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Alex Kane

Global rank #6737 92%

Institution: University of California-San Diego (UCSD)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1982

Most Recent: 2000

RePEc ID: pka501 ↗

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 0.00 0.00 0.00 0.00
All Time 0.00 3.02 9.38 0.00 15.42

Publication Statistics

Raw Publications 12
Coauthorship-Adjusted Count 12.45

Publications (12)

Year Article Journal Tier Authors
2000 Regularities in volatility and the price of risk following large stock market movements in the US and Japan Journal of International Money and Finance B 3
1994 Trading cost premiums in capital asset returns--a closed form solution Journal of Banking & Finance B 1
1990 The delivery of market timing services: Newsletters versus market timing funds Journal of Financial Intermediation B 2
1988 Performance Evaluation of Market Timers: Theory and Evidence Journal of Financial and Quantitative Analysis B 2
1988 The Delivery Option on Forward Contracts: A Note Journal of Financial and Quantitative Analysis B 2
1986 Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market. Journal of Finance A 2
1985 Debt Policy and the Rate of Return Premium to Leverage Journal of Financial and Quantitative Analysis B 3
1984 Earnings and Dividend Announcements: Is There a Corroboration Effect? Journal of Finance A 3
1984 How Big Is the Tax Advantage to Debt? Journal of Finance A 3
1983 Tests of the Fisher Hypothesis with International Data: Theory and Evidence. Journal of Finance A 3
1982 Skewness Preference and Portfolio Choice Journal of Financial and Quantitative Analysis B 1
1982 International interest rates and inflationary expectations Journal of International Money and Finance B 2