The cross‐section of volatility and expected returns A Ang, RJ Hodrick, Y Xing, X Zhang The Journal of Finance 61 (1), 259-299, 2006 | 8056* | 2006 |
International asset allocation with regime shifts A Ang, G Bekaert Review of Financial studies 15 (4), 1137-1187, 2002 | 2313 | 2002 |
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables A Ang, M Piazzesi Journal of Monetary economics 50 (4), 745-787, 2003 | 2281 | 2003 |
Stock return predictability: Is it there? A Ang, G Bekaert Review of Financial Studies 20 (3), 651-707, 2007 | 2230 | 2007 |
High idiosyncratic volatility and low returns: International and further US evidence A Ang, RJ Hodrick, Y Xing, X Zhang Journal of Financial Economics 91 (1), 1-23, 2009 | 2143 | 2009 |
Asymmetric correlations of equity portfolios A Ang, J Chen Journal of Financial Economics 63 (3), 443-494, 2002 | 2090 | 2002 |
Downside risk A Ang, J Chen, Y Xing The review of financial studies 19 (4), 1191-1239, 2006 | 1645 | 2006 |
Regime switches in interest rates A Ang, G Bekaert Journal of Business & Economic Statistics 20 (2), 163-182, 2002 | 1256 | 2002 |
What does the yield curve tell us about GDP growth? A Ang, M Piazzesi, M Wei Journal of econometrics 131 (1-2), 359-403, 2006 | 1193 | 2006 |
Do macro variables, asset markets, or surveys forecast inflation better? A Ang, G Bekaert, M Wei Journal of Monetary Economics 54 (4), 1163-1212, 2007 | 1150 | 2007 |
The term structure of real rates and expected inflation A Ang, G Bekaert, M Wei The Journal of Finance 63 (2), 797-849, 2008 | 731 | 2008 |
Asset management: A systematic approach to factor investing A Ang Oxford University Press, 2014 | 694 | 2014 |
CAPM over the long run: 1926-2001 A Ang, J Chen Journal of Empirical Finance 14 (1), 1-40, 2007 | 685 | 2007 |
Systemic sovereign credit risk: Lessons from the us and europe A Ang, FA Longstaff National Bureau of Economic Research, 2011 | 613 | 2011 |
Portfolio choice with illiquid assets A Ang, D Papanikolaou, MM Westerfield Management Science 60 (11), 2737-2761, 2014 | 605* | 2014 |
Regime changes and financial markets A Ang, A Timmermann National Bureau of Economic Research, 2011 | 532 | 2011 |
Hedge fund leverage A Ang, S Gorovyy, GB van Inwegen Journal of Financial Economics, 2011 | 488* | 2011 |
Why stocks may disappoint A Ang, G Bekaert, J Liu Journal of Financial Economics 76 (3), 471-508, 2005 | 427 | 2005 |
The joint cross section of stocks and options A Ang, TG Bali, N Cakici SSRN eLibrary, 2010 | 420* | 2010 |
No-arbitrage Taylor rules A Ang, S Dong, M Piazzesi National Bureau of Economic Research, 2007 | 391 | 2007 |