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 1 544 0 0 7 1,438
Debt Policy and the Rate of Return Premium to Leverage 0 0 1 159 2 2 14 644
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 0 200 3 3 12 870
Efficient Inflation Forecasts: An International Comparison 0 0 0 31 0 0 2 154
How Big is the Tax Advantage to Debt? 0 0 1 151 4 5 17 708
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 0 324 0 0 17 877
Inflation and the Role of Bonds in Investor Portfolios 0 0 0 60 0 1 16 293
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 0 0 18 1,110
Performance Evaluation of Market Timers 0 0 0 28 0 0 5 414
The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds 0 0 0 16 0 2 7 186
The Forecasting Ability of Money Market Fund Managers and its Economic Value 0 0 0 37 1 2 7 254
The Valuation of Security Analysis 0 0 1 143 3 5 21 462
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 1 117 5 6 31 349
Valuation of Variance Forecast with Simulated Option Markets 0 0 0 89 0 0 13 406
Why Are Real Interest Rates So High? 0 0 0 28 0 0 12 230
Total Working Papers 0 0 5 2,278 18 26 199 8,395

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 48 1 2 27 291
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 1 3 16 295
Forecast Precision and Portfolio Performance 0 0 0 60 0 0 8 203
How Big Is the Tax Advantage to Debt? 0 0 0 129 2 3 9 605
International interest rates and inflationary expectations 0 0 0 32 0 0 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 2 5 13 425
Performance Evaluation of Market Timers: Theory and Evidence 0 0 0 3 0 0 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 0 3 65
Skewness Preference and Portfolio Choice 0 0 2 92 2 3 13 202
Tests of the Fisher Hypothesis with International Data: Theory and Evidence 0 0 0 21 0 2 5 93
The Delivery Option on Forward Contracts: A Note 0 0 0 9 3 3 7 64
The delivery of market timing services: Newsletters versus market timing funds 0 0 0 7 0 0 7 70
Trading cost premiums in capital asset returns--a closed form solution 0 0 0 36 0 0 5 102
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 2 55 1 2 17 237
Total Journal Articles 0 0 5 706 12 23 142 2,793

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 11 1 3 11 85
Risk and Required Returns on Debt and Equity 0 0 0 7 0 0 11 65
Total Chapters 0 0 0 18 1 3 22 150

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Statistics updated 2026-09-10