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 0 1 2 346
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 89 0 0 0 360
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 1 3 3 320
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 0 287
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 0 113
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 0 222
Asset Returns and Intertemporal Preferences 0 0 0 266 0 0 1 692
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 0 102
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 1 227
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 0 273
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 1 3 403
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 98
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 258
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 0 1 88
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 0 155
Endogenous benchmarks 0 1 1 29 0 2 4 103
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 0 0 6 537
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 1 119
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 1 3 4 636
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 0 1 1 156
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 1 1 4 1,953
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 0 0 446
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 0 5 1,143
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 0 96
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 0 157
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 0 263
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 1 126
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 1 457
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 1 480
The (Bad?) Timing of Mutual Fund Investors 0 1 2 249 0 3 8 906
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 0 0 0 160
Total Working Papers 0 2 3 1,971 3 16 47 11,682

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 0 0 0 718
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 0 1 234
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 0 0 0 203
Asset returns and intertemporal preferences 0 0 1 231 0 1 5 641
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 1 2 472
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 2 75 0 1 9 234
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 1 1 2 524
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 0 0 130 0 0 0 586
Firms' fiscal years, size and industry 0 0 2 36 0 2 6 100
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 0 0 2 170
Learning from Trading 0 0 1 29 0 0 1 110
Market Efficiency and Value Line's Record 0 0 1 141 0 0 3 706
Mean-Variance Spanning 1 1 3 557 1 1 8 1,307
Measuring investor sentiment with mutual fund flows 0 0 10 273 2 5 43 852
Mimicking Portfolios and Exact Arbitrage Pricing 2 2 11 295 2 4 18 626
Mutual fund performance evaluation with active peer benchmarks 0 0 4 127 1 2 16 444
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 0 2 383
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 0 0 1 39
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 366 0 1 2 844
On the incentives for money managers: A signalling approach 0 0 0 103 0 1 1 220
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 0 1 1 40
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 0 0 342
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 0 2 2 434
Real and nominal effects of central bank monetary policy 0 0 1 76 0 0 2 191
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 0 127 0 0 2 334
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 0 1 4 546
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 0 0 0 110
The Price Pressure of Aggregate Mutual Fund Flows 0 1 2 43 0 1 3 144
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 1 1 92 0 1 2 477
Value Line Rank and Firm Size 0 0 0 60 0 0 1 321
Total Journal Articles 3 5 40 3,690 8 26 139 12,352

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Statistics updated 2025-10-06