Wayne E. Ferson
Impact in
- Finance top 0.05%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
Papers in
- Finance 60
- Financial Markets and Investment Strategies 57
- Financial Risk and Volatility Modeling 15
- Stochastic processes and financial applications 15
-
- Monetary Policy and Economic Impact 26
- Co-authors
- Campbell R. Harvey (12 shared papers)George M. Constantinides (2 shared papers)Sergei Sarkissian (4 shared papers)Timothy T. Simin (4 shared papers)Stephen R. Foerster (3 shared papers)Jon A. Christopherson (3 shared papers)Michael R. Gibbons (1 shared paper)Debra A. Glassman (2 shared papers)
- Journals
- The Journal of Finance (18 papers)Journal of Financial Economics (9 papers)Review of Financial Studies (7 papers)Journal of Financial and Quantitative Analysis (4 papers)Financial Analysts Journal (2 papers)
- Partner nations
- United StatesCanadaMalaysia
In The Last Decade
Wayne E. Ferson
70 papers receiving 6.1k citations
Wayne E. Ferson's Hit Papers
Peers
Comparison fields: 5 of 77
- Finance 6.3k
- General Economics, Econometrics and Finance 2.1k
- Accounting 2.1k
- Economics and Econometrics 4.0k
- Management Science and Operations Research 597
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-authors
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
Showing the 20 most-cited of 71 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Variation of Economic Risk Premiums Hit paper breakdown → | 1991 | 931 |
| 2 | Measuring Fund Strategy and Performance in Changing Economic Conditions Hit paper breakdown → | 1996 | 904 |
| 3 | 1993 | 545 | |
| 4 | 1993 | 445 | |
| 5 | 1999 | 439 | |
| 6 | 2003 | 300 | |
| 7 | 1998 | 258 | |
| 8 | 1991 | 250 | |
| 9 | 1996 | 221 | |
| 10 | 1994 | 217 | |
| 11 | 1994 | 193 | |
| 12 | 1985 | 187 | |
| 13 | 1989 | 152 | |
| 14 | 1996 | 121 | |
| 15 | 1987 | 114 | |
| 16 | 2002 | 106 | |
| 17 | 2010 | 105 | |
| 18 | 1997 | 101 | |
| 19 | 1992 | 82 | |
| 20 | 1991 | 75 |
About Wayne E. Ferson
Wayne E. Ferson is a scholar working on Finance, General Economics, Econometrics and Finance, Accounting, Economics and Econometrics and Management Science and Operations Research, having authored 71 papers that have together received 7.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (57 papers), Monetary Policy and Economic Impact (26 papers), Housing Market and Economics (17 papers), Financial Risk and Volatility Modeling (15 papers), Stochastic processes and financial applications (15 papers), Corporate Finance and Governance (13 papers), Economic theories and models (9 papers) and Market Dynamics and Volatility (6 papers). The work is most often cited by research in Finance (6.3k citations), General Economics, Econometrics and Finance (2.1k citations), Accounting (2.1k citations), Economics and Econometrics (4.0k citations) and Management Science and Operations Research (597 citations). Wayne E. Ferson has collaborated with scholars based in United States, Canada and Malaysia. Frequent co-authors include Campbell R. Harvey, George M. Constantinides, Sergei Sarkissian, Timothy T. Simin, Stephen R. Foerster, Jon A. Christopherson, Michael R. Gibbons, Debra A. Glassman, Andrew F. Siegel and Vincent August Warther. 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 Financial Analysts Journal.
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.