantinides, Stephen R. Foerster, Jon A. Christopherson, Andrew F. Siegel, Debra Glassman, Michael R. Gibbons and Kenneth Khang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Wayne E. Ferson

91 papers receiving 9.0k citations

Hit Papers

5 papers align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The Variation of Economic Risk Premiums

1991 1.2k citations Wayne E. Ferson, Campbell R. Harvey profile →
Measuring Fund Strategy and Performance in Changing Economic Conditions

1996 1.2k citations Wayne E. Ferson et al. The Journal of Finance profile →
The Risk and Predictability of International Equity Returns

1993 710 citations Wayne E. Ferson, Campbell R. Harvey Review of Financial Studies profile →
Conditioning Variables and the Cross Section of Stock Returns

1999 644 citations Wayne E. Ferson, Campbell R. Harvey The Journal of Finance profile →
The Risk and Predictability of International Equity Returns

1993 502 citations Wayne E. Ferson, Campbell R. Harvey Review of Financial Studies profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Wayne E. Ferson United States	43	9.0k	5.6k	3.1k	3.0k	803	94	10.0k
Martin Lettau United States	34	8.3k 0.9×	6.2k 1.1×	3.2k 1.0×	3.3k 1.1×	759 0.9×	79	10.1k
Bruno Solnik France	33	7.7k 0.9×	5.9k 1.1×	2.0k 0.6×	3.1k 1.1×	429 0.5×	86	9.1k
Donald B. Keim United States	32	7.3k 0.8×	4.2k 0.8×	4.1k 1.3×	1.3k 0.4×	838 1.0×	72	8.4k
Jay Shanken United States	34	8.7k 1.0×	4.8k 0.8×	3.7k 1.2×	2.2k 0.7×	1.1k 1.4×	59	9.6k
Bernard Dumas United States	23	5.4k 0.6×	3.9k 0.7×	2.0k 0.6×	2.4k 0.8×	334 0.4×	67	7.0k
Sydney C. Ludvigson United States	36	7.3k 0.8×	7.6k 1.3×	2.5k 0.8×	4.8k 1.6×	740 0.9×	68	10.8k
Joel Hasbrouck United States	37	9.1k 1.0×	5.9k 1.1×	3.9k 1.2×	1.9k 0.6×	1.4k 1.8×	66	10.2k
Pedro Santa‐Clara United States	35	5.4k 0.6×	3.7k 0.7×	1.2k 0.4×	1.7k 0.6×	828 1.0×	53	6.4k
John M. Griffin United States	39	6.1k 0.7×	3.7k 0.7×	4.0k 1.3×	763 0.3×	614 0.8×	89	7.5k
Tarun Chordia United States	47	12.7k 1.4×	6.7k 1.2×	6.8k 2.2×	1.6k 0.5×	1.7k 2.1×	122	13.8k

Countries citing papers authored by Wayne E. Ferson

Since Specialization

Citations

This map shows the geographic impact of Wayne E. Ferson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Wayne E. Ferson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Wayne E. Ferson more than expected).

Fields of papers citing papers by Wayne E. Ferson

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wayne E. Ferson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Wayne E. Ferson. The network helps show where Wayne E. Ferson may publish in the future.

Co-authorship network of co-authors of Wayne E. Ferson

This figure shows the co-authorship network connecting the top 25 collaborators of Wayne E. Ferson. A scholar is included among the top collaborators of Wayne E. Ferson based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Wayne E. Ferson. Wayne E. Ferson is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Ferson, Wayne E., et al.. (2021). A Panel Regression Approach to Holdings-Based Fund Performance Measures. Civil War Book Review. 11(4). 695–734. 1 indexed citations

Ferson, Wayne E.. (2012). Ruminations on Investment Performance Measurement. European Financial Management. 19(1). 4–13. 6 indexed citations

Ferson, Wayne E., et al.. (2009). The "Out-of-Sample" Performance of Long-Run Risk Models. SSRN Electronic Journal. 1 indexed citations

Ferson, Wayne E., Andrea J. Heuson, & Tie Su. (2005). Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited. Management Science. 51(10). 1582–1592. 6 indexed citations

Ferson, Wayne E., et al.. (2004). Conditional Performance Evaluation, Revisited. 48 indexed citations

Ferson, Wayne E.. (2003). Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance. RePEc: Research Papers in Economics. 743–802. 3 indexed citations

Ferson, Wayne E., Sergei Sarkissian, & Timothy T. Simin. (2003). IS STOCK RETURN PREDICTABILITY SPURIOUS. SSRN Electronic Journal. 63 indexed citations

Ferson, Wayne E., Darren J. Kisgen, & Tyler R. Henry. (2003). Evaluating Fixed Income Fund Performance with Stochastic Discount Factors. SSRN Electronic Journal. 8 indexed citations

Ferson, Wayne E. & Andrew F. Siegel. (2003). Stochastic Discount Factor Bounds with Conditioning Information. Review of Financial Studies. 16(2). 567–595. 55 indexed citations

10.

Ferson, Wayne E. & Campbell R. Harvey. (1999). Economic, financial, and fundamental global risk inside and outside the EMU. 4 indexed citations

11.

Christopherson, Jon A., Wayne E. Ferson, & Debra Glassman. (1998). Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance. Review of Financial Studies. 11(1). 111–142. 312 indexed citations

12.

Ferson, Wayne E., et al.. (1996). Measuring Fund Strategy and Performance in Changing Economic Conditions. The Journal of Finance. 51(2). 425–461. 1208 indexed citations breakdown →

13.

Ferson, Wayne E. & Campbell R. Harvey. (1994). Sources of risk and expected returns in global equity markets. Journal of Banking & Finance. 18(4). 775–803. 260 indexed citations

14.

Ferson, Wayne E. & Campbell R. Harvey. (1993). The Risk and Predictability of International Equity Returns. Review of Financial Studies. 6(3). 527–566. 502 indexed citations breakdown →

15.

Ferson, Wayne E. & Campbell R. Harvey. (1993). An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns. SSRN Electronic Journal. 59–148. 26 indexed citations

16.

Braun, Phillip, George M. Constantinides, & Wayne E. Ferson. (1993). Time nonseparability in aggregate consumption. European Economic Review. 37(5). 897–920. 54 indexed citations

17.

Constantinides, George M. & Wayne E. Ferson. (1991). Habit Persistence and Durability in Aggregate Consumption: Empirical Tests. SSRN Electronic Journal. 62 indexed citations

18.

Ferson, Wayne E.. (1990). Are the Latent Variables in Time‐Varying Expected Returns Compensation for Consumption Risk?. The Journal of Finance. 45(2). 397–429. 91 indexed citations

19.

Ferson, Wayne E.. (1989). Changes in Expected Security Returns, Risk, and the Level of Interest Rates. The Journal of Finance. 44(5). 1191–1217. 176 indexed citations

20.

Ferson, Wayne E.. (1982). Expected real interest rates and consumption in efficient financial markets : theory and tests. UMI Dissertation Information Service eBooks. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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