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 |
8 |
15 |
46 |
326 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
4 |
4 |
7 |
32 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
2 |
2 |
10 |
1,050 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
2 |
2 |
1,007 |
8 |
15 |
29 |
2,741 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
2 |
2 |
5 |
1,577 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
1 |
1 |
79 |
5 |
8 |
11 |
304 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
4 |
12 |
19 |
60 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
4 |
144 |
4 |
5 |
31 |
467 |
| Market Efficiency in an Irrational World |
0 |
0 |
2 |
1,220 |
1 |
1 |
17 |
2,585 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
5 |
7 |
18 |
1,589 |
| Momentum Crashes |
1 |
6 |
15 |
96 |
20 |
38 |
85 |
341 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
4 |
6 |
16 |
98 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
0 |
2 |
4 |
4 |
11 |
22 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
7 |
14 |
30 |
170 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
0 |
6 |
18 |
122 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
105 |
6 |
11 |
34 |
554 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
3 |
12 |
21 |
385 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
36 |
5 |
9 |
33 |
183 |
| The Cross-Section of Risk and Return |
0 |
0 |
0 |
42 |
5 |
7 |
20 |
82 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
4 |
4 |
9 |
68 |
| Total Working Papers |
1 |
9 |
28 |
4,137 |
101 |
182 |
470 |
12,756 |
| 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 |
1 |
1 |
3 |
53 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
1 |
2 |
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 |
1 |
1 |
6 |
267 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
3 |
50 |
2 |
8 |
26 |
155 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
2 |
3 |
849 |
9 |
25 |
57 |
2,674 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
40 |
0 |
1 |
16 |
156 |
| Investor psychology in capital markets: evidence and policy implications |
0 |
2 |
4 |
705 |
2 |
10 |
35 |
1,960 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
0 |
2 |
24 |
3 |
4 |
17 |
103 |
| Market Reactions to Tangible and Intangible Information |
0 |
2 |
4 |
302 |
2 |
6 |
18 |
1,062 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
1 |
4 |
16 |
1,477 |
14 |
29 |
81 |
3,957 |
| Momentum crashes |
1 |
7 |
42 |
430 |
43 |
102 |
284 |
1,642 |
| Monetary Policy and Reaching for Income |
0 |
0 |
1 |
49 |
3 |
5 |
18 |
150 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
1 |
2 |
2 |
57 |
3 |
6 |
22 |
342 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
0 |
0 |
6 |
0 |
4 |
15 |
34 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
0 |
26 |
2 |
6 |
31 |
126 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
1 |
3 |
13 |
259 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
37 |
4 |
5 |
18 |
217 |
| The Cross-Section of Risk and Returns |
0 |
1 |
1 |
58 |
4 |
7 |
22 |
187 |
| The power and size of mean reversion tests |
0 |
0 |
2 |
80 |
1 |
2 |
11 |
229 |
| Total Journal Articles |
3 |
20 |
80 |
4,382 |
96 |
227 |
699 |
13,873 |
|
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