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 2 4 13 716 6 13 39 1,948
Advance Refundings of Municipal Bonds 1 2 6 10 3 8 20 60
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 1 1 11 1 4 13 48
Build America Bonds 0 0 0 27 0 1 10 114
CAPM Over the Long Run: 1926-2001 1 2 7 248 2 4 21 688
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 2 2 195 0 2 9 757
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 1 69 0 1 5 205
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 4 246 0 1 23 762
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 5 191 0 6 40 573
Downside Risk 4 7 18 308 5 20 52 816
Downside Risk and the Momentum Effect 0 1 2 388 0 1 6 1,622
Hedge Fund Leverage 1 3 12 118 4 15 43 333
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 1 3 168 3 6 31 466
How do Regimes Affect Asset Allocation? 1 2 6 358 1 4 18 781
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 242 1 4 20 857
Inflation and Individual Equities 0 1 3 34 1 2 14 127
International Asset Allocation with Time-Varying Correlations 0 0 0 914 0 1 6 2,640
Is IPO Underperformance a Peso Problem? 0 0 0 59 1 2 7 432
Liability Investment with Downside Risk 0 0 0 7 2 6 15 64
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 2 20 0 3 10 110
Monetary Policy Shifts and the Term Structure 1 1 4 194 3 6 19 496
No-Arbitrage Taylor Rules 0 0 0 31 1 1 8 133
No-Arbitrage Taylor Rules 0 0 3 118 0 0 7 339
Portfolio Choice with Illiquid Assets 2 4 8 34 8 14 37 114
Regime Changes and Financial Markets 1 7 14 169 2 9 24 364
Regime Changes and Financial Markets 2 3 5 42 3 5 13 139
Regime Switches in Interest Rates 4 8 18 1,089 10 22 54 2,634
Risk, Return and Dividends 0 1 4 15 0 1 15 61
Risk, Return and Dividends 0 0 2 133 0 2 12 249
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 3 6 19 50
Stock Return Predictability: Is it There? 1 13 27 1,094 2 20 70 2,908
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 3 11 166 0 9 31 336
Taxes on Tax-Exempt Bonds 0 0 1 46 0 1 12 222
Testing Conditional Factor Models 2 4 7 100 3 11 27 280
Testing Conditional Factor Models 2 4 5 304 2 8 19 601
The Cross-Section of Volatility and Expected Returns 3 9 33 469 5 24 104 1,529
The Joint Cross Section of Stocks and Options 0 1 6 26 1 3 12 97
The Term Structure of Real Rates and Expected Inflation 0 0 3 250 0 4 16 682
The Term Structure of Real Rates and Expected Inflation 1 2 5 441 1 3 22 1,026
What Does the Yield Curve Tell us about GDP Growth? 2 3 6 424 7 23 70 1,479
Why Stocks May Disappoint 0 0 1 281 1 1 10 913
Total Working Papers 31 91 251 9,758 82 277 1,003 28,055
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 6 19 372 8 28 83 1,062
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 4 5 23 2 7 19 117
Asymmetric correlations of equity portfolios 4 14 47 398 13 42 124 903
CAPM over the long run: 1926-2001 6 12 22 205 10 19 51 513
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 2 9 131 1 6 28 489
Do macro variables, asset markets, or surveys forecast inflation better? 5 20 69 521 9 33 152 1,278
Downside Risk 7 19 39 126 13 45 107 462
Downside risk 1 3 11 29 3 16 39 186
Hedge fund leverage 0 0 6 62 2 3 36 301
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 10 294 4 10 40 893
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 52 0 0 10 392
International Asset Allocation With Regime Shifts 0 0 0 1 7 20 69 1,057
Is Ipo Underperformance a Peso Problem? 0 0 0 15 0 2 10 123
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 0 3 4 112
Monetary Policy Shifts and the Term Structure 0 1 7 84 1 6 28 265
No-arbitrage Taylor rules 0 0 4 190 3 4 18 760
Regime Changes and Financial Markets 2 3 9 119 7 20 57 490
Regime Switches in Interest Rates 0 0 0 0 4 8 24 890
Risk, return, and dividends 0 0 2 108 2 2 23 334
Short rate nonlinearities and regime switches 0 1 2 75 0 1 9 210
Systemic sovereign credit risk: Lessons from the U.S. and Europe 2 9 31 186 6 22 82 501
Taxes on Tax-Exempt Bonds 0 0 0 32 1 1 6 160
Testing conditional factor models 4 7 27 156 6 17 57 421
The Cross-Section of Volatility and Expected Returns 6 23 58 508 16 57 171 1,676
The Efficient Market Theory and Evidence: Implications for Active Investment Management 3 7 17 106 5 54 83 276
The Joint Cross Section of Stocks and Options 2 3 7 32 4 8 38 146
The Term Structure of Real Rates and Expected Inflation 0 3 7 189 2 7 21 576
The term structure of real rates and expected inflation 0 1 5 399 4 14 37 1,190
What does the yield curve tell us about GDP growth? 0 5 6 845 0 6 11 2,648
What does the yield curve tell us about GDP growth? 2 4 13 247 5 11 37 802
Why stocks may disappoint 0 0 2 186 2 4 17 479
Total Journal Articles 47 149 437 5,702 140 476 1,491 19,712


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 46 140 270 501
Total Books 0 0 0 0 46 140 270 501


Statistics updated 2017-06-02