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Andrew Ang

Global rank #2654 97%

Institution: National Bureau of Economic Research (NBER)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.columbia.edu/~aa610

First Publication: 2002

Most Recent: 2020

RePEc ID: pan374 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.01 0.67 0.00 2.68
All Time 0.50 14.91 2.35 0.00 34.18

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 17.84

Publications (24)

Year Article Journal Tier Authors
2020 Using Stocks or Portfolios in Tests of Factor Models Journal of Financial and Quantitative Analysis B 3
2018 Estimating Private Equity Returns from Limited Partner Cash Flows Journal of Finance A 4
2017 Advance Refundings of Municipal Bonds Journal of Finance A 4
2014 The Joint Cross Section of Stocks and Options Journal of Finance A 4
2013 Systemic sovereign credit risk: Lessons from the U.S. and Europe Journal of Monetary Economics A 2
2013 Asset Pricing in the Dark: The Cross-Section of OTC Stocks The Review of Financial Studies A 3
2012 Testing conditional factor models Journal of Financial Economics A 2
2011 Hedge fund leverage Journal of Financial Economics A 3
2011 Monetary Policy Shifts and the Term Structure Review of Economic Studies S 4
2010 Taxes on Tax‐Exempt Bonds Journal of Finance A 3
2009 High idiosyncratic volatility and low returns: International and further U.S. evidence Journal of Financial Economics A 4
2008 The Term Structure of Real Rates and Expected Inflation Journal of Finance A 3
2007 Is Ipo Underperformance a Peso Problem? Journal of Financial and Quantitative Analysis B 3
2007 Risk, return, and dividends Journal of Financial Economics A 2
2007 Do macro variables, asset markets, or surveys forecast inflation better? Journal of Monetary Economics A 3
2007 Stock Return Predictability: Is it There? The Review of Financial Studies A 2
2006 The Cross‐Section of Volatility and Expected Returns Journal of Finance A 4
2006 What does the yield curve tell us about GDP growth? Journal of Econometrics A 3
2006 Downside Risk The Review of Financial Studies A 3
2005 Why stocks may disappoint Journal of Financial Economics A 3
2003 A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Journal of Monetary Economics A 2
2002 Short rate nonlinearities and regime switches Journal of Economic Dynamics and Control B 2
2002 Asymmetric correlations of equity portfolios Journal of Financial Economics A 2
2002 International Asset Allocation With Regime Shifts The Review of Financial Studies A 2