Access Statistics for Andrew Ang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables 1 2 14 714 5 8 39 1,942
Advance Refundings of Municipal Bonds 1 2 5 9 4 6 18 57
Asset Pricing in the Dark: The Cross Section of OTC Stocks 1 1 2 11 2 4 13 47
Build America Bonds 0 0 0 27 0 3 10 114
CAPM Over the Long Run: 1926-2001 1 1 6 247 2 4 21 686
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 2 2 2 195 2 3 11 757
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 1 69 1 2 6 205
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 4 246 0 1 25 762
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 104 0 0 9 436
Do macro variables, asset markets, or surveys forecast inflation better? 0 3 5 191 1 7 41 573
Downside Risk 3 3 18 304 10 16 55 811
Downside Risk and the Momentum Effect 0 1 2 388 0 2 7 1,622
Hedge Fund Leverage 2 6 14 117 3 18 47 329
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 1 3 168 0 5 31 463
How do Regimes Affect Asset Allocation? 0 2 7 357 1 4 27 780
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 242 1 5 20 856
Inflation and Individual Equities 1 1 3 34 1 1 13 126
International Asset Allocation with Time-Varying Correlations 0 0 0 914 1 2 8 2,640
Is IPO Underperformance a Peso Problem? 0 0 0 59 1 1 7 431
Liability Investment with Downside Risk 0 0 0 7 4 4 17 62
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 2 20 3 3 10 110
Monetary Policy Shifts and the Term Structure 0 0 5 193 1 4 18 493
No-Arbitrage Taylor Rules 0 0 3 118 0 0 8 339
No-Arbitrage Taylor Rules 0 0 0 31 0 1 7 132
Portfolio Choice with Illiquid Assets 1 2 6 32 4 6 29 106
Regime Changes and Financial Markets 0 1 4 40 1 2 11 136
Regime Changes and Financial Markets 3 7 13 168 4 9 23 362
Regime Switches in Interest Rates 0 5 14 1,085 2 15 45 2,624
Risk, Return and Dividends 0 0 2 133 0 3 13 249
Risk, Return and Dividends 0 1 4 15 0 1 16 61
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 1 8 17 47
Stock Return Predictability: Is it There? 5 13 27 1,093 7 26 74 2,906
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 5 11 166 2 12 31 336
Taxes on Tax-Exempt Bonds 0 0 1 46 0 1 13 222
Testing Conditional Factor Models 2 2 5 98 6 9 26 277
Testing Conditional Factor Models 1 2 4 302 5 7 18 599
The Cross-Section of Volatility and Expected Returns 5 13 34 466 8 32 106 1,524
The Joint Cross Section of Stocks and Options 0 1 6 26 1 2 13 96
The Term Structure of Real Rates and Expected Inflation 1 1 5 440 2 3 24 1,025
The Term Structure of Real Rates and Expected Inflation 0 0 3 250 1 5 18 682
What Does the Yield Curve Tell us about GDP Growth? 0 1 6 422 8 20 68 1,472
Why Stocks May Disappoint 0 0 1 281 0 2 12 912
Total Working Papers 30 79 246 9,831 95 267 1,025 28,409


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2 5 18 370 9 23 80 1,054
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 3 4 22 3 6 17 115
Asymmetric correlations of equity portfolios 2 14 47 394 11 41 118 890
CAPM over the long run: 1926-2001 3 7 17 199 5 12 45 503
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 1 2 9 131 4 7 31 488
Do macro variables, asset markets, or surveys forecast inflation better? 5 17 70 516 9 34 160 1,269
Downside Risk 9 14 33 119 24 38 100 449
Downside risk 2 2 11 28 10 13 38 183
Hedge fund leverage 0 1 7 62 1 5 36 299
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 3 11 294 1 10 41 889
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 52 0 0 11 392
International Asset Allocation With Regime Shifts 0 0 0 1 3 21 66 1,050
Is Ipo Underperformance a Peso Problem? 0 0 0 15 2 2 10 123
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 3 3 4 112
Monetary Policy Shifts and the Term Structure 1 1 8 84 3 8 32 264
No-arbitrage Taylor rules 0 0 5 190 1 2 17 757
Regime Changes and Financial Markets 0 2 9 117 7 14 58 483
Regime Switches in Interest Rates 0 0 0 0 2 7 25 886
Risk, return, and dividends 0 1 2 108 0 1 21 332
Short rate nonlinearities and regime switches 1 1 2 75 1 1 10 210
Systemic sovereign credit risk: Lessons from the U.S. and Europe 3 10 32 184 4 26 81 495
Taxes on Tax-Exempt Bonds 0 0 1 32 0 0 8 159
Testing conditional factor models 0 6 24 152 4 15 54 415
The Cross-Section of Volatility and Expected Returns 10 21 52 502 17 56 160 1,660
The Efficient Market Theory and Evidence: Implications for Active Investment Management 3 6 19 103 26 54 84 271
The Joint Cross Section of Stocks and Options 1 1 7 30 1 6 37 142
The Term Structure of Real Rates and Expected Inflation 1 3 9 189 2 6 25 574
The term structure of real rates and expected inflation 0 1 7 399 4 11 36 1,186
What does the yield curve tell us about GDP growth? 1 5 6 845 2 7 14 2,648
What does the yield curve tell us about GDP growth? 1 2 11 245 4 9 34 797
Why stocks may disappoint 0 0 2 186 0 3 18 477
Total Journal Articles 47 128 426 5,655 163 441 1,471 19,572


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Management: A Systematic Approach to Factor Investing 0 0 0 0 40 143 231 455
Total Books 0 0 0 0 40 143 231 455


Statistics updated 2017-05-02