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 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
22 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
3 |
1,000 |
1 |
3 |
20 |
2,692 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
0 |
0 |
1 |
1,570 |
| Investor Psychology and Tests of Factor Pricing Models |
1 |
1 |
1 |
78 |
1 |
2 |
7 |
286 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
38 |
| Market Efficiency in an Irrational World |
1 |
2 |
5 |
1,210 |
3 |
6 |
14 |
2,538 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
423 |
1 |
2 |
5 |
1,564 |
| Momentum Crashes |
1 |
1 |
1 |
74 |
6 |
9 |
17 |
216 |
| Monetary Policy and Reaching for Income |
0 |
0 |
1 |
22 |
2 |
2 |
14 |
67 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
131 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
1 |
59 |
0 |
0 |
6 |
79 |
| Short- and Long-Horizon Behavioral Factors |
0 |
3 |
12 |
96 |
4 |
25 |
87 |
465 |
| Tail Risk in Momentum Strategy Returns |
0 |
1 |
3 |
78 |
0 |
3 |
20 |
352 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
34 |
0 |
2 |
4 |
139 |
| The Cross-Section of Risk and Return |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
56 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
0 |
4 |
6 |
58 |
| Total Working Papers |
3 |
8 |
29 |
3,586 |
18 |
59 |
211 |
10,273 |
| 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 |
11 |
0 |
0 |
0 |
46 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
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 |
1 |
1 |
1 |
259 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
2 |
43 |
1 |
1 |
4 |
119 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
5 |
10 |
29 |
830 |
13 |
33 |
107 |
2,556 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
1 |
40 |
0 |
0 |
4 |
135 |
| Investor psychology in capital markets: evidence and policy implications |
2 |
6 |
20 |
662 |
7 |
14 |
62 |
1,828 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
1 |
2 |
15 |
0 |
2 |
6 |
70 |
| Market Reactions to Tangible and Intangible Information |
2 |
2 |
5 |
288 |
4 |
5 |
20 |
1,010 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
5 |
14 |
40 |
1,365 |
10 |
30 |
106 |
3,640 |
| Momentum crashes |
5 |
12 |
53 |
323 |
17 |
49 |
189 |
1,114 |
| Monetary Policy and Reaching for Income |
4 |
6 |
10 |
30 |
7 |
11 |
28 |
85 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
1 |
3 |
49 |
2 |
6 |
15 |
290 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
1 |
1 |
3 |
0 |
1 |
3 |
8 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
10 |
10 |
7 |
13 |
38 |
38 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
2 |
96 |
0 |
0 |
2 |
243 |
| The Carry Trade: Risks and Drawdowns |
0 |
1 |
3 |
33 |
1 |
2 |
6 |
178 |
| The Cross-Section of Risk and Returns |
2 |
3 |
9 |
47 |
3 |
8 |
31 |
132 |
| The power and size of mean reversion tests |
0 |
1 |
2 |
78 |
1 |
2 |
4 |
215 |
| Total Journal Articles |
25 |
58 |
192 |
4,007 |
74 |
178 |
627 |
12,260 |
|
|
LogEc is hosted by the
Örebro University School of Business.