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 0 2 9 716 3 9 33 1,951
Advance Refundings of Municipal Bonds 0 2 7 11 3 8 23 65
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 1 2 12 5 7 18 54
Build America Bonds 0 0 0 27 0 2 9 116
CAPM Over the Long Run: 1926-2001 0 1 5 248 0 3 20 689
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 2 195 2 2 10 759
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 1 69 1 2 7 207
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 3 246 1 1 18 763
Do macro variables, asset markets, or surveys forecast inflation better? 3 4 9 195 3 5 39 578
Downside Risk 2 6 14 310 3 9 43 820
Downside Risk and the Momentum Effect 0 0 2 388 0 0 5 1,622
Hedge Fund Leverage 1 3 14 120 6 12 47 341
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 3 168 3 8 32 471
How do Regimes Affect Asset Allocation? 0 1 5 358 1 3 18 783
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 242 1 3 21 859
Inflation and Individual Equities 1 1 4 35 1 4 15 130
International Asset Allocation with Time-Varying Correlations 0 0 0 914 0 0 4 2,640
Is IPO Underperformance a Peso Problem? 0 0 0 59 1 2 7 433
Liability Investment with Downside Risk 0 0 0 7 1 3 13 65
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 1 2 21 0 1 9 111
Monetary Policy Shifts and the Term Structure 0 1 4 194 0 4 15 497
No-Arbitrage Taylor Rules 0 0 0 31 0 1 7 133
No-Arbitrage Taylor Rules 0 0 2 118 1 1 6 340
Portfolio Choice with Illiquid Assets 0 3 9 35 1 13 39 119
Regime Changes and Financial Markets 0 2 4 42 1 4 12 140
Regime Changes and Financial Markets 0 2 14 170 1 5 24 367
Regime Switches in Interest Rates 1 8 21 1,093 2 16 55 2,640
Risk, Return and Dividends 0 0 2 133 0 1 12 250
Risk, Return and Dividends 0 0 3 15 0 0 14 61
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 1 6 22 53
Stock Return Predictability: Is it There? 1 5 30 1,098 2 20 81 2,926
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 2 9 168 3 5 29 341
Taxes on Tax-Exempt Bonds 0 2 3 48 0 2 12 224
Testing Conditional Factor Models 0 2 5 304 0 2 14 601
Testing Conditional Factor Models 0 3 6 101 1 7 26 284
The Cross-Section of Volatility and Expected Returns 1 5 30 471 3 13 98 1,537
The Joint Cross Section of Stocks and Options 0 1 7 27 0 2 13 98
The Term Structure of Real Rates and Expected Inflation 0 0 3 250 0 0 16 682
The Term Structure of Real Rates and Expected Inflation 0 1 2 441 0 2 18 1,027
What Does the Yield Curve Tell us about GDP Growth? 0 2 3 424 4 13 62 1,485
Why Stocks May Disappoint 0 0 1 281 0 1 8 913
Total Working Papers 10 61 243 9,788 55 202 974 28,175
1 registered items for which data could not be found


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 4 17 374 12 32 91 1,086
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 2 6 24 3 6 22 121
Asymmetric correlations of equity portfolios 7 16 54 410 14 39 141 929
CAPM over the long run: 1926-2001 0 7 21 206 1 15 51 518
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 2 2 10 133 3 5 29 493
Do macro variables, asset markets, or surveys forecast inflation better? 4 12 66 528 9 23 144 1,292
Downside Risk 2 11 37 130 13 30 107 479
Downside risk 0 1 10 29 2 6 36 189
Hedge fund leverage 0 2 8 64 4 10 39 309
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 0 9 294 0 4 36 893
How to Discount Cashflows with Time-Varying Expected Returns 0 0 2 52 0 0 7 392
International Asset Allocation With Regime Shifts 0 0 0 1 4 11 68 1,061
Is Ipo Underperformance a Peso Problem? 0 0 0 15 0 0 9 123
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 1 1 5 113
Monetary Policy Shifts and the Term Structure 1 2 7 86 1 4 23 268
No-arbitrage Taylor rules 0 1 5 191 1 5 18 762
Regime Changes and Financial Markets 2 5 12 122 3 15 55 498
Regime Switches in Interest Rates 0 0 0 0 1 6 23 892
Risk, return, and dividends 0 1 3 109 2 7 26 339
Short rate nonlinearities and regime switches 0 0 2 75 1 1 10 211
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 10 33 194 2 18 73 513
Taxes on Tax-Exempt Bonds 0 0 0 32 2 7 12 166
Testing conditional factor models 5 12 29 164 10 20 57 435
The Cross-Section of Volatility and Expected Returns 2 11 61 513 7 32 177 1,692
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 6 17 109 1 10 82 281
The Joint Cross Section of Stocks and Options 0 3 8 33 2 10 32 152
The Term Structure of Real Rates and Expected Inflation 1 2 9 191 1 4 22 578
The term structure of real rates and expected inflation 0 0 5 399 4 8 39 1,194
What does the yield curve tell us about GDP growth? 1 3 13 248 4 9 36 806
What does the yield curve tell us about GDP growth? 0 0 6 845 1 1 10 2,649
Why stocks may disappoint 1 2 3 188 2 5 13 482
Total Journal Articles 30 115 453 5,770 111 344 1,493 19,916


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 25 107 319 562
Total Books 0 0 0 0 25 107 319 562


Statistics updated 2017-08-03