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 |
68 |
1 |
8 |
25 |
298 |
| 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 |
4 |
5 |
6 |
1,046 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
1 |
1,005 |
5 |
7 |
16 |
2,723 |
| Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
405 |
1 |
2 |
2 |
1,574 |
| Investor Psychology and Tests of Factor Pricing Models |
0 |
0 |
0 |
78 |
2 |
2 |
3 |
295 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
6 |
143 |
3 |
8 |
25 |
453 |
| Liquidity Regimes and Optimal Dynamic Asset Allocation |
0 |
0 |
0 |
7 |
1 |
3 |
3 |
44 |
| Market Efficiency in an Irrational World |
0 |
0 |
3 |
1,220 |
4 |
7 |
17 |
2,581 |
| Market Reactions to Tangible and Intangible Information |
0 |
0 |
0 |
424 |
1 |
4 |
7 |
1,578 |
| Momentum Crashes |
2 |
3 |
10 |
90 |
9 |
15 |
42 |
292 |
| Monetary Policy and Reaching for Income |
0 |
0 |
0 |
23 |
1 |
2 |
5 |
85 |
| Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
14 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
46 |
2 |
9 |
10 |
150 |
| Overconfident investors, predictable returns, and excessive trading |
0 |
0 |
0 |
59 |
1 |
6 |
19 |
115 |
| Short- and Long-Horizon Behavioral Factors |
0 |
1 |
1 |
105 |
4 |
7 |
17 |
535 |
| Tail Risk in Momentum Strategy Returns |
0 |
0 |
0 |
80 |
1 |
1 |
6 |
367 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
36 |
2 |
5 |
24 |
170 |
| The Cross-Section of Risk and Return |
0 |
0 |
0 |
42 |
7 |
11 |
12 |
74 |
| The Dynamics of Disagreement |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
62 |
| Total Working Papers |
2 |
5 |
25 |
4,126 |
52 |
107 |
251 |
12,484 |
| 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 |
2 |
5 |
52 |
| Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?" |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
296 |
| 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 |
265 |
| EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS |
0 |
0 |
2 |
49 |
3 |
6 |
12 |
139 |
| Evidence on the Characteristics of Cross Sectional Variation in Stock Returns |
0 |
0 |
3 |
847 |
10 |
16 |
32 |
2,645 |
| Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? |
0 |
0 |
0 |
40 |
2 |
8 |
10 |
150 |
| Investor psychology in capital markets: evidence and policy implications |
1 |
1 |
4 |
703 |
5 |
8 |
32 |
1,944 |
| Liquidity regimes and optimal dynamic asset allocation |
0 |
1 |
1 |
23 |
2 |
9 |
12 |
96 |
| Market Reactions to Tangible and Intangible Information |
0 |
1 |
5 |
300 |
2 |
5 |
16 |
1,053 |
| Measuring Mutual Fund Performance with Characteristic-Based Benchmarks |
2 |
4 |
17 |
1,469 |
7 |
17 |
61 |
3,915 |
| Momentum crashes |
7 |
15 |
42 |
420 |
23 |
61 |
207 |
1,521 |
| Monetary Policy and Reaching for Income |
0 |
1 |
2 |
49 |
1 |
6 |
12 |
140 |
| Overconfident Investors, Predictable Returns, and Excessive Trading |
0 |
0 |
0 |
55 |
5 |
9 |
18 |
334 |
| Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public |
0 |
0 |
1 |
6 |
3 |
5 |
13 |
29 |
| Short- and Long-Horizon Behavioral Factors |
0 |
0 |
1 |
26 |
6 |
14 |
30 |
115 |
| Testing Factor-Model Explanations of Market Anomalies |
0 |
0 |
0 |
96 |
1 |
2 |
5 |
250 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
37 |
4 |
6 |
12 |
209 |
| The Cross-Section of Risk and Returns |
0 |
0 |
0 |
57 |
1 |
5 |
11 |
174 |
| The power and size of mean reversion tests |
0 |
1 |
2 |
80 |
1 |
3 |
5 |
223 |
| Total Journal Articles |
10 |
24 |
80 |
4,353 |
79 |
185 |
499 |
13,550 |
|
|
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