Access Statistics for Kent Daniel
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Applying Asset Pricing Theory to Calibrate the Price of Climate Risk |
0 |
1 |
3 |
67 |
1 |
4 |
12 |
282 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
25 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
0 |
0 |
1 |
1,040 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
3 |
1,005 |
0 |
0 |
9 |
2,712 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
0 |
0 |
0 |
1,572 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
293 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
1 |
14 |
141 |
1 |
3 |
32 |
438 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
41 |
| Market Efficiency in an Irrational World |
0 |
3 |
4 |
1,220 |
1 |
7 |
17 |
2,573 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
0 |
0 |
0 |
1,571 |
| Momentum Crashes |
1 |
3 |
6 |
84 |
3 |
7 |
25 |
263 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
1 |
2 |
3 |
83 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
2 |
2 |
0 |
1 |
11 |
11 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
0 |
0 |
5 |
140 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
0 |
3 |
12 |
106 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
104 |
2 |
4 |
11 |
524 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
0 |
0 |
4 |
364 |
| The Carry Trade: Risks and Drawdowns |
0 |
1 |
1 |
36 |
1 |
10 |
14 |
159 |
| The Cross-Section of Risk and Return |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
63 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
59 |
| Total Working Papers |
1 |
9 |
34 |
4,116 |
10 |
42 |
162 |
12,319 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Another Look at Market Responses to Tangible and Intangible Information |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
50 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
294 |
| Discussion of: "Testing behavioral finance theories using trends and sequences in financial performance," (by Wesley Chan, Richard Frankel, and S.P. Kothari) |
0 |
0 |
0 |
83 |
0 |
2 |
3 |
263 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
1 |
2 |
3 |
49 |
1 |
3 |
6 |
131 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
1 |
6 |
847 |
1 |
4 |
23 |
2,621 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
40 |
1 |
1 |
4 |
141 |
| Investor psychology in capital markets: evidence and policy implications |
0 |
1 |
11 |
702 |
2 |
6 |
40 |
1,931 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
0 |
3 |
22 |
0 |
1 |
7 |
86 |
| Market Reactions to Tangible and Intangible Information |
1 |
1 |
4 |
299 |
1 |
1 |
17 |
1,045 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
0 |
5 |
26 |
1,461 |
2 |
17 |
71 |
3,881 |
| Momentum crashes |
3 |
7 |
29 |
392 |
33 |
54 |
143 |
1,401 |
| Monetary Policy and Reaching for Income |
0 |
1 |
3 |
48 |
0 |
2 |
15 |
133 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
1 |
55 |
1 |
2 |
10 |
322 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
0 |
2 |
6 |
0 |
0 |
6 |
19 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
4 |
26 |
0 |
6 |
27 |
96 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
0 |
1 |
1 |
246 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
2 |
37 |
1 |
4 |
14 |
202 |
| The Cross-Section of Risk and Returns |
0 |
0 |
2 |
57 |
0 |
1 |
7 |
165 |
| The power and size of mean reversion tests |
0 |
1 |
1 |
79 |
0 |
1 |
3 |
219 |
| Total Journal Articles |
5 |
19 |
97 |
4,312 |
43 |
106 |
400 |
13,246 |
|
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