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 18 364
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 89 1 2 9 369
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 1 1 16 333
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 1 8 295
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 4 226
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 9 122
Asset Returns and Intertemporal Preferences 0 0 0 266 0 2 21 713
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 12 114
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 10 237
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 0 21 424
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 2 17 290
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 2 8 266
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 8 106
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 2 157
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 0 1 8 96
Endogenous benchmarks 0 0 1 29 0 0 16 117
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 0 1 12 549
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 4 123
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 1 15 648
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 0 2 9 165
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 682 1 3 22 1,974
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 9 455
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 0 20 1,163
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 1 8 104
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 0 6 163
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 4 267
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 6 132
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 1 6 486
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 1 6 463
The (Bad?) Timing of Mutual Fund Investors 0 0 4 252 0 1 16 920
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 0 1 10 170
Total Working Papers 0 0 6 1,975 6 28 340 12,011

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 1 7 725
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 2 14 248
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 2 3 12 215
Asset returns and intertemporal preferences 0 0 0 231 0 1 12 652
Bayesian Inference and Portfolio Efficiency 0 0 0 160 0 0 11 482
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 0 75 0 1 11 245
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 0 11 534
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 0 0 130 0 0 4 590
Firms' fiscal years, size and industry 0 0 1 37 0 2 11 110
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 1 2 10 180
Learning from Trading 0 0 0 29 0 0 7 117
Market Efficiency and Value Line's Record 0 0 0 141 0 0 9 715
Mean-Variance Spanning 0 0 3 559 3 8 34 1,340
Measuring investor sentiment with mutual fund flows 1 3 7 280 3 12 72 921
Mimicking Portfolios and Exact Arbitrage Pricing 0 2 8 301 1 10 39 663
Mutual fund performance evaluation with active peer benchmarks 0 1 2 129 1 5 24 466
On correlations and inferences about mean-variance efficiency 0 0 0 147 0 1 11 394
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 1 1 8 47
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 367 0 2 23 866
On the incentives for money managers: A signalling approach 0 0 0 103 0 0 8 228
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 1 1 5 45
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 1 1 76 0 2 12 354
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 0 0 13 445
Real and nominal effects of central bank monetary policy 0 1 1 77 1 2 9 200
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 0 0 9 343
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 1 3 20 565
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 0 1 10 120
The Price Pressure of Aggregate Mutual Fund Flows 0 0 3 45 0 0 16 159
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 0 92 0 1 9 486
Value Line Rank and Firm Size 0 0 0 60 0 0 11 332
Total Journal Articles 1 8 28 3,714 17 61 452 12,787

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Statistics updated 2026-08-07