Access Statistics for Shmuel Kandel

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
A Mean-Variance Framework for Tests for Asset Pricing Models 0 0 0 0 2 6 18 363
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 89 0 0 7 367
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 1 3 15 332
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 1 3 7 294
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 1 1 4 226
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 2 9 122
Asset Returns and Intertemporal Preferences 0 0 0 266 6 10 19 711
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 6 7 10 237
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 4 5 11 113
Bayesian Inference and Portfolio Efficiency 0 0 0 0 2 5 15 288
Bayesian Inference and Portfolio Efficiency 0 0 0 114 5 8 22 424
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 6 264
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 2 3 8 106
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 1 1 2 157
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 1 2 7 95
Endogenous benchmarks 0 0 1 29 1 1 16 117
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 0 5 11 548
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 5 123
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 1 4 14 647
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 1 2 8 163
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 1 682 0 3 19 1,971
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 6 452
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 4 10 20 1,163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 4 5 7 103
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 3 3 6 163
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 2 6 132
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 1 4 267
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 2 5 462
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 2 2 6 485
The (Bad?) Timing of Mutual Fund Investors 1 1 4 252 5 6 17 919
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 2 5 9 169
Total Working Papers 1 2 6 1,975 58 112 319 11,983

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Mean-Variance Framework for Tests of Asset Pricing Models 0 0 0 181 1 2 6 724
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 2 3 12 246
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 1 5 9 212
Asset returns and intertemporal preferences 0 0 0 231 4 4 11 651
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 1 11 482
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 1 75 1 4 14 244
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 2 4 11 534
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 0 0 130 1 2 4 590
Firms' fiscal years, size and industry 1 1 1 37 2 2 10 108
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 2 5 8 178
Learning from Trading 0 0 0 29 1 2 7 117
Market Efficiency and Value Line's Record 0 0 0 141 1 2 9 715
Mean-Variance Spanning 0 0 4 559 2 7 30 1,332
Measuring investor sentiment with mutual fund flows 0 3 10 277 4 23 80 909
Mimicking Portfolios and Exact Arbitrage Pricing 1 1 9 299 4 13 35 653
Mutual fund performance evaluation with active peer benchmarks 0 1 1 128 3 8 21 461
On correlations and inferences about mean-variance efficiency 0 0 0 147 2 8 11 393
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 1 3 7 46
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 1 367 4 8 21 864
On the incentives for money managers: A signalling approach 0 0 0 103 1 2 9 228
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 2 2 5 44
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 1 1 10 352
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 4 6 13 445
Real and nominal effects of central bank monetary policy 0 0 0 76 0 1 7 198
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 2 4 9 343
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 1 14 17 562
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 4 6 9 119
The Price Pressure of Aggregate Mutual Fund Flows 0 1 3 45 4 8 16 159
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 1 92 2 4 9 485
Value Line Rank and Firm Size 0 0 0 60 2 3 11 332
Total Journal Articles 2 8 32 3,706 61 157 432 12,726

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Statistics updated 2026-05-06