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 1 2 4 348
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 2 4 6 323
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 1 1 223
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 0 113
Asset Returns and Intertemporal Preferences 0 0 0 266 1 1 2 693
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 0 1 1 1 274
Bayesian Inference and Portfolio Efficiency 0 0 0 114 1 3 6 406
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 0 1 29 2 2 5 105
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 2 3 8 540
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 2 120
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 3 5 638
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 0 0 1 156
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 681 0 3 6 1,955
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 1 1 447
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 1 1 3 1,144
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 2 2 3 128
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 0 0 263
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 1 1 2 458
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 2 2 4 251 3 4 12 910
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 2 3 3 163
Total Working Papers 2 2 5 1,973 21 36 74 11,715

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 1 719
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 0 231 0 0 2 641
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 5 6 476
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 2 75 1 2 11 236
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 0 2 3 525
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 1 36 0 1 6 101
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 0 1 3 171
Learning from Trading 0 0 0 29 0 0 0 110
Market Efficiency and Value Line's Record 0 0 1 141 1 4 7 710
Mean-Variance Spanning 0 2 4 558 2 9 16 1,315
Measuring investor sentiment with mutual fund flows 0 1 8 274 5 12 44 862
Mimicking Portfolios and Exact Arbitrage Pricing 1 3 8 296 3 5 15 629
Mutual fund performance evaluation with active peer benchmarks 0 0 3 127 2 3 11 446
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 1 3 5 847
On the incentives for money managers: A signalling approach 0 0 0 103 1 1 2 221
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 0 1 2 41
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 1 4 4 346
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 1 2 4 436
Real and nominal effects of central bank monetary policy 0 0 1 76 2 3 4 194
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 1 1 128 0 3 5 337
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 0 0 4 546
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 1 1 1 111
The Price Pressure of Aggregate Mutual Fund Flows 0 0 1 43 1 3 4 147
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 1 92 1 1 2 478
Value Line Rank and Firm Size 0 0 0 60 1 2 3 323
Total Journal Articles 1 7 32 3,694 26 69 169 12,413

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Statistics updated 2025-12-06