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 |
2 |
10 |
46 |
328 |
| Common Stock Returns and the Business Cycle |
0 |
0 |
0 |
5 |
0 |
4 |
7 |
32 |
| Covariance Risk, Mispricing, and the Cross Section of Security Returns |
0 |
0 |
0 |
277 |
0 |
2 |
10 |
1,050 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
2 |
1,007 |
1 |
12 |
33 |
2,745 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
1 |
1 |
406 |
0 |
3 |
6 |
1,578 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
1 |
79 |
1 |
7 |
13 |
306 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
1 |
6 |
21 |
62 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
3 |
144 |
7 |
11 |
36 |
474 |
| Market Efficiency in an Irrational World |
0 |
0 |
0 |
1,220 |
1 |
3 |
14 |
2,587 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
0 |
8 |
21 |
1,592 |
| Momentum Crashes |
0 |
3 |
14 |
98 |
12 |
43 |
101 |
364 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
1 |
5 |
16 |
99 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
0 |
2 |
1 |
5 |
12 |
23 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
0 |
8 |
31 |
171 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
2 |
2 |
18 |
124 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
105 |
3 |
15 |
39 |
563 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
0 |
4 |
22 |
386 |
| The Carry Trade: Risks and Drawdowns |
0 |
1 |
1 |
37 |
1 |
12 |
31 |
190 |
| The Cross-Section of Risk and Return |
0 |
2 |
2 |
44 |
2 |
10 |
24 |
87 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
0 |
4 |
9 |
68 |
| Total Working Papers |
0 |
7 |
27 |
4,143 |
35 |
174 |
510 |
12,829 |
| 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 |
3 |
53 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
0 |
1 |
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 |
267 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
1 |
50 |
0 |
4 |
26 |
157 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
2 |
849 |
4 |
17 |
61 |
2,682 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
1 |
1 |
41 |
3 |
6 |
21 |
162 |
| Investor psychology in capital markets: evidence and policy implications |
0 |
0 |
3 |
705 |
1 |
4 |
31 |
1,962 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
0 |
2 |
24 |
4 |
10 |
24 |
110 |
| Market Reactions to Tangible and Intangible Information |
0 |
1 |
4 |
303 |
3 |
10 |
25 |
1,070 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
3 |
8 |
23 |
1,484 |
10 |
33 |
95 |
3,976 |
| Momentum crashes |
2 |
7 |
44 |
436 |
44 |
116 |
314 |
1,715 |
| Monetary Policy and Reaching for Income |
0 |
1 |
2 |
50 |
0 |
5 |
19 |
152 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
1 |
2 |
57 |
2 |
6 |
23 |
345 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
1 |
1 |
7 |
0 |
1 |
16 |
35 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
0 |
26 |
2 |
7 |
35 |
131 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
2 |
4 |
16 |
262 |
| The Carry Trade: Risks and Drawdowns |
0 |
1 |
1 |
38 |
1 |
7 |
18 |
220 |
| The Cross-Section of Risk and Returns |
0 |
0 |
1 |
58 |
1 |
5 |
23 |
188 |
| The power and size of mean reversion tests |
0 |
0 |
1 |
80 |
0 |
2 |
11 |
230 |
| Total Journal Articles |
5 |
21 |
88 |
4,400 |
77 |
240 |
771 |
14,017 |
|
|
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