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 1 8 717 2 8 32 1,956
Advance Refundings of Municipal Bonds 5 6 13 17 9 16 33 78
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 2 12 0 5 14 54
Build America Bonds 0 0 0 27 0 1 8 117
CAPM Over the Long Run: 1926-2001 0 0 5 248 1 2 20 691
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 2 195 0 5 13 762
Do Funds-of-Funds Deserve Their Fees-on-Fees? 1 1 2 70 2 3 9 209
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 3 246 0 1 11 763
Do macro variables, asset markets, or surveys forecast inflation better? 0 4 10 196 1 6 30 581
Downside Risk 0 2 14 310 3 7 45 824
Downside Risk and the Momentum Effect 0 0 2 388 0 0 4 1,622
Hedge Fund Leverage 1 3 13 122 6 16 50 351
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 3 7 9 175 5 14 36 482
How do Regimes Affect Asset Allocation? 1 1 5 359 2 5 18 787
How to Discount Cashflows with Time-Varying Expected Returns 0 1 4 243 3 6 23 864
Inflation and Individual Equities 0 1 3 35 0 1 12 130
International Asset Allocation with Time-Varying Correlations 0 0 0 914 0 1 3 2,641
Is IPO Underperformance a Peso Problem? 0 0 0 59 1 3 7 435
Liability Investment with Downside Risk 0 0 0 7 1 2 11 66
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 1 21 2 3 9 114
Monetary Policy Shifts and the Term Structure 0 0 4 194 0 0 14 497
No-Arbitrage Taylor Rules 0 0 0 118 1 2 5 341
No-Arbitrage Taylor Rules 0 0 0 31 0 0 4 133
Portfolio Choice with Illiquid Assets 1 4 11 39 3 11 44 129
Regime Changes and Financial Markets 0 0 4 42 1 3 13 142
Regime Changes and Financial Markets 2 3 16 173 2 4 26 370
Regime Switches in Interest Rates 2 4 21 1,096 3 8 53 2,646
Risk, Return and Dividends 0 0 3 15 0 0 12 61
Risk, Return and Dividends 0 0 1 133 0 1 9 251
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 1 2 21 54
Stock Return Predictability: Is it There? 2 3 24 1,100 3 10 70 2,934
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 1 3 12 171 2 9 31 347
Taxes on Tax-Exempt Bonds 0 0 2 48 0 1 9 225
Testing Conditional Factor Models 0 1 7 102 3 6 25 289
Testing Conditional Factor Models 0 1 6 305 1 3 13 604
The Cross-Section of Volatility and Expected Returns 7 12 38 482 11 19 100 1,553
The Joint Cross Section of Stocks and Options 0 2 8 29 0 2 13 100
The Term Structure of Real Rates and Expected Inflation 0 0 2 441 0 0 13 1,027
The Term Structure of Real Rates and Expected Inflation 0 0 1 250 0 1 14 683
What Does the Yield Curve Tell us about GDP Growth? 0 0 3 424 3 9 59 1,490
Why Stocks May Disappoint 0 0 0 281 0 1 6 914
Total Working Papers 27 60 259 9,838 72 197 942 28,317


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 4 9 21 381 10 31 97 1,105
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 0 6 24 0 3 20 121
Asymmetric correlations of equity portfolios 6 16 56 419 16 38 150 953
CAPM over the long run: 1926-2001 0 1 21 207 5 7 52 524
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 4 11 135 2 7 28 497
Do macro variables, asset markets, or surveys forecast inflation better? 0 9 54 533 6 28 128 1,311
Downside Risk 5 9 41 137 16 42 123 508
Downside risk 2 3 12 32 5 10 35 197
Hedge fund leverage 1 1 6 65 2 6 34 311
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 10 296 3 5 33 898
How to Discount Cashflows with Time-Varying Expected Returns 0 0 2 52 0 1 5 393
International Asset Allocation With Regime Shifts 0 0 0 1 7 14 68 1,071
Is Ipo Underperformance a Peso Problem? 0 0 0 15 0 0 6 123
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 0 1 4 113
Monetary Policy Shifts and the Term Structure 1 2 6 87 2 5 23 272
No-arbitrage Taylor rules 0 1 5 192 1 4 16 765
Regime Changes and Financial Markets 1 6 15 126 4 12 56 507
Regime Switches in Interest Rates 0 0 0 0 4 8 28 899
Risk, return, and dividends 0 0 2 109 0 2 19 339
Short rate nonlinearities and regime switches 0 0 2 75 0 1 4 211
Systemic sovereign credit risk: Lessons from the U.S. and Europe 3 4 29 198 5 8 65 519
Taxes on Tax-Exempt Bonds 0 0 0 32 0 4 12 168
Testing conditional factor models 6 16 38 175 8 26 66 451
The Cross-Section of Volatility and Expected Returns 1 6 55 517 6 27 173 1,712
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 0 17 109 2 3 77 283
The Joint Cross Section of Stocks and Options 1 2 10 35 2 5 30 155
The Term Structure of Real Rates and Expected Inflation 0 2 9 192 0 2 18 579
The term structure of real rates and expected inflation 0 0 3 399 0 4 30 1,194
What does the yield curve tell us about GDP growth? 0 1 7 846 0 2 10 2,650
What does the yield curve tell us about GDP growth? 0 3 13 250 1 8 35 810
Why stocks may disappoint 1 3 5 190 3 6 16 486
Total Journal Articles 32 100 456 5,840 110 320 1,461 20,125


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 29 94 379 631
Total Books 0 0 0 0 29 94 379 631


Statistics updated 2017-10-05