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 |
0 |
2 |
69 |
1 |
6 |
44 |
334 |
| Asymmetric Reversals |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
0 |
6 |
11 |
38 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
0 |
1 |
10 |
1,051 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
1 |
3 |
1,008 |
2 |
8 |
37 |
2,753 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
1 |
406 |
1 |
2 |
8 |
1,580 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
1 |
79 |
0 |
1 |
14 |
307 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
1 |
1 |
22 |
63 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
2 |
2 |
3 |
146 |
4 |
5 |
34 |
479 |
| Market Efficiency in an Irrational World |
0 |
0 |
0 |
1,220 |
0 |
1 |
14 |
2,588 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
0 |
2 |
20 |
1,594 |
| Momentum Crashes |
0 |
1 |
12 |
99 |
11 |
29 |
116 |
393 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
2 |
2 |
18 |
101 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
0 |
2 |
1 |
3 |
14 |
26 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
1 |
3 |
33 |
174 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
0 |
0 |
15 |
124 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
105 |
0 |
5 |
40 |
568 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
5 |
11 |
31 |
397 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
37 |
1 |
3 |
28 |
193 |
| The Cross-Section of Risk and Return |
0 |
1 |
3 |
45 |
1 |
5 |
29 |
92 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
1 |
1 |
9 |
69 |
| Total Working Papers |
2 |
5 |
27 |
4,148 |
32 |
95 |
547 |
12,924 |
| 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 |
1 |
4 |
54 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
300 |
| 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 |
4 |
268 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
1 |
50 |
1 |
2 |
26 |
159 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
2 |
3 |
5 |
852 |
2 |
13 |
66 |
2,695 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
1 |
41 |
0 |
1 |
21 |
163 |
| Investor psychology in capital markets: evidence and policy implications |
0 |
0 |
3 |
705 |
0 |
3 |
29 |
1,965 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
0 |
2 |
24 |
3 |
8 |
31 |
118 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
4 |
303 |
0 |
7 |
29 |
1,077 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
7 |
12 |
31 |
1,496 |
13 |
28 |
106 |
4,004 |
| Momentum crashes |
6 |
11 |
42 |
447 |
39 |
167 |
422 |
1,882 |
| Monetary Policy and Reaching for Income |
1 |
1 |
3 |
51 |
1 |
3 |
21 |
155 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
2 |
57 |
0 |
0 |
20 |
345 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
0 |
1 |
7 |
1 |
1 |
12 |
36 |
| Short- and Long-Horizon Behavioral Factors |
1 |
1 |
1 |
27 |
2 |
5 |
35 |
136 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
0 |
1 |
15 |
263 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
38 |
1 |
3 |
20 |
223 |
| The Cross-Section of Risk and Returns |
0 |
0 |
1 |
58 |
0 |
0 |
19 |
188 |
| The power and size of mean reversion tests |
0 |
0 |
1 |
80 |
1 |
2 |
12 |
232 |
| Total Journal Articles |
17 |
28 |
99 |
4,428 |
64 |
246 |
898 |
14,263 |
|
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