search query: @author Ferson, W. E. / total: 11
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1.
Spurious regressions in financial economics?
Journal of Finance
2003 : AUG, VOL. 58:4, p. 1393-1413
 2003 Ferson, W. E.
Sarkissian, S.
Simin, T. T.
2.
The efficient use of conditioning information in portfolios
Journal of Finance
2001 : JUN, VOL. 56:3, p. 967-982
 2001 Ferson, W. E.
Siegel, A. F.
3.
Economic, financcial, and fundamental global risk inside and outside the EMU
Swedish Economic Policy Review
1999 : SPRING, VOL. 6:1, p. 123-184
 1999 Ferson, W. E.
Harvey, C. R.
4.
The alpha factor asset pricing model: A parable
Journal of Financial Markets
1999 : FEB, VOL. 2:1, p. 49-68
 1999 Ferson, W. E.
Sarkissian, S.
Simin, T.
5.
Estimating the cost of capital through time: An analysis of the sources of error
Management Science
1998 : APR, VOL. 44:4, p. 485-500
 1998 Ferson, W. E.
Locke, D. H.
6.
Conditioning manager alphas on economic information: Another look at the persistence of performance
Review of Financial Studies
1998 : SPRING, VOL. 11:1, p. 111-142
 1998 Christopherson, J. A.
Ferson, W. E.
Glassman, D. A.
7.
Habit persistence and durability in aggregate consumption. Empirical tests.
Journal of Financial Economics
1991 : OCT, VOL. 29:2, p. 199-240
 1991 Ferson, W. E.
Constantinides, G. M.
8.
The variation of economic risk premiums
Journal of Political Economy
1991 : APR, VOL. 99:2, p. 385-415
 1991 Ferson, W. E.
Harvey, C. R.
9.
Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations.
Journal of Financial Economics
1987 : MAR, VOL. 18:1, p. 127-146
 1987 Ferson, W. E.
Merrick, J. J.
10.
Tests of asset pricing with time-varying expected risk premiums and market betas.
Journal of Finance
1987 : JUN, VOL. 42:2, p. 201-220
 1987 Ferson, W. E.
Kandel, S.
Stambaugh, R. F.
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