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 2 8 718 5 8 33 1,962
Advance Refundings of Municipal Bonds 0 5 12 17 2 13 35 82
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 2 12 2 2 13 56
Build America Bonds 0 0 0 27 1 1 8 118
CAPM Over the Long Run: 1926-2001 0 0 3 248 1 3 15 693
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 2 195 0 1 12 763
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 1 2 70 0 2 9 209
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 0 246 1 1 6 764
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 10 198 1 3 22 583
Downside Risk 1 2 14 312 2 7 40 828
Downside Risk and the Momentum Effect 0 0 1 388 0 1 3 1,623
Hedge Fund Leverage 3 7 18 128 8 19 57 364
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 3 11 17 183 3 13 37 490
How do Regimes Affect Asset Allocation? 0 1 5 359 1 3 15 788
How to Discount Cashflows with Time-Varying Expected Returns 0 0 2 243 1 6 22 867
Inflation and Individual Equities 0 0 3 35 1 1 9 131
International Asset Allocation with Time-Varying Correlations 1 1 1 915 3 3 6 2,644
Is IPO Underperformance a Peso Problem? 0 0 0 59 0 3 8 437
Liability Investment with Downside Risk 0 0 0 7 4 8 16 73
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 1 21 0 3 8 115
Monetary Policy Shifts and the Term Structure 0 1 5 195 0 1 13 498
No-Arbitrage Taylor Rules 0 0 0 118 1 3 5 343
No-Arbitrage Taylor Rules 0 0 0 31 0 0 3 133
Portfolio Choice with Illiquid Assets 1 4 14 42 2 9 41 135
Regime Changes and Financial Markets 0 0 3 42 1 3 13 144
Regime Changes and Financial Markets 3 7 18 178 3 7 25 375
Regime Switches in Interest Rates 0 3 21 1,097 2 8 53 2,651
Risk, Return and Dividends 0 0 1 15 0 0 2 61
Risk, Return and Dividends 0 0 0 133 0 0 6 251
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 2 4 22 57
Stock Return Predictability: Is it There? 0 3 24 1,101 2 9 70 2,940
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 1 3 14 173 1 4 30 349
Taxes on Tax-Exempt Bonds 0 0 2 48 1 1 8 226
Testing Conditional Factor Models 2 3 9 105 2 8 27 294
Testing Conditional Factor Models 0 0 5 305 1 3 14 606
The Cross-Section of Volatility and Expected Returns 12 27 52 502 20 40 102 1,582
The Joint Cross Section of Stocks and Options 1 3 8 32 1 4 12 104
The Term Structure of Real Rates and Expected Inflation 0 0 0 250 3 3 12 686
The Term Structure of Real Rates and Expected Inflation 0 0 2 441 2 3 11 1,030
What Does the Yield Curve Tell us about GDP Growth? 1 2 5 426 1 7 55 1,494
Why Stocks May Disappoint 0 0 0 281 0 1 6 915
Total Working Papers 31 88 284 9,899 81 219 904 28,464


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 12 26 389 10 36 114 1,131
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 1 7 25 3 4 19 125
Asymmetric correlations of equity portfolios 7 16 57 429 16 41 153 978
CAPM over the long run: 1926-2001 1 3 21 210 3 14 51 533
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 1 9 136 0 5 23 500
Do macro variables, asset markets, or surveys forecast inflation better? 4 12 57 545 15 35 130 1,340
Downside Risk 3 17 46 149 6 41 133 533
Downside risk 0 4 9 34 1 11 34 203
Hedge fund leverage 0 2 5 66 7 13 33 322
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 5 12 301 5 15 36 910
How to Discount Cashflows with Time-Varying Expected Returns 0 0 1 52 1 3 6 396
International Asset Allocation With Regime Shifts 0 0 0 1 7 25 75 1,089
Is Ipo Underperformance a Peso Problem? 0 0 0 15 2 2 5 125
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 11 2 2 6 115
Monetary Policy Shifts and the Term Structure 3 8 11 94 7 15 32 285
No-arbitrage Taylor rules 0 3 5 195 3 11 23 775
Regime Changes and Financial Markets 3 4 16 129 4 9 49 512
Regime Switches in Interest Rates 0 0 0 0 3 8 28 903
Risk, return, and dividends 0 1 3 110 1 2 14 341
Short rate nonlinearities and regime switches 0 0 1 75 1 1 4 212
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 6 29 201 5 15 70 529
Taxes on Tax-Exempt Bonds 0 0 0 32 0 3 12 171
Testing conditional factor models 3 11 36 180 5 22 69 465
The Cross-Section of Volatility and Expected Returns 3 10 50 526 13 42 164 1,748
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 1 16 110 4 8 78 289
The Joint Cross Section of Stocks and Options 0 2 9 36 0 3 24 156
The Term Structure of Real Rates and Expected Inflation 1 1 9 193 3 7 22 586
The term structure of real rates and expected inflation 0 1 3 400 2 6 32 1,200
What does the yield curve tell us about GDP growth? 2 4 13 254 5 11 40 820
What does the yield curve tell us about GDP growth? 0 1 8 847 1 4 14 2,654
Why stocks may disappoint 1 2 6 191 2 6 17 489
Total Journal Articles 35 128 465 5,936 137 420 1,510 20,435


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 21 81 410 683
Total Books 0 0 0 0 21 81 410 683


Statistics updated 2017-12-03