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 1 4 66 0 5 16 278
Common Stock Returns and the Business Cycle 0 0 0 5 1 2 2 25
Covariance Risk, Mispricing, and the Cross Section of Security Returns 0 0 0 277 0 0 2 1,040
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns 0 1 3 1,005 1 5 12 2,712
Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? 0 0 0 405 0 0 1 1,572
Investor Psychology and Tests of Factor Pricing Models 0 0 0 78 0 1 2 293
Liquidity Regimes and Optimal Dynamic Asset Allocation 0 0 0 7 0 0 0 41
Liquidity Regimes and Optimal Dynamic Asset Allocation 1 3 19 140 1 7 44 435
Market Efficiency in an Irrational World 0 0 4 1,217 0 2 17 2,566
Market Reactions to Tangible and Intangible Information 0 0 0 424 0 0 0 1,571
Momentum Crashes 0 1 4 81 0 6 22 256
Monetary Policy and Reaching for Income 0 0 0 23 1 1 4 81
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands 0 0 2 2 0 0 10 10
Overconfident Investors, Predictable Returns, and Excessive Trading 0 0 0 46 0 0 5 140
Overconfident investors, predictable returns, and excessive trading 0 0 0 59 2 7 14 103
Short- and Long-Horizon Behavioral Factors 0 0 4 104 2 2 12 520
Tail Risk in Momentum Strategy Returns 0 0 0 80 1 3 8 364
The Carry Trade: Risks and Drawdowns 0 0 0 35 0 3 4 149
The Cross-Section of Risk and Return 0 0 2 42 0 0 4 62
The Dynamics of Disagreement 0 0 0 11 0 0 1 59
Total Working Papers 1 6 42 4,107 9 44 180 12,277


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 1 12 0 3 4 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 0 1 261
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 0 0 2 47 0 1 5 128
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns 0 2 6 846 2 4 22 2,617
Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? 0 0 0 40 0 0 4 140
Investor psychology in capital markets: evidence and policy implications 0 2 15 701 2 13 49 1,925
Liquidity regimes and optimal dynamic asset allocation 0 0 3 22 0 1 7 85
Market Reactions to Tangible and Intangible Information 0 3 5 298 1 7 20 1,044
Measuring Mutual Fund Performance with Characteristic-Based Benchmarks 2 4 35 1,456 2 10 95 3,864
Momentum crashes 1 7 33 385 3 33 125 1,347
Monetary Policy and Reaching for Income 0 0 8 47 2 3 21 131
Overconfident Investors, Predictable Returns, and Excessive Trading 0 0 3 55 2 4 17 320
Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public 0 1 2 6 0 3 7 19
Short- and Long-Horizon Behavioral Factors 1 1 5 26 2 5 24 90
Testing Factor-Model Explanations of Market Anomalies 0 0 0 96 0 0 0 245
The Carry Trade: Risks and Drawdowns 0 0 3 37 0 1 13 198
The Cross-Section of Risk and Returns 0 0 3 57 1 1 11 164
The power and size of mean reversion tests 0 0 0 78 0 0 2 218
Total Journal Articles 4 20 124 4,293 17 89 427 13,140


Statistics updated 2025-04-04