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 1 89 0 0 1 360
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 2 2 2 319
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 1 227
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 0 102
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 1 3 403
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 1 273
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 1 0 0 0 155
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 0 1 88
Endogenous benchmarks 1 1 1 29 2 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 2 119
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 2 3 635
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 0 0 3 1,952
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 1 0 0 0 157
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 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 1 1 2 249 2 4 8 906
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 0 0 0 160
Total Working Papers 2 2 4 1,971 8 14 47 11,679

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 1 203
Asset returns and intertemporal preferences 0 0 1 231 1 1 6 641
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 0 1 471
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 1 2 75 0 2 9 234
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 1 523
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 1 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 0 0 2 556 0 2 7 1,306
Measuring investor sentiment with mutual fund flows 0 1 11 273 1 9 45 850
Mimicking Portfolios and Exact Arbitrage Pricing 0 2 9 293 0 4 16 624
Mutual fund performance evaluation with active peer benchmarks 0 0 4 127 1 3 19 443
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 1 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 1 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 2 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 1 1 8 546
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 1 1 2 43 1 1 4 144
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 1 6 38 3,687 9 32 146 12,344

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05