Standout Papers

The Cross‐Section of Volatility and Expected Returns 2002 2026 2010 2018 3.1k
  1. The Cross‐Section of Volatility and Expected Returns (2006)
    Andrew Ang, Robert J. Hodrick et al. The Journal of Finance
  2. International Asset Allocation With Regime Shifts (2002)
    Andrew Ang, Geert Bekaert Review of Financial Studies
  3. Asymmetric correlations of equity portfolios (2002)
    Andrew Ang, Joseph Chen Journal of Financial Economics
  4. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)
    Andrew Ang, Monika Piazzesi Journal of Monetary Economics
  5. High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)
    Andrew Ang, Robert J. Hodrick et al. Journal of Financial Economics
  6. Stock Return Predictability: Is it There? (2006)
    Andrew Ang, Geert Bekaert Review of Financial Studies
  7. Downside Risk (2006)
    Andrew Ang, Joseph Chen et al. Review of Financial Studies
  8. Do macro variables, asset markets, or surveys forecast inflation better? (2007)
    Andrew Ang, Geert Bekaert et al. Journal of Monetary Economics
  9. Regime Switches in Interest Rates (2002)
    Andrew Ang, Geert Bekaert Journal of Business and Economic Statistics
  10. Systemic sovereign credit risk: Lessons from the U.S. and Europe (2013)
    Andrew Ang, Francis A. Longstaff Journal of Monetary Economics

Immediate Impact

5 by Nobel laureates 1 from Science/Nature 128 standout
Sub-graph 1 of 14

Citing Papers

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
2025 Standout
The financing of local government in China: Stimulus loan wanes and shadow banking waxes
2020 Standout
5 intermediate papers

Works of Andrew Ang being referenced

The Great Wall of Debt: The Cross Section of Chinese Local Government Credit Spreads
2015
The Cross‐Section of Volatility and Expected Returns
2006 Standout
and 5 more

Author Peers

Author Last Decade Papers Cites
Andrew Ang 13591 9151 3744 4565 151 15.8k
Ravi Jagannathan 13741 10559 3342 4581 121 16.0k
John H. Cochrane 8626 7692 3224 5292 110 12.5k
G. William Schwert 12522 10870 6274 5218 66 18.3k
Philippe Jorion 7900 5734 3686 3055 103 10.8k
Lasse Heje Pedersen 16157 10045 5669 2612 118 18.4k
Markus K. Brunnermeier 13629 9162 4755 3184 103 16.3k
Robert J. Hodrick 9804 8799 2665 6180 54 13.8k
Geert Bekaert 19521 14241 5709 9589 184 23.7k
Robert F. Stambaugh 18654 11735 7501 3761 89 20.9k
Burton G. Malkiel 12118 9721 6276 2713 99 17.0k

All Works

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Rankless by CCL
2026