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 3 67 1 3 12 281
Common Stock Returns and the Business Cycle 0 0 0 5 0 1 2 25
Covariance Risk, Mispricing, and the Cross Section of Security Returns 0 0 0 277 0 0 1 1,040
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns 0 0 3 1,005 0 1 9 2,712
Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? 0 0 0 405 0 0 0 1,572
Investor Psychology and Tests of Factor Pricing Models 0 0 0 78 0 0 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 2 15 141 1 3 34 437
Market Efficiency in an Irrational World 2 3 6 1,220 4 6 19 2,572
Market Reactions to Tangible and Intangible Information 0 0 0 424 0 0 0 1,571
Momentum Crashes 2 2 5 83 4 4 24 260
Monetary Policy and Reaching for Income 0 0 0 23 0 2 4 82
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands 0 0 2 2 0 1 11 11
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 5 13 106
Short- and Long-Horizon Behavioral Factors 0 0 2 104 2 4 11 522
Tail Risk in Momentum Strategy Returns 0 0 0 80 0 1 7 364
The Carry Trade: Risks and Drawdowns 1 1 1 36 8 9 13 158
The Cross-Section of Risk and Return 0 0 0 42 1 1 3 63
The Dynamics of Disagreement 0 0 0 11 0 0 1 59
Total Working Papers 6 9 37 4,115 23 41 171 12,309


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 0 3 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 2 2 3 263
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 1 1 2 48 1 2 6 130
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns 1 1 6 847 3 5 22 2,620
Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? 0 0 0 40 0 0 3 140
Investor psychology in capital markets: evidence and policy implications 1 1 11 702 4 6 40 1,929
Liquidity regimes and optimal dynamic asset allocation 0 0 3 22 0 1 7 86
Market Reactions to Tangible and Intangible Information 0 0 3 298 0 1 16 1,044
Measuring Mutual Fund Performance with Characteristic-Based Benchmarks 0 7 29 1,461 3 17 76 3,879
Momentum crashes 1 5 28 389 10 24 119 1,368
Monetary Policy and Reaching for Income 0 1 4 48 1 4 16 133
Overconfident Investors, Predictable Returns, and Excessive Trading 0 0 2 55 1 3 13 321
Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public 0 0 2 6 0 0 7 19
Short- and Long-Horizon Behavioral Factors 0 1 5 26 1 8 28 96
Testing Factor-Model Explanations of Market Anomalies 0 0 0 96 0 1 1 246
The Carry Trade: Risks and Drawdowns 0 0 2 37 2 3 13 201
The Cross-Section of Risk and Returns 0 0 3 57 0 2 10 165
The power and size of mean reversion tests 1 1 1 79 1 1 3 219
Total Journal Articles 5 18 101 4,307 29 80 386 13,203


Statistics updated 2025-06-06