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 13 712 1 6 50 1,935
Advance Refundings of Municipal Bonds 1 3 4 8 1 5 15 52
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 1 10 1 1 12 44
Build America Bonds 0 0 0 27 2 3 14 113
CAPM Over the Long Run: 1926-2001 0 1 6 246 2 6 25 684
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 193 1 4 15 755
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 1 1 69 1 4 7 204
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 5 246 0 3 28 761
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 104 0 2 10 436
Do macro variables, asset markets, or surveys forecast inflation better? 1 1 3 189 1 6 42 567
Downside Risk 0 3 17 301 1 8 52 796
Downside Risk and the Momentum Effect 0 0 1 387 1 1 11 1,621
Hedge Fund Leverage 4 5 16 115 7 11 57 318
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 1 3 167 2 7 34 460
How do Regimes Affect Asset Allocation? 1 2 8 356 1 4 45 777
How to Discount Cashflows with Time-Varying Expected Returns 0 1 3 242 2 8 23 853
Inflation and Individual Equities 0 1 2 33 0 3 15 125
International Asset Allocation with Time-Varying Correlations 0 0 0 914 1 1 9 2,639
Is IPO Underperformance a Peso Problem? 0 0 0 59 0 1 11 430
Liability Investment with Downside Risk 0 0 0 7 0 1 16 58
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 3 20 0 0 9 107
Monetary Policy Shifts and the Term Structure 0 3 5 193 1 5 22 490
No-Arbitrage Taylor Rules 0 0 3 118 0 1 12 339
No-Arbitrage Taylor Rules 0 0 0 31 1 2 9 132
Portfolio Choice with Illiquid Assets 0 2 5 30 0 6 28 100
Regime Changes and Financial Markets 1 2 10 162 2 5 24 355
Regime Changes and Financial Markets 0 0 3 39 0 3 10 134
Regime Switches in Interest Rates 1 5 10 1,081 3 14 38 2,612
Risk, Return and Dividends 0 0 4 14 0 1 18 60
Risk, Return and Dividends 0 0 3 133 1 2 14 247
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 5 9 16 44
Stock Return Predictability: Is it There? 1 4 21 1,081 8 18 78 2,888
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 2 4 9 163 3 8 28 327
Taxes on Tax-Exempt Bonds 0 0 1 46 0 3 12 221
Testing Conditional Factor Models 0 0 5 96 1 2 24 269
Testing Conditional Factor Models 0 0 2 300 1 1 16 593
The Cross-Section of Volatility and Expected Returns 7 10 32 460 13 25 110 1,505
The Joint Cross Section of Stocks and Options 0 1 5 25 0 2 15 94
The Term Structure of Real Rates and Expected Inflation 0 0 6 439 1 4 31 1,023
The Term Structure of Real Rates and Expected Inflation 0 0 3 250 1 4 17 678
What Does the Yield Curve Tell us about GDP Growth? 0 0 6 421 4 17 62 1,456
Why Stocks May Disappoint 0 0 1 281 2 3 15 912
Total Working Papers 19 52 221 9,771 72 220 1,099 28,214


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 1 3 21 366 3 17 80 1,034
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 1 2 19 1 4 16 110
Asymmetric correlations of equity portfolios 4 12 43 384 12 36 104 861
CAPM over the long run: 1926-2001 1 4 15 193 3 12 50 494
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 2 7 129 2 6 30 483
Do macro variables, asset markets, or surveys forecast inflation better? 2 13 66 501 10 35 157 1,245
Downside Risk 2 4 25 107 6 17 81 417
Downside risk 0 1 10 26 0 1 30 170
Hedge fund leverage 1 1 8 62 4 9 39 298
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 3 10 292 4 9 46 883
How to Discount Cashflows with Time-Varying Expected Returns 0 1 3 52 0 2 14 392
International Asset Allocation With Regime Shifts 0 0 0 1 8 23 60 1,037
Is Ipo Underperformance a Peso Problem? 0 0 0 15 0 1 11 121
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 0 0 4 109
Monetary Policy Shifts and the Term Structure 0 0 9 83 3 6 38 259
No-arbitrage Taylor rules 0 0 5 190 1 4 24 756
Regime Changes and Financial Markets 1 3 16 116 1 7 72 470
Regime Switches in Interest Rates 0 0 0 0 3 7 28 882
Risk, return, and dividends 1 1 2 108 1 5 24 332
Short rate nonlinearities and regime switches 0 0 1 74 0 1 12 209
Systemic sovereign credit risk: Lessons from the U.S. and Europe 3 5 39 177 10 20 88 479
Taxes on Tax-Exempt Bonds 0 0 2 32 0 0 10 159
Testing conditional factor models 3 5 22 149 4 8 51 404
The Cross-Section of Volatility and Expected Returns 4 9 38 485 15 35 131 1,619
The Efficient Market Theory and Evidence: Implications for Active Investment Management 2 5 20 99 5 11 42 222
The Joint Cross Section of Stocks and Options 0 2 6 29 2 6 39 138
The Term Structure of Real Rates and Expected Inflation 0 2 6 186 1 5 23 569
The term structure of real rates and expected inflation 0 1 7 398 1 8 31 1,176
What does the yield curve tell us about GDP growth? 0 2 10 243 3 11 38 791
What does the yield curve tell us about GDP growth? 0 1 1 840 1 2 10 2,642
Why stocks may disappoint 0 1 3 186 1 3 19 475
Total Journal Articles 26 82 397 5,553 105 311 1,402 19,236


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 49 88 159 361
Total Books 0 0 0 0 49 88 159 361


Statistics updated 2017-03-07