S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Andrew Ang · Study
Home
/
Author
Andrew Ang
55 works
· latest 2023
· 7 institutions
cluster: provisional
ORCID 0000-0002-9722-1648
Works
55 shown
The great wall of debt: Real estate, political risk, and Chinese local government financing cost
The Journal of Finance and Data Science
·
2023
·
3 authors
·
Open access
122
citations
Using Stocks or Portfolios in Tests of Factor Models
Journal of Financial and Quantitative Analysis
·
2019
·
3 authors
180
citations
Estimating Private Equity Returns from Limited Partner Cash Flows
The Journal of Finance
·
2018
·
4 authors
·
Open access
153
citations
Portfolio Choice with Illiquid Assets
Management Science
·
2014
·
3 authors
156
citations
Asset Management
Oxford University Press eBooks
·
2014
·
1 author
·
book
250
citations
The Joint Cross Section of Stocks and Options
The Journal of Finance
·
2014
·
4 authors
286
citations
The Joint Cross Section of Stocks and Options
National Bureau of Economic Research
·
2013
·
4 authors
·
report
·
Open access
135
citations
Asset Pricing in the Dark: The Cross-Section of OTC Stocks
Review of Financial Studies
·
2013
·
3 authors
97
citations
Systemic sovereign credit risk: Lessons from the U.S. and Europe
Journal of Monetary Economics
·
2013
·
2 authors
373
citations
Estimating Private Equity Returns from Limited Partner Cash Flows
SSRN Electronic Journal
·
2013
·
4 authors
·
preprint
·
Open access
84
citations
Regime Changes and Financial Markets
Annual Review of Financial Economics
·
2012
·
2 authors
·
review
451
citations
Testing conditional factor models
Journal of Financial Economics
·
2012
·
2 authors
204
citations
Hedge fund leverage
Journal of Financial Economics
·
2011
·
3 authors
295
citations
Regime Changes and Financial Markets
National Bureau of Economic Research
·
2011
·
2 authors
·
report
·
Open access
66
citations
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
138
citations
Locked Up by a Lockup: Valuing Liquidity as a Real Option
Financial Management
·
2010
·
2 authors
62
citations
Taxes on Tax‐Exempt Bonds
The Journal of Finance
·
2010
·
3 authors
130
citations
Yield Curve Predictors of Foreign Exchange Returns
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
119
citations
High idiosyncratic volatility and low returns: International and further U.S. evidence
Journal of Financial Economics
·
2008
·
4 authors
1,440
citations
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
National Bureau of Economic Research
·
2008
·
4 authors
·
report
·
Open access
393
citations
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
SSRN Electronic Journal
·
2008
·
4 authors
·
preprint
·
Open access
185
citations
Using Individual Stocks or Portfolios in Tests of Factor Models
SSRN Electronic Journal
·
2008
·
3 authors
·
preprint
·
Open access
93
citations
No-Arbitrage Taylor Rules
National Bureau of Economic Research
·
2007
·
3 authors
·
report
·
Open access
252
citations
The Term Structure of Real Rates and Expected Inflation
The Journal of Finance
·
2007
·
2 authors
·
Open access
538
citations
Do macro variables, asset markets, or surveys forecast inflation better?
Journal of Monetary Economics
·
2007
·
3 authors
801
citations
Stock Return Predictability: Is it There?
Review of Financial Studies
·
2006
·
2 authors
1,295
citations
CAPM over the long run: 1926–2001
Journal of Empirical Finance
·
2006
·
2 authors
412
citations
The Cross‐Section of Volatility and Expected Returns
The Journal of Finance
·
2006
·
4 authors
4,576
citations
Downside Risk
Review of Financial Studies
·
2006
·
3 authors
1,039
citations
Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?
Finance and Economics Discussion Series
·
2006
·
3 authors
·
Open access
202
citations
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
National Bureau of Economic Research
·
2005
·
3 authors
·
report
·
Open access
44
citations
What does the yield curve tell us about GDP growth?
Journal of Econometrics
·
2005
·
3 authors
815
citations
What Does the Yield Curve Tell Us About GDP Growth?
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
109
citations
How to Discount Cashflows with Time‐Varying Expected Returns
The Journal of Finance
·
2004
·
2 authors
·
Open access
151
citations
The Cross-Section of Volatility and Expected Returns
National Bureau of Economic Research
·
2004
·
4 authors
·
report
·
Open access
425
citations
What Does the Yield Curve Tell us about GDP Growth?
National Bureau of Economic Research
·
2004
·
3 authors
·
report
·
Open access
53
citations
How Regimes Affect Asset Allocation
Financial Analysts Journal
·
2004
·
2 authors
204
citations
How do Regimes Affect Asset Allocation?
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
143
citations
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
Journal of Monetary Economics
·
2003
·
2 authors
1,687
citations
Do Demographic Changes Affect Risk Premiums? Evidence from International Data
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
98
citations
The Term Structure of Real Rates and Expected Inflation
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
124
citations
CAPM Over the Long-Run: 1926-2001
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
69
citations
International Asset Allocation With Regime Shifts
Review of Financial Studies
·
2002
·
2 authors
1,779
citations
Short rate nonlinearities and regime switches
Journal of Economic Dynamics and Control
·
2002
·
2 authors
185
citations
Regime Switches in Interest Rates
Journal of Business and Economic Statistics
·
2002
·
2 authors
854
citations
Asymmetric correlations of equity portfolios
Journal of Financial Economics
·
2002
·
2 authors
1,530
citations
Stock Return Predictability: Is it There?
National Bureau of Economic Research
·
2001
·
2 authors
·
report
·
Open access
897
citations
Stock Return Predictability: Is it There?
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
335
citations
Why Stocks May Disappoint
Journal of Financial Economics
·
2000
·
3 authors
·
Open access
354
citations
Asymmetric Correlations of Equity Portfolios
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
214
citations
International Asset Allocation with Time-Varying Correlations
National Bureau of Economic Research
·
1999
·
2 authors
·
report
·
Open access
77
citations
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
543
citations
International Asset Allocation with Time-Varying Correlations
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
95
citations
Regime Switches in Interest Rates
National Bureau of Economic Research
·
1998
·
2 authors
·
report
·
Open access
89
citations
Regime Switches in Interest Rates
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
172
citations