Ang, Andrew, Matthew Rhodes-Kropf, and Rui Zhao. 2006. “A New Measure for Measuring.” Institutional Investor’s Alpha, July/August, 40-45. Funded by the BSI GAMMA Foundation.

Ang, Andrew, Monika Piazzesi, and Min Wei. 2006, “What Does the Yield Curve Tell us about GDP Growth?” Journal of Econometrics 131 (1-2): 359-403.

Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2006. “The Cross-Section of Volatility and Expected Returns,” Journal of Finance, 51 (1): 259-299.

Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Risk.” Review of Financial Studies 19 (4): 1191-1239.

Ang, Andrew, and Jun Liu. 2007. “Risk, Return and Dividends.” Journal of Financial Economics 85 (1): 1-38.

Ang, Andrew, Li Gu, and Yael V. Hochberg. 2007. “Is IPO Underperformance a Peso Problem?” Journal of Financial and Quantitative Analysis 42 (3): 565-594.

Ang, Andrew, Sen Dong and Monika Piazzesi. 2007. “No-Arbitrage Taylor Rules.” Manuscript.

Ang, Andrew, and Joseph S. Chen. 2007. “CAPM Over the Long Run: 1926-2001.” Journal of Empirical Finance 14 (1): 1-40.

Ang, Andrew, Geert Bekaert, and Min Wei. 2007. “Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?” Journal of Monetary Economics 54 (4): 1163-1212.

Ang, Andrew, and Geert Bekaert. 2007. “Stock Return Predictability: Is it There?” Review of Financial Studies 20 (3): 651-707.