User profiles for A. Ang

Andrew Ang

- Verified email at blackrock.com - Cited by 35069

Abel Ang

- Verified email at otago.ac.nz - Cited by 1255

[HTML][HTML] COVID-19 and ischemic stroke: a systematic review and meta-summary of the literature

YK Tan, C Goh, AST Leow, PA Tambyah, A Ang… - … of thrombosis and …, 2020 - Springer
Acute ischemic stroke (AIS) is a life-threatening complication of coronavirus disease 2019 (COVID-19)
infection. Increasing reports suggest an association between COVID-19 and AIS, …

Regime changes and financial markets

A Ang, A Timmermann - Annu. Rev. Financ. Econ., 2012 - annualreviews.org
Regime-switching models can match the tendency of financial markets to often change their
behavior abruptly and the phenomenon that the new behavior of financial variables often …

Vitamin C and immune cell function in inflammation and cancer

A Ang, JM Pullar, MJ Currie… - Biochemical Society …, 2018 - portlandpress.com
Vitamin C (ascorbate) is maintained at high levels in most immune cells and can affect many
aspects of the immune response. Intracellular levels generally respond to variations in …

The cross‐section of volatility and expected returns

A Ang, RJ Hodrick, Y Xing, X Zhang - The journal of finance, 2006 - Wiley Online Library
We examine the pricing of aggregate volatility risk in the cross‐section of stock returns.
Consistent with theory, we find that stocks with high sensitivities to innovations in aggregate …

Mechanistic seismic damage model for reinforced concrete

YJ Park, AHS Ang - Journal of structural engineering, 1985 - ascelibrary.org
A model for evaluating structural damage in reinforced concrete structures under earthquake
ground motions is proposed. Damage is expressed as a linear function of the maximum …

[HTML][HTML] Sotorasib for Lung Cancers with KRAS p.G12C Mutation

…, B Besse, A Anderson, A Ang… - … England Journal of …, 2021 - Mass Medical Soc
Background Sotorasib showed anticancer activity in patients with KRAS p.G12C–mutated
advanced solid tumors in a phase 1 study, and particularly promising anticancer activity was …

High idiosyncratic volatility and low returns: International and further US evidence

A Ang, RJ Hodrick, Y Xing, X Zhang - Journal of Financial Economics, 2009 - Elsevier
Stocks with recent past high idiosyncratic volatility have low future average returns around
the world. Across 23 developed markets, the difference in average returns between the …

International asset allocation with regime shifts

A Ang, G Bekaert - The review of financial studies, 2002 - academic.oup.com
Correlations between international equity market returns tend to increase in highly volatile
bear markets, which has led some to doubt the benefits of international diversification. This …

Asymmetric correlations of equity portfolios

A Ang, J Chen - Journal of financial Economics, 2002 - Elsevier
Correlations between US stocks and the aggregate US market are much greater for downside
moves, especially for extreme downside moves, than for upside moves. We develop a …

Stock return predictability: Is it there?

A Ang, G Bekaert - The Review of Financial Studies, 2007 - academic.oup.com
We examine the predictive power of the dividend yields for forecasting excess returns, cash
flows, and interest rates. Dividend yields predict excess returns only at short horizons …