Wayne E. Ferson
- Finance top 0.02%
- Financial Markets and Investment Strategies 74
- Stochastic processes and financial applications 17
- Financial Risk and Volatility Modeling 16
-
- Monetary Policy and Economic Impact 29
- Accounting top 0.2%
- Corporate Finance and Governance 17
- Financial Literacy, Pension, Retirement Analysis 8
- Economics and Econometrics top 0.05%
- Housing Market and Economics 22
- Economic theories and models 12
- Co-authors
- Campbell R. HarveyTimothy T. SiminSergei SarkissianGeorge M. ConstantinidesStephen R. FoersterJon A. ChristophersonAndrew F. SiegelDebra Glassman
- Journals
- The Journal of Finance (18 papers)Journal of Financial Economics (8 papers)Review of Financial Studies (8 papers)
- Partner nations
- United StatesCanadaUnited Kingdom
In The Last Decade
Wayne E. Ferson
91 papers receiving 9.0k citations
Hit Papers
Peers
Comparison fields: 5 of 81
- Finance 9.0k
- General Economics, Econometrics and Finance 3.0k
- Accounting 3.1k
- Economics and Econometrics 5.6k
- Management Science and Operations Research 803
Countries citing papers authored by Wayne E. Ferson
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
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
The 25 scholars most cited alongside Wayne E. Ferson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2021 | 1 | |
| 2 | 2012 | 6 | |
| 3 | Alpha and Performance Measurement: The Effect of Investor Heterogeneity | 2010 | 13 |
| 4 | 2009 | 1 | |
| 5 | 2005 | 6 | |
| 6 | 2004 | 48 | |
| 7 | Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance | 2003 | 3 |
| 8 | IS STOCK RETURN PREDICTABILITY SPURIOUS | 2003 | 63 |
| 9 | 2003 | 55 | |
| 10 | 2003 | 8 | |
| 11 | Economic, financial, and fundamental global risk inside and outside the EMU | 1999 | 4 |
| 12 | Measuring Fund Strategy and Performance in Changing Economic Conditionsbreakdown → | 1996 | 1208 |
| 13 | 1996 | 398 | |
| 14 | 1993 | 26 | |
| 15 | The Risk and Predictability of International Equity Returnsbreakdown → | 1993 | 502 |
| 16 | 1993 | 12 | |
| 17 | Habit Persistence and Durability in Aggregate Consumption: Empirical Tests | 1991 | 62 |
| 18 | 1990 | 91 | |
| 19 | 1989 | 176 | |
| 20 | Expected real interest rates and consumption in efficient financial markets : theory and tests | 1982 | 5 |
About Wayne E. Ferson
Wayne E. Ferson is a scholar working on Finance, General Economics, Econometrics and Finance and Accounting, having authored 94 papers that have together received 10.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (74 papers), Monetary Policy and Economic Impact (29 papers), Housing Market and Economics (22 papers), Corporate Finance and Governance (17 papers), Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (16 papers), Economic theories and models (12 papers) and Financial Literacy, Pension, Retirement Analysis (8 papers). The work is most often cited by research in Finance (9.0k citations), General Economics, Econometrics and Finance (3.0k citations) and Accounting (3.1k citations). Wayne E. Ferson has collaborated with scholars based in United States, Canada and United Kingdom. Frequent 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. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis and Management Science.
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.