World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
56
Citations
21781
World Ranking
981
National Ranking
614

Wayne E. Ferson publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Wayne E. Ferson sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 156 publications — 44th percentile

44% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Wayne E. Ferson D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Wayne E. Ferson sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 56 D-Index — 74th percentile

74% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Wayne E. Ferson is affiliated with the University of Southern California in the United States. Their research primarily focuses on the broad field of Economics, Econometrics, and Finance, with significant contributions to both subfields and topics within this domain.

The main subfields of study in Wayne E. Ferson's work include Finance, Economics and Econometrics, Accounting, and General Economics, Econometrics, and Finance. Their research also covers several principal topics, which are:

  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Housing Market and Economics
  • Financial Risk and Volatility Modeling
  • Corporate Finance and Governance
  • Monetary Policy and Economic Impact

Their recent scholarly contributions include four notable papers:

  • Factor Model Comparisons with Conditioning Information, 2024, published in the Journal of Financial and Quantitative Analysis
  • A Panel Regression Approach to Holdings-Based Fund Performance Measures, 2021, published in The Review of Asset Pricing Studies
  • Factor Model Comparisons with Conditioning Information, 2021, published in SSRN Electronic Journal
  • A Panel Regression Approach to Holdings-Based Fund Performance Measures, 2020, published in SSRN Electronic Journal

Frequent publication venues for Wayne E. Ferson include:

  • SSRN Electronic Journal
  • Journal of Financial and Quantitative Analysis
  • The Review of Asset Pricing Studies

Collaborations are an integral part of Wayne E. Ferson's research activities. Frequent co-authors include:

  • Junbo L. Wang
  • Yong Chen
  • Andrew F. Siegel

Best Publications

  • Measuring Fund Strategy and Performance in Changing Economic Conditions

    Wayne E. Ferson;Rudi W. Schadt

  • THE VARIATION OF ECONOMIC RISK PREMIUMS

    Wayne E. Ferson;Campbell R. Harvey

  • Conditioning Variables and the Cross-Section of Stock Returns

    Wayne Ferson;Campbell Harvey

  • The Risk and Predictability of International Equity Returns

    Wayne E. Ferson;Campbell R. Harvey

  • Conditioning Variables and the Cross Section of Stock Returns

    Wayne E. Ferson;Campbell R. Harvey

  • Habit persistence and durability in aggregate consumption: Empirical tests

    Wayne E. Ferson;George M. Constantinides

  • Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance

    Jon A. Christopherson;Wayne E. Ferson;Debra A. Glassman

  • Spurious Regressions in Financial Economics

    Wayne E. Ferson;Sergei Sarkissian;Timothy T. Simin

  • The Risk and Predictability of International Equity Returns

    Unknown

  • Sources of Risk and Expected Returns in Global Equity Markets

    Wayne Ferson;Campbell Harvey

  • Sources of risk and expected returns in global equity markets

    Wayne E. Ferson;Campbell R. Harvey;Campbell R. Harvey

  • Do Arbitrage Pricing Models Explain the Predictability of Stock Returns

    Wayne E. Ferson;Robert A. Korajczyk

  • Habit persistence and durability in aggregate consumption

    Wayne E. Ferson;George M. Constantinides

  • Testing asset pricing models with changing expectations and an unobservable market portfolio

    Michael R. Gibbons;Wayne Ferson

  • Finite sample properties of the generalized method of moments in tests of conditional asset pricing models

    Wayne E. Ferson;Stephen R. Foerster

  • Conditional Market Timing with Benchmark Investors

    Connie Becker;Wayne Ferson;Wayne Ferson;David H. Myers;Michael J. Schill

  • Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    Wayne E. Ferson

  • Measuring Fund Strategy and Performance in Changing Economic Conditions

    Wayne E. Ferson;Wayne E. Ferson;Rudi Schadt

  • Tests of Asset Pricing with Time‐Varying Expected Risk Premiums and Market Betas

    Wayne E. Ferson;Shmuel Kandel;Robert F. Stambaugh

  • Measuring the timing ability and performance of bond mutual funds

    Yong Chen;Wayne Ferson;Helen Peters

  • Conditional performance measurement using portfolio weights: evidence for pension funds☆

    Wayne Ferson;Wayne Ferson;Kenneth Khang

  • Conditioning Variables and the Cross-Section of Stock Returns

    Wayne E. Ferson;Wayne E. Ferson;Campbell R. Harvey;Campbell R. Harvey

  • Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing

    Wayne E Ferson;Campbell R Harvey

  • The Variation of Economic Risk Premiums

    Wayne E. Ferson;Wayne E. Ferson;Campbell R. Harvey;Campbell R. Harvey

  • Habit Persistence and Durability in Aggregate Consumption: Empirical Tests

    George M. Constantinides;George M. Constantinides;Wayne E. Ferson;Wayne E. Ferson

Frequent Co-Authors

Campbell R. Harvey
Campbell R. Harvey Duke University
George M. Constantinides
George M. Constantinides University of Chicago
Ravi Jagannathan
Ravi Jagannathan Northwestern University
Ilya A. Strebulaev
Ilya A. Strebulaev Stanford University
Robert A. Korajczyk
Robert A. Korajczyk Northwestern University
Donald B. Keim
Donald B. Keim University of Pennsylvania
Marshall E. Blume
Marshall E. Blume University of Pennsylvania
George J. Benston
George J. Benston Emory University
Stefan Nagel
Stefan Nagel University of Chicago
John G. Matsusaka
John G. Matsusaka University of Southern California

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