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 0 3 4 1,435
Debt Policy and the Rate of Return Premium to Leverage 0 0 0 158 0 6 8 638
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 1 200 0 4 9 864
Efficient Inflation Forecasts: An International Comparison 0 0 0 31 0 1 2 153
How Big is the Tax Advantage to Debt? 0 0 0 150 0 8 10 700
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 1 324 0 9 11 869
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 0 5 14 291
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 3 14 16 1,108
Performance Evaluation of Market Timers 0 0 0 28 0 2 2 411
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 1 3 5 184
The Forecasting Ability of Money Market Fund Managers and its Economic Value 0 0 1 37 0 4 8 251
The Valuation of Security Analysis 0 1 1 143 2 9 10 450
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 4 117 4 10 20 334
Valuation of Variance Forecast with Simulated Option Markets 0 0 0 89 1 8 9 402
Why Are Real Interest Rates So High? 0 0 0 28 1 6 9 227
Total Working Papers 0 1 8 2,275 12 92 137 8,317

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 1 18 23 287
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 0 10 14 290
Forecast Precision and Portfolio Performance 0 0 1 60 0 4 7 200
How Big Is the Tax Advantage to Debt? 0 0 0 129 0 1 6 598
International interest rates and inflationary expectations 0 0 0 32 1 6 6 104
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk 0 0 0 151 0 4 7 418
Performance Evaluation of Market Timers: Theory and Evidence 0 0 0 3 0 3 3 34
Regularities in volatility and the price of risk following large stock market movements in the US and Japan 0 0 0 14 0 2 2 64
Skewness Preference and Portfolio Choice 0 0 1 91 1 4 8 195
Tests of the Fisher Hypothesis with International Data: Theory and Evidence 0 0 0 21 1 3 3 91
The Delivery Option on Forward Contracts: A Note 0 0 0 9 0 2 3 59
The delivery of market timing services: Newsletters versus market timing funds 0 0 0 7 0 0 2 65
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 0 1 4 101
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 1 2 2 55 2 9 15 233
Total Journal Articles 1 2 4 704 6 67 103 2,739

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 3 5 78
Risk and Required Returns on Debt and Equity 0 0 0 7 0 7 9 61
Total Chapters 0 0 1 18 0 10 14 139

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Statistics updated 2026-03-04