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 0 2 1,431
Debt Policy and the Rate of Return Premium to Leverage 0 0 1 158 0 0 1 630
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 0 199 1 2 3 855
Efficient Inflation Forecasts: An International Comparison 0 0 0 31 0 0 0 151
How Big is the Tax Advantage to Debt? 0 0 1 150 0 0 1 690
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 1 323 1 2 4 858
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 0 0 1 277
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 1 351 2 2 7 1,092
Performance Evaluation of Market Timers 0 0 0 28 1 1 2 409
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 1 1 1 179
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 0 142 1 3 4 440
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 2 113 1 2 10 314
Valuation of Variance Forecast with Simulated Option Markets 0 0 1 89 0 0 3 393
Why Are Real Interest Rates So High? 0 0 0 28 1 1 1 218
Total Working Papers 0 0 7 2,267 9 14 40 8,180

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 1 47 0 0 1 264
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 1 3 4 276
Forecast Precision and Portfolio Performance 0 1 1 59 0 1 2 193
How Big Is the Tax Advantage to Debt? 0 0 1 129 0 1 5 592
International interest rates and inflationary expectations 0 0 2 32 0 0 2 98
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk 0 0 1 151 2 2 5 411
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 62
Skewness Preference and Portfolio Choice 0 1 3 90 1 3 12 187
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 1 1 1 63
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 0 0 0 97
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 1 53 2 5 11 218
Total Journal Articles 0 2 10 700 7 16 43 2,636

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 0 2 73
Risk and Required Returns on Debt and Equity 0 0 0 7 0 0 0 52
Total Chapters 0 0 0 17 0 0 2 125

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Statistics updated 2025-03-03