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 |
69 |
13 |
17 |
34 |
311 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
28 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
2 |
6 |
8 |
1,048 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
0 |
1,005 |
3 |
9 |
17 |
2,726 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
1 |
2 |
3 |
1,575 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
0 |
78 |
1 |
3 |
4 |
296 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
1 |
1 |
6 |
144 |
9 |
13 |
32 |
462 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
4 |
7 |
7 |
48 |
| Market Efficiency in an Irrational World |
0 |
0 |
3 |
1,220 |
3 |
10 |
20 |
2,584 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
4 |
7 |
11 |
1,582 |
| Momentum Crashes |
0 |
2 |
9 |
90 |
11 |
22 |
49 |
303 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
7 |
9 |
12 |
92 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
0 |
2 |
4 |
5 |
8 |
18 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
6 |
13 |
16 |
156 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
1 |
4 |
18 |
116 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
105 |
8 |
13 |
25 |
543 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
6 |
7 |
11 |
373 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
36 |
4 |
8 |
28 |
174 |
| The Cross-Section of Risk and Return |
0 |
0 |
0 |
42 |
1 |
11 |
13 |
75 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
2 |
4 |
5 |
64 |
| Total Working Papers |
2 |
4 |
23 |
4,128 |
90 |
171 |
326 |
12,574 |
| 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 |
2 |
2 |
52 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
298 |
| 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 |
2 |
5 |
266 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
1 |
1 |
3 |
50 |
8 |
13 |
20 |
147 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
3 |
847 |
4 |
18 |
36 |
2,649 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
40 |
5 |
13 |
15 |
155 |
| Investor psychology in capital markets: evidence and policy implications |
0 |
1 |
3 |
703 |
6 |
12 |
30 |
1,950 |
| Liquidity regimes and optimal dynamic asset allocation |
1 |
2 |
2 |
24 |
3 |
10 |
14 |
99 |
| Market Reactions to Tangible and Intangible Information |
0 |
1 |
5 |
300 |
3 |
6 |
18 |
1,056 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
4 |
6 |
20 |
1,473 |
13 |
22 |
71 |
3,928 |
| Momentum crashes |
3 |
13 |
42 |
423 |
19 |
60 |
210 |
1,540 |
| Monetary Policy and Reaching for Income |
0 |
0 |
2 |
49 |
5 |
9 |
17 |
145 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
55 |
2 |
10 |
18 |
336 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
0 |
0 |
6 |
1 |
5 |
12 |
30 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
26 |
5 |
15 |
35 |
120 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
6 |
7 |
11 |
256 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
37 |
3 |
7 |
14 |
212 |
| The Cross-Section of Risk and Returns |
0 |
0 |
0 |
57 |
6 |
10 |
17 |
180 |
| The power and size of mean reversion tests |
0 |
1 |
2 |
80 |
4 |
7 |
9 |
227 |
| Total Journal Articles |
9 |
25 |
83 |
4,362 |
96 |
232 |
558 |
13,646 |
|
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