Access Statistics for Alex Kane

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 Test of Efficiency for the S&P Index Option Market Using Variance Forecasts 0 0 0 543 1 2 2 1,433
Debt Policy and the Rate of Return Premium to Leverage 0 0 0 158 3 5 5 635
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 1 200 0 2 6 860
Efficient Inflation Forecasts: An International Comparison 0 0 0 31 0 0 1 152
How Big is the Tax Advantage to Debt? 0 0 0 150 3 4 5 695
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 1 324 3 3 7 863
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 2 11 11 288
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 6 8 10 1,100
Performance Evaluation of Market Timers 0 0 0 28 2 2 3 411
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 1 3 4 182
The Forecasting Ability of Money Market Fund Managers and its Economic Value 0 0 1 37 0 0 4 247
The Valuation of Security Analysis 1 1 1 143 2 2 5 443
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 1 4 117 2 4 13 326
Valuation of Variance Forecast with Simulated Option Markets 0 0 0 89 3 4 4 397
Why Are Real Interest Rates So High? 0 0 0 28 2 4 6 223
Total Working Papers 1 2 8 2,275 30 54 86 8,255

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Debt Policy and the Rate of Return Premium to Leverage 0 0 0 47 14 19 19 283
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 4 4 10 284
Forecast Precision and Portfolio Performance 0 0 1 60 1 2 4 197
How Big Is the Tax Advantage to Debt? 0 0 0 129 0 1 6 597
International interest rates and inflationary expectations 0 0 0 32 0 0 0 98
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk 0 0 0 151 1 3 6 415
Performance Evaluation of Market Timers: Theory and Evidence 0 0 0 3 1 1 1 32
Regularities in volatility and the price of risk following large stock market movements in the US and Japan 0 0 0 14 2 2 2 64
Skewness Preference and Portfolio Choice 0 0 2 91 1 2 7 192
Tests of the Fisher Hypothesis with International Data: Theory and Evidence 0 0 0 21 0 0 0 88
The Delivery Option on Forward Contracts: A Note 0 0 0 9 0 0 1 57
The delivery of market timing services: Newsletters versus market timing funds 0 0 0 7 0 2 3 65
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 0 3 3 100
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 0 53 1 5 12 225
Total Journal Articles 0 0 3 702 25 44 74 2,697

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inflation and the Role of Bonds in Investor Portfolios 0 0 1 11 1 2 3 76
Risk and Required Returns on Debt and Equity 0 0 0 7 2 2 4 56
Total Chapters 0 0 1 18 3 4 7 132

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Statistics updated 2026-01-09