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 1 543 0 0 3 1,428
Debt Policy and the Rate of Return Premium to Leverage 0 0 0 156 0 0 1 628
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 0 199 2 2 2 852
Efficient Inflation Forecasts: An International Comparison 0 0 0 31 0 0 0 151
How Big is the Tax Advantage to Debt? 0 0 1 149 0 0 6 688
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 0 322 0 0 3 854
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 0 0 0 276
Measuring Risk Aversion From Excess Returns on a Stock Index 0 1 2 349 0 1 4 1,080
Performance Evaluation of Market Timers 0 0 0 28 2 2 3 407
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 0 0 1 176
The Forecasting Ability of Money Market Fund Managers and its Economic Value 0 0 0 36 0 0 0 243
The Valuation of Security Analysis 0 0 0 141 0 0 1 433
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 1 105 0 0 2 290
Valuation of Variance Forecast with Simulated Option Markets 0 0 1 88 1 1 4 385
Why Are Real Interest Rates So High? 0 0 0 28 1 10 32 208
Total Working Papers 0 1 6 2,251 6 16 62 8,099

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 2 45 0 0 5 260
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 0 0 2 272
Forecast Precision and Portfolio Performance 0 0 0 57 0 1 4 190
How Big Is the Tax Advantage to Debt? 0 1 2 125 1 3 8 580
International interest rates and inflationary expectations 0 0 1 30 0 0 1 95
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk 0 0 0 150 0 0 3 404
Performance Evaluation of Market Timers: Theory and Evidence 0 0 0 3 0 0 0 31
Regularities in volatility and the price of risk following large stock market movements in the US and Japan 0 0 0 14 0 0 0 61
Skewness Preference and Portfolio Choice 0 3 3 83 0 3 6 169
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 0 56
The delivery of market timing services: Newsletters versus market timing funds 0 0 0 7 0 0 1 62
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 1 1 2 97
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 3 46 0 2 14 196
Total Journal Articles 0 4 11 675 2 10 46 2,561

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 0 10 0 2 2 70
Risk and Required Returns on Debt and Equity 0 0 1 7 0 0 1 52
Total Chapters 0 0 1 17 0 2 3 122

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Statistics updated 2023-05-07