Andrew Ang

Active 1999–2026

34
Papers
19,397
Citations
22
h-index
26
i10-index

Citations

Citations per year for Andrew Ang1999: 1 citations2000: 3 citations2001: 5 citations2002: 7 citations2003: 10 citations2004: 12 citations2005: 18 citations2006: 24 citations2007: 27 citations2008: 28 citations2009: 40 citations2010: 53 citations2011: 42 citations2012: 76 citations2013: 39 citations2014: 48 citations2015: 34 citations2016: 29 citations2017: 36 citations2018: 49 citations2019: 45 citations2020: 62 citations2021: 72 citations2022: 53 citations2023: 33 citations2024: 39 citations2025: 39 citations2026: 21 citations2027: 1 citations

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 416 citing papers, 31.8% of this breakdownUnited Kingdom: 134 citing papers, 10.2% of this breakdownChina: 105 citing papers, 8% of this breakdownCanada: 53 citing papers, 4% of this breakdownGermany: 47 citing papers, 3.6% of this breakdownFrance: 44 citing papers, 3.4% of this breakdownHong Kong: 40 citing papers, 3.1% of this breakdownItaly: 38 citing papers, 2.9% of this breakdownSwitzerland: 34 citing papers, 2.6% of this breakdownAustralia: 32 citing papers, 2.4% of this breakdownBelgium: 27 citing papers, 2.1% of this breakdownDenmark: 26 citing papers, 2% of this breakdown
0%31.8%Other 23.9%

Fields

  • Economics, Econometrics and Finance72.5%
  • Decision Sciences7.4%
  • Computer Science6.8%
  • Business, Management and Accounting5.4%
  • Medicine3.1%
  • Mathematics1.1%
  • Other3.7%

Topics

  • Financial Markets and Investment Strategies18.4%
  • Market Dynamics and Volatility8.6%
  • Financial Risk and Volatility Modeling7.1%
  • Monetary Policy and Economic Impact6.3%
  • Stochastic processes and financial applications5.4%
  • Complex Systems and Time Series Analysis5.2%
  • Other49%

Coauthors

All papers

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  1. The Cross‐Section of Volatility and Expected Returns

    Authors: , , , - The Journal of Finance 2006 cited by 4,766

  2. Regime Changes and Financial Markets

    Authors: , - Annual Review of Financial Economics 2012 cited by 404

  3. International Asset Allocation With Regime Shifts

    Authors: , - Review of Financial Studies 2002 cited by 1,767

  4. Downside Risk

    Authors: , , - Review of Financial Studies 2006 cited by 1,075

  5. Itero: A Revision History Analytics Tool for Exploring Writing Behavior and Reflection

    Authors: , , - Extended Abstracts of the 2018 CHI Conference on Human Factors in Computing Systems, CHI Extended Abstracts 2018 cited by 14

  6. Regime Switches in Interest Rates

    Authors: , - Journal of Business and Economic Statistics 2002 cited by 866

  7. Asset Management

    Authors: - Oxford University Press eBooks 2014 cited by 241

  8. How Regimes Affect Asset Allocation

    Authors: , - Financial Analysts Journal 2004 cited by 216

  9. Appendicitis risk prediction models in children presenting with right iliac fossa pain (RIFT study): a prospective, multicentre validation study

    Authors: , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , Meerub Adnan, Salim Afshar, Abdullahi Adan Ahad, Juraj Ahel, Daniel P. Ahern, A. Asmadi, Bestoun Ahmed, Ghazia Ahmed, OS Ahmed, Sarah M Ahmed, Kaveh Akbari, O. J Akinsola, Waleed Al‐Khyatt, Bilal Al‐Sarireh, Maram M Alsheikh, Michael Febrian Alani, R.E Alexander, Tariq Alhammali, M Ali, Ahmed Aljorfi, Melody O'Connor Allen, Jonathan Allington, A Alshafei, R Amarasinghe, AA Amayo, V. Amin, Thuva Amuthalingam, Lavanya Anandan, O. D. Anderson, SM Andreani, Brian T. Andrews, Andrew Ang, Bi. Aravind, James E. Archer, M. A. Aremu, Sundaram Arunachalam, Noel Aruparayil, Daniel Ashmore, O Ashour, Nomaan Ashraf, Nurit Assaf, H Avalapati, O Awokoya, J Ayube-Brown, T Badenoch, Rupali Verma Bagga, Adam Piotr Baginski, STR Bailey, STR Bailey, Christopher Baird, Benjamin Baker, Edward Balai, Anandh Balasubramaniam, SK Bandyopadhyay, Alexander Banks, Harjot Bansal, Wenona Barnieh, Arthur Barrie, CA Barter, Johan Bastianpillai, W Beasley, Bell Cr, J. Simon Bell, D Beral, BJM Berry, K Bevan, V. Bevan, Shiv Bhanderi, Aman Bhargava, D Bilku and 820 more - The Lancet Child & Adolescent Health 2020 cited by 55

  10. CAPM over the long run: 1926–2001

    Authors: , - Journal of Empirical Finance 2006 cited by 416

  11. The Joint Cross Section of Stocks and Options

    Authors: , , , - The Journal of Finance 2014 cited by 311

  12. Testing Conditional Factor Models

    Authors: , - Journal of Financial Economics 2011 cited by 209

  13. Short-Course Systemic and Topical Non-Steroidal Anti-Inflammatory Drugs: Impact on Adverse Renal Events in Older Adults with Co-Morbid Disease

    Authors: , , , , , , , , , - Drugs & Aging 2020 cited by 21

  14. Non-Steroidal Anti-Inflammatory Drugs and Risk of Acute Kidney Injury and Hyperkalemia in Older Adults: A Retrospective Cohort Study and External Validation of a Clinical Risk Model

    Authors: , , , , , , , , , , - Drugs & Aging 2021 cited by 16

  15. Stock Return Predictability: Is It There?

    Authors: , - Review of Financial Studies 2001 cited by 1,385

  16. What does the yield curve tell us about GDP growth?

    Authors: , , - Journal of Econometrics 2005 cited by 849

  17. Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?

    Authors: , , - Finance and Economics Discussion Series 2006 cited by 831

  18. Systemic sovereign credit risk: Lessons from the U.S. and Europe

    Authors: , - Journal of Monetary Economics 2013 cited by 394

  19. Hedge fund leverage

    Authors: , , - Journal of Financial Economics 2011 cited by 305

  20. Google BigQuery for Education: Framework for Parsing and Analyzing edX MOOC Data

    Authors: , , , , - Fourth (2017) ACM Conference on Learning @ Scale, L@S 2017 cited by 27

  21. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

    Authors: , - Journal of Monetary Economics 1999 cited by 1,760

  22. Asymmetric Correlations of Equity Portfolios

    Authors: , - Journal of Financial Economics 2000 cited by 1,552

  23. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence

    Authors: , , , - Journal of Financial Economics 2008 cited by 1,528

  24. No-Arbitrage Taylor Rules

    Authors: , , - 2007 cited by 203