| The variation of economic risk premiums WE Ferson, CR Harvey Journal of political economy 99 (2), 385-415, 1991 | 2336 | 1991 |
| Measuring fund strategy and performance in changing economic conditions WE Ferson, RW Schadt The Journal of finance 51 (2), 425-461, 1996 | 2301 | 1996 |
| The risk and predictability of international equity returns WE Ferson, CR Harvey Review of financial Studies 6 (3), 527-566, 1993 | 1459 | 1993 |
| Conditioning variables and the cross section of stock returns WE Ferson, CR Harvey The Journal of Finance 54 (4), 1325-1360, 1999 | 1159 | 1999 |
| Spurious regressions in financial economics? WE Ferson, S Sarkissian, TT Simin The Journal of Finance 58 (4), 1393-1413, 2003 | 774 | 2003 |
| Habit persistence and durability in aggregate consumption: Empirical tests WE Ferson, GM Constantinides Journal of Financial Economics 29 (2), 199-240, 1991 | 756 | 1991 |
| Conditioning manager alphas on economic information: Another look at the persistence of performance JA Christopherson, WE Ferson, DA Glassman The Review of Financial Studies 11 (1), 111-142, 1998 | 693 | 1998 |
| Sources of risk and expected returns in global equity markets WE Ferson, CR Harvey Journal of Banking & Finance 18 (4), 775-803, 1994 | 505 | 1994 |
| Do arbitrage pricing models explain the predictability of stock returns? WE Ferson, RA Korajczyk Journal of Business, 309-349, 1995 | 424 | 1995 |
| Testing asset pricing models with changing expectations and an unobservable market portfolio MR Gibbons, W Ferson Journal of financial Economics 14 (2), 217-236, 1985 | 413 | 1985 |
| Finite sample properties of the generalized method of moments in tests of conditional asset pricing models WE Ferson, SR Foerster Journal of Financial Economics 36 (1), 29-55, 1994 | 397 | 1994 |
| Conditional market timing with benchmark investors C Becker, W Ferson, DH Myers, MJ Schill Journal of Financial Economics 52 (1), 119-148, 1999 | 367 | 1999 |
| Evaluating fund performance in a dynamic market WE Ferson, VA Warther Financial Analysts Journal 52 (6), 20-28, 1996 | 363 | 1996 |
| Changes in expected security returns, risk, and the level of interest rates WE Ferson The Journal of Finance 44 (5), 1191-1217, 1989 | 355 | 1989 |
| Tests of asset pricing with time‐varying expected risk premiums and market betas WE Ferson, S Kandel, RF Stambaugh The Journal of Finance 42 (2), 201-220, 1987 | 286 | 1987 |
| Fundamental determinants of national equity market returns: A perspective on conditional asset pricing WE Ferson, CR Harvey Journal of Banking & Finance 21 (11-12), 1625-1665, 1997 | 282 | 1997 |
| Conditional performance measurement using portfolio weights: Evidence for pension funds W Ferson, K Khang Journal of Financial Economics 65 (2), 249-282, 2002 | 275 | 2002 |
| Measuring the timing ability and performance of bond mutual funds Y Chen, W Ferson, H Peters Journal of Financial Economics 98 (1), 72-89, 2010 | 260 | 2010 |
| The efficient use of conditioning information in portfolios WE Ferson, AF Siegel The Journal of Finance 56 (3), 967-982, 2001 | 214 | 2001 |
| Performance evaluation with stochastic discount factors H Farnsworth, WE Ferson, DL Jackson, S Todd National Bureau of Economic Research, 2002 | 211 | 2002 |
