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 0 1,431
Debt Policy and the Rate of Return Premium to Leverage 0 0 0 158 0 0 0 630
Earnings and Dividend Announcements is there a Corroboration Effect? 0 0 1 200 0 2 6 858
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 0 0 1 691
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 1 1 324 0 2 5 860
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 0 351 0 0 5 1,092
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 2 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 0 2 3 116 4 7 12 322
Valuation of Variance Forecast with Simulated Option Markets 0 0 0 89 0 0 0 393
Why Are Real Interest Rates So High? 0 0 0 28 1 1 2 219
Total Working Papers 0 4 6 2,273 5 15 43 8,201

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 0 0 0 264
Earnings and Dividend Announcements: Is There a Corroboration Effect? 0 0 0 49 1 1 7 280
Forecast Precision and Portfolio Performance 0 0 2 60 0 1 3 195
How Big Is the Tax Advantage to Debt? 0 0 0 129 0 4 6 596
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 0 151 0 0 4 412
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 1 1 3 91 1 3 8 190
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 0 0 0 97
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market 0 0 0 53 0 2 7 220
Total Journal Articles 1 1 7 702 2 11 39 2,653

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 2025-10-06