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 3 345
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 0 0 0 317
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 1 287
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 0 222
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 0 113
Asset Returns and Intertemporal Preferences 0 0 1 266 1 1 4 692
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 3 227
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 1 1 1 401
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 2 273
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 0 0 1 1 88
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 0 155
Endogenous benchmarks 0 0 1 28 1 1 5 101
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 0 0 1 532
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 0 1 118
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 0 1 633
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 0 0 1 155
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 0 0 1 1,949
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 4 1,141
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 1 1 126
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 1 479
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 1 1 1 457
The (Bad?) Timing of Mutual Fund Investors 0 0 3 247 0 0 4 898
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 0 0 0 160
Total Working Papers 0 0 6 1,968 4 8 37 11,649

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 1 718
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 1 1 1 234
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 0 0 2 203
Asset returns and intertemporal preferences 0 0 2 231 0 0 10 639
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 1 1 471
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 0 73 1 3 4 228
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 1 1 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 1 2 36 0 1 2 96
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 1 2 2 170
Learning from Trading 0 0 1 29 0 0 1 110
Market Efficiency and Value Line's Record 0 0 0 140 1 2 2 705
Mean-Variance Spanning 0 0 4 554 0 1 9 1,300
Measuring investor sentiment with mutual fund flows 0 1 17 267 0 5 48 823
Mimicking Portfolios and Exact Arbitrage Pricing 1 2 14 290 1 3 18 617
Mutual fund performance evaluation with active peer benchmarks 1 2 3 126 3 4 32 439
On correlations and inferences about mean-variance efficiency 0 0 1 147 1 1 2 382
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 1 1 1 39
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 1 2 366 0 1 4 843
On the incentives for money managers: A signalling approach 0 0 0 103 0 0 0 219
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 0 0 0 39
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 0 1 342
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 0 0 2 432
Real and nominal effects of central bank monetary policy 0 1 1 76 0 1 3 191
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 127 0 0 3 332
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 1 2 8 544
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 0 1 42 0 0 4 143
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 0 91 0 0 1 476
Value Line Rank and Firm Size 0 0 0 60 1 1 1 321
Total Journal Articles 2 8 49 3,670 14 31 164 12,275

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Statistics updated 2025-03-03