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 |
4 |
66 |
1 |
5 |
18 |
278 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
24 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
0 |
0 |
3 |
1,040 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
2 |
3 |
1,005 |
2 |
6 |
12 |
2,711 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
0 |
0 |
1 |
1,572 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
0 |
78 |
1 |
1 |
3 |
293 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
1 |
4 |
20 |
139 |
4 |
9 |
47 |
434 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
41 |
| Market Efficiency in an Irrational World |
0 |
0 |
4 |
1,217 |
2 |
2 |
19 |
2,566 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
0 |
0 |
1 |
1,571 |
| Momentum Crashes |
0 |
2 |
4 |
81 |
2 |
9 |
23 |
256 |
| Monetary Policy and Reaching for Income |
0 |
0 |
1 |
23 |
0 |
0 |
4 |
80 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
2 |
2 |
0 |
1 |
10 |
10 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
0 |
1 |
5 |
140 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
3 |
5 |
15 |
101 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
5 |
104 |
0 |
0 |
13 |
518 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
1 |
2 |
7 |
363 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
35 |
3 |
3 |
6 |
149 |
| The Cross-Section of Risk and Return |
0 |
0 |
2 |
42 |
0 |
1 |
4 |
62 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
59 |
| Total Working Papers |
1 |
9 |
46 |
4,106 |
20 |
46 |
193 |
12,268 |
| 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 |
1 |
12 |
0 |
3 |
4 |
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 |
0 |
1 |
261 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
2 |
47 |
1 |
2 |
5 |
128 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
2 |
3 |
7 |
846 |
2 |
4 |
22 |
2,615 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
40 |
0 |
0 |
5 |
140 |
| Investor psychology in capital markets: evidence and policy implications |
1 |
2 |
16 |
701 |
3 |
13 |
48 |
1,923 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
1 |
3 |
22 |
0 |
3 |
7 |
85 |
| Market Reactions to Tangible and Intangible Information |
3 |
3 |
6 |
298 |
5 |
6 |
22 |
1,043 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
1 |
4 |
37 |
1,454 |
5 |
14 |
105 |
3,862 |
| Momentum crashes |
3 |
10 |
34 |
384 |
14 |
43 |
131 |
1,344 |
| Monetary Policy and Reaching for Income |
0 |
1 |
12 |
47 |
1 |
2 |
26 |
129 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
3 |
55 |
0 |
2 |
16 |
318 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
1 |
2 |
6 |
1 |
3 |
7 |
19 |
| Short- and Long-Horizon Behavioral Factors |
0 |
1 |
8 |
25 |
3 |
7 |
27 |
88 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
245 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
3 |
37 |
0 |
1 |
14 |
198 |
| The Cross-Section of Risk and Returns |
0 |
1 |
3 |
57 |
0 |
1 |
12 |
163 |
| The power and size of mean reversion tests |
0 |
0 |
0 |
78 |
0 |
1 |
2 |
218 |
| Total Journal Articles |
10 |
27 |
137 |
4,289 |
35 |
105 |
454 |
13,123 |
|
|
LogEc is hosted by the
Örebro University School of Business.