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 1 1 1 544 2 3 7 1,438
Debt Policy and the Rate of Return Premium to Leverage 1 1 1 159 1 4 12 642
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 0 200 0 3 11 867
Efficient Inflation Forecasts: An International Comparison 0 0 0 31 0 1 2 154
How Big is the Tax Advantage to Debt? 0 1 1 151 1 3 12 703
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 1 324 0 8 19 877
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 0 1 15 292
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 0 2 18 1,110
Performance Evaluation of Market Timers 0 0 0 28 0 3 5 414
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 0 0 5 184
The Forecasting Ability of Money Market Fund Managers and its Economic Value 0 0 1 37 0 1 9 252
The Valuation of Security Analysis 0 0 1 143 2 7 17 457
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 3 117 6 9 28 343
Valuation of Variance Forecast with Simulated Option Markets 0 0 0 89 0 4 13 406
Why Are Real Interest Rates So High? 0 0 0 28 0 3 12 230
Total Working Papers 2 3 9 2,278 12 52 185 8,369

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 1 1 1 48 1 2 25 289
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 1 2 13 292
Forecast Precision and Portfolio Performance 0 0 0 60 0 3 9 203
How Big Is the Tax Advantage to Debt? 0 0 0 129 0 4 10 602
International interest rates and inflationary expectations 0 0 0 32 0 2 8 106
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk 0 0 0 151 0 2 9 420
Performance Evaluation of Market Timers: Theory and Evidence 0 0 0 3 0 1 4 35
Regularities in volatility and the price of risk following large stock market movements in the US and Japan 0 0 0 14 0 1 3 65
Skewness Preference and Portfolio Choice 0 1 2 92 0 4 12 199
Tests of the Fisher Hypothesis with International Data: Theory and Evidence 0 0 0 21 0 0 3 91
The Delivery Option on Forward Contracts: A Note 0 0 0 9 0 2 4 61
The delivery of market timing services: Newsletters versus market timing funds 0 0 0 7 3 5 7 70
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 1 1 5 102
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 2 55 0 2 17 235
Total Journal Articles 1 2 5 706 6 31 129 2,770

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 0 4 9 82
Risk and Required Returns on Debt and Equity 0 0 0 7 0 4 11 65
Total Chapters 0 0 1 18 0 8 20 147

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Statistics updated 2026-06-04