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 6 10 12 357
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 89 6 7 7 367
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 3 8 12 329
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 2 4 4 291
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 1 2 3 225
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 7 7 7 120
Asset Returns and Intertemporal Preferences 0 0 0 266 6 9 10 701
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 2 3 3 230
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 3 6 6 108
Bayesian Inference and Portfolio Efficiency 0 0 0 0 8 10 10 283
Bayesian Inference and Portfolio Efficiency 0 0 0 114 9 11 16 416
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 2 5 5 103
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 5 5 5 263
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 1 1 156
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 3 5 5 93
Endogenous benchmarks 0 0 1 29 1 13 16 116
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 3 5 11 543
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 1 2 4 122
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 3 7 10 643
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 4 5 6 161
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 4 13 19 1,968
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 2 3 449
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 8 10 12 1,153
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 1 3 3 160
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 1 2 2 98
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 2 3 3 266
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 4 4 130
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 3 3 4 483
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 1 3 4 460
The (Bad?) Timing of Mutual Fund Investors 0 2 4 251 3 6 15 913
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 1 3 4 164
Total Working Papers 0 2 5 1,973 101 177 226 11,871

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 4 4 722
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 4 9 10 243
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 3 4 4 207
Asset returns and intertemporal preferences 0 0 0 231 6 6 8 647
Bayesian Inference and Portfolio Efficiency 0 0 0 160 4 6 11 481
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 2 75 2 5 13 240
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 4 5 8 530
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 0 0 130 2 2 2 588
Firms' fiscal years, size and industry 0 0 0 36 5 5 10 106
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 2 2 4 173
Learning from Trading 0 0 0 29 5 5 5 115
Market Efficiency and Value Line's Record 0 0 1 141 3 4 9 713
Mean-Variance Spanning 0 1 5 559 5 12 25 1,325
Measuring investor sentiment with mutual fund flows 0 0 7 274 11 29 63 886
Mimicking Portfolios and Exact Arbitrage Pricing 1 3 9 298 6 14 24 640
Mutual fund performance evaluation with active peer benchmarks 0 0 2 127 4 9 17 453
On correlations and inferences about mean-variance efficiency 0 0 0 147 2 2 4 385
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 4 4 5 43
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 366 7 10 13 856
On the incentives for money managers: A signalling approach 0 0 0 103 4 6 7 226
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 0 1 3 42
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 5 6 9 351
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 2 4 7 439
Real and nominal effects of central bank monetary policy 0 0 0 76 3 5 6 197
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 1 2 7 339
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 1 2 5 548
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 2 3 3 113
The Price Pressure of Aggregate Mutual Fund Flows 1 1 2 44 2 5 8 151
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 1 92 3 4 5 481
Value Line Rank and Firm Size 0 0 0 60 2 7 9 329
Total Journal Articles 2 5 30 3,698 105 182 308 12,569

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Statistics updated 2026-02-12