NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Andrew Ang

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

October 2013The Joint Cross Section of Stocks and Options
with Byeong-Je An, Turan G. Bali, Nusret Cakici: w19590
September 2013Advance Refundings of Municipal Bonds
with Richard C. Green, Yuhang Xing: w19459
Portfolio Choice with Illiquid Assets
with Dimitris Papanikolaou, Mark Westerfield: w19436
August 2013Asset Pricing in the Dark: The Cross Section of OTC Stocks
with Assaf A. Shtauber, Paul C. Tetlock: w19309
July 2013Search for a Common Factor in Public and Private Real Estate Returns
with Neil Nabar, Sam Wald: w19194
May 2013Liability Investment with Downside Risk
with Bingxu Chen, Suresh Sundaresan: w19030
February 2012Inflation and Individual Equities
with Marie Brière, Ombretta Signori: w17798
November 2011Testing Conditional Factor Models
with Dennis Kristensen: w17561
June 2011Regime Changes and Financial Markets
with Allan Timmermann: w17182
April 2011Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
with Francis A. Longstaff: w16982
February 2011Hedge Fund Leverage
with Sergiy Gorovyy, Gregory B. van Inwegen: w16801
May 2010Build America Bonds
with Vineer Bhansali, Yuhang Xing: w16008
April 2010Locked Up by a Lockup: Valuing Liquidity as a Real Option
with Nicolas P.B. Bollen: w15937
August 2009Monetary Policy Shifts and the Term Structure
with Jean Boivin, Sen Dong, Rudy Loo-Kung: w15270
November 2008Taxes on Tax-Exempt Bonds
with Vineer Bhansali, Yuhang Xing: w14496
April 2008Do Funds-of-Funds Deserve Their Fees-on-Fees?
with Matthew Rhodes-Kropf, Rui Zhao: w13944
January 2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang: w13739
September 2007No-Arbitrage Taylor Rules
with Sen Dong, Monika Piazzesi: w13448
February 2007The Term Structure of Real Rates and Expected Inflation
with Geert Bekaert, Min Wei: w12930
January 2007Risk, Return and Dividends
with Jun Liu: w12843
May 2006Is IPO Underperformance a Peso Problem?
with Li Gu, Yael V. Hochberg: w12203
December 2005CAPM Over the Long Run: 1926-2001
with Joseph Chen: w11903
Downside Risk
with Joseph Chen, Yuhang Xing: w11824
August 2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
with Geert Bekaert, Min Wei: w11538
October 2004The Cross-Section of Volatility and Expected Returns
with Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang: w10852
August 2004What Does the Yield Curve Tell us about GDP Growth?
with Monika Piazzesi, Min Wei: w10672
November 2003How do Regimes Affect Asset Allocation?
with Geert Bekaert: w10080
October 2003How to Discount Cashflows with Time-Varying Expected Returns
with Jun Liu: w10042
May 2003Do Demographic Changes Affect Risk Premiums? Evidence from International Data
with Angela Maddaloni: w9677
December 2001Downside Risk and the Momentum Effect
with Joseph Chen, Yuhang Xing: w8643
July 2001A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
with Monika Piazzesi: w8363
April 2001Stock Return Predictability: Is it There?
with Geert Bekaert: w8207
July 2000Why Stocks May Disappoint
with Geert Bekaert, Jun Liu: w7783
March 1999International Asset Allocation with Time-Varying Correlations
with Geert Bekaert: w7056
April 1998Regime Switches in Interest Rates
with Geert Bekaert: w6508

Contact and additional information for this authorAll publicationsWorking Papers only

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us