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 1 1 1,432
Debt Policy and the Rate of Return Premium to Leverage 0 0 0 158 2 2 2 632
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 1 200 2 4 8 860
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 1 1 2 692
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 1 1 324 0 1 5 860
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 5 5 5 282
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 1 1 4 1,093
Performance Evaluation of Market Timers 0 0 0 28 0 0 1 409
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 0 0 1 179
The Forecasting Ability of Money Market Fund Managers and its Economic Value 0 1 1 37 0 1 4 247
The Valuation of Security Analysis 0 0 0 142 0 1 4 441
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 1 2 4 117 1 7 12 323
Valuation of Variance Forecast with Simulated Option Markets 0 0 0 89 1 1 1 394
Why Are Real Interest Rates So High? 0 0 0 28 1 2 3 220
Total Working Papers 1 4 7 2,274 15 27 54 8,216

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 1 1 265
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 0 1 7 280
Forecast Precision and Portfolio Performance 0 0 2 60 0 0 3 195
How Big Is the Tax Advantage to Debt? 0 0 0 129 1 5 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 1 4 413
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 91 1 4 9 191
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 0 1 63
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 1 1 1 98
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 0 53 1 3 8 221
Total Journal Articles 0 1 5 702 6 16 41 2,659

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 0 2 74
Risk and Required Returns on Debt and Equity 0 0 0 7 0 0 2 54
Total Chapters 0 0 1 18 0 0 4 128

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Statistics updated 2025-11-08