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 |
1 |
1 |
3 |
68 |
4 |
11 |
21 |
294 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
1 |
2 |
2 |
1,042 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
2 |
1,005 |
1 |
2 |
12 |
2,717 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
1 |
1 |
1 |
1,573 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
293 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
2 |
10 |
143 |
4 |
11 |
29 |
449 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
41 |
| Market Efficiency in an Irrational World |
0 |
0 |
3 |
1,220 |
0 |
0 |
11 |
2,574 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
1 |
2 |
4 |
1,575 |
| Momentum Crashes |
1 |
4 |
9 |
88 |
4 |
14 |
37 |
281 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
83 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
1 |
2 |
1 |
2 |
8 |
13 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
2 |
3 |
5 |
143 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
3 |
6 |
16 |
112 |
| Short- and Long-Horizon Behavioral Factors |
1 |
1 |
1 |
105 |
2 |
5 |
12 |
530 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
0 |
2 |
5 |
366 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
36 |
1 |
3 |
20 |
166 |
| The Cross-Section of Risk and Return |
0 |
0 |
0 |
42 |
1 |
1 |
3 |
64 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
60 |
| Total Working Papers |
3 |
8 |
30 |
4,119 |
26 |
66 |
191 |
12,376 |
1 registered items for which data could not be found
| 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 |
1 |
3 |
264 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
2 |
49 |
1 |
2 |
8 |
134 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
4 |
847 |
2 |
8 |
22 |
2,631 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
142 |
| Investor psychology in capital markets: evidence and policy implications |
0 |
0 |
4 |
702 |
2 |
6 |
31 |
1,938 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
0 |
2 |
22 |
2 |
2 |
8 |
89 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
4 |
299 |
2 |
2 |
14 |
1,050 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
2 |
5 |
18 |
1,467 |
8 |
23 |
66 |
3,906 |
| Momentum crashes |
5 |
15 |
37 |
410 |
20 |
64 |
190 |
1,480 |
| Monetary Policy and Reaching for Income |
1 |
1 |
3 |
49 |
2 |
3 |
11 |
136 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
55 |
1 |
4 |
10 |
326 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
0 |
1 |
6 |
1 |
5 |
10 |
25 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
2 |
26 |
4 |
8 |
24 |
105 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
1 |
3 |
4 |
249 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
37 |
2 |
2 |
10 |
205 |
| The Cross-Section of Risk and Returns |
0 |
0 |
1 |
57 |
1 |
5 |
9 |
170 |
| The power and size of mean reversion tests |
0 |
0 |
1 |
79 |
0 |
1 |
3 |
220 |
| Total Journal Articles |
8 |
21 |
79 |
4,337 |
49 |
140 |
428 |
13,414 |
|
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