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 13 713 2 4 42 1,937
Advance Refundings of Municipal Bonds 0 2 4 8 1 3 15 53
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 1 10 1 2 12 45
Build America Bonds 0 0 0 27 1 4 15 114
CAPM Over the Long Run: 1926-2001 0 1 6 246 0 4 23 684
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 193 0 1 13 755
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 1 1 69 0 2 5 204
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 5 246 1 3 26 762
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 104 0 1 9 436
Do macro variables, asset markets, or surveys forecast inflation better? 2 3 5 191 5 7 45 572
Downside Risk 0 0 15 301 5 9 52 801
Downside Risk and the Momentum Effect 1 1 2 388 1 2 10 1,622
Hedge Fund Leverage 0 4 14 115 8 18 58 326
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 1 1 3 168 3 6 32 463
How do Regimes Affect Asset Allocation? 1 3 7 357 2 4 34 779
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 242 2 7 22 855
Inflation and Individual Equities 0 1 2 33 0 1 15 125
International Asset Allocation with Time-Varying Correlations 0 0 0 914 0 1 8 2,639
Is IPO Underperformance a Peso Problem? 0 0 0 59 0 0 11 430
Liability Investment with Downside Risk 0 0 0 7 0 0 14 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 2 6 18 492
No-Arbitrage Taylor Rules 0 0 3 118 0 0 11 339
No-Arbitrage Taylor Rules 0 0 0 31 0 2 9 132
Portfolio Choice with Illiquid Assets 1 1 6 31 2 4 29 102
Regime Changes and Financial Markets 1 1 4 40 1 3 11 135
Regime Changes and Financial Markets 3 5 12 165 3 7 23 358
Regime Switches in Interest Rates 4 5 14 1,085 10 17 46 2,622
Risk, Return and Dividends 1 1 4 15 1 1 18 61
Risk, Return and Dividends 0 0 2 133 2 3 15 249
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 2 10 18 46
Stock Return Predictability: Is it There? 7 10 25 1,088 11 26 79 2,899
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 3 5 12 166 7 11 32 334
Taxes on Tax-Exempt Bonds 0 0 1 46 1 3 13 222
Testing Conditional Factor Models 0 0 3 96 2 3 22 271
Testing Conditional Factor Models 1 1 3 301 1 2 16 594
The Cross-Section of Volatility and Expected Returns 1 11 30 461 11 29 110 1,516
The Joint Cross Section of Stocks and Options 1 2 6 26 1 2 15 95
The Term Structure of Real Rates and Expected Inflation 0 0 4 439 0 1 25 1,023
The Term Structure of Real Rates and Expected Inflation 0 0 3 250 3 5 19 681
What Does the Yield Curve Tell us about GDP Growth? 1 1 6 422 8 18 63 1,464
Why Stocks May Disappoint 0 0 1 281 0 2 13 912
Total Working Papers 30 64 229 9,801 100 234 1,075 28,314


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 21 368 11 19 79 1,045
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 2 2 4 21 2 4 17 112
Asymmetric correlations of equity portfolios 8 17 49 392 18 45 116 879
CAPM over the long run: 1926-2001 3 7 16 196 4 12 49 498
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 1 2 8 130 1 5 28 484
Do macro variables, asset markets, or surveys forecast inflation better? 10 17 69 511 15 37 159 1,260
Downside Risk 3 6 25 110 8 20 81 425
Downside risk 0 1 10 26 3 4 30 173
Hedge fund leverage 0 1 8 62 0 4 37 298
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 4 11 294 5 11 46 888
How to Discount Cashflows with Time-Varying Expected Returns 0 0 3 52 0 1 13 392
International Asset Allocation With Regime Shifts 0 0 0 1 10 27 68 1,047
Is Ipo Underperformance a Peso Problem? 0 0 0 15 0 0 11 121
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 0 0 2 109
Monetary Policy Shifts and the Term Structure 0 0 8 83 2 6 38 261
No-arbitrage Taylor rules 0 0 5 190 0 2 21 756
Regime Changes and Financial Markets 1 3 15 117 6 9 68 476
Regime Switches in Interest Rates 0 0 0 0 2 7 28 884
Risk, return, and dividends 0 1 2 108 0 2 24 332
Short rate nonlinearities and regime switches 0 0 1 74 0 0 11 209
Systemic sovereign credit risk: Lessons from the U.S. and Europe 4 9 37 181 12 27 92 491
Taxes on Tax-Exempt Bonds 0 0 2 32 0 0 10 159
Testing conditional factor models 3 8 24 152 7 14 54 411
The Cross-Section of Volatility and Expected Returns 7 13 43 492 24 48 150 1,643
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 4 19 100 23 31 61 245
The Joint Cross Section of Stocks and Options 0 1 6 29 3 7 37 141
The Term Structure of Real Rates and Expected Inflation 2 4 8 188 3 6 24 572
The term structure of real rates and expected inflation 1 2 7 399 6 11 32 1,182
What does the yield curve tell us about GDP growth? 1 2 10 244 2 6 35 793
What does the yield curve tell us about GDP growth? 4 5 5 844 4 6 12 2,646
Why stocks may disappoint 0 0 2 186 2 4 20 477
Total Journal Articles 55 114 418 5,608 173 375 1,453 19,409


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 54 124 203 415
Total Books 0 0 0 0 54 124 203 415


Statistics updated 2017-04-03