Ferson Wayne E.

Wayne E. Ferson

Information about the author Wayne E. Ferson will soon be added to the site.
Found 2 papers in total
Weak-form and semi-strong-form stock return predictability revisited
2005
This paper makes indirect inference about the time variation in expected stock returns...
Estimating the cost of capital through time: An analysis of the sources of error
1998
Practitioners needing estimates of a firm's equity cost of capital have long relied on...
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