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 0 0 342
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 87 1 1 2 358
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 156 0 0 0 316
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 2 285
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 1 265 0 0 3 687
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 1 224
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 1 102
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 0 1 271
Bayesian Inference and Portfolio Efficiency 0 0 1 114 0 0 1 399
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 97
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 0 0 256
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 0 87
Endogenous benchmarks 0 0 0 24 0 0 1 92
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 0 0 1 531
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 0 1 4 117
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 0 1 3 629
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 0 0 0 154
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 679 1 4 17 1,944
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 1 1 446
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 0 0 1 1,136
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 Expected Returns (Revision of 3-93) 0 0 0 1 0 0 0 157
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 0 125
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 4 455
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 1 478
The (Bad?) Timing of Mutual Fund Investors 0 0 2 240 1 1 6 888
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 0 0 0 160
Total Working Papers 0 0 5 1,951 3 9 50 11,585

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 1 181 0 0 1 712
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 0 0 233
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 1 36 0 0 5 197
Asset returns and intertemporal preferences 0 0 1 228 1 1 11 622
Bayesian Inference and Portfolio Efficiency 0 0 1 160 0 0 2 469
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 0 73 0 0 1 224
Expectations and Volatility of Consumption and Asset Returns 0 0 0 136 1 1 1 520
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 1 1 130 0 1 2 584
Firms' fiscal years, size and industry 0 0 1 34 0 2 4 94
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 0 0 0 168
Learning from Trading 0 0 0 28 0 0 2 107
Market Efficiency and Value Line's Record 0 0 1 139 0 0 1 702
Mean-Variance Spanning 1 3 8 544 3 6 18 1,279
Measuring investor sentiment with mutual fund flows 3 6 22 235 8 21 65 744
Mimicking Portfolios and Exact Arbitrage Pricing 3 9 21 265 4 10 32 578
Mutual fund performance evaluation with active peer benchmarks 0 1 5 119 0 1 12 396
On correlations and inferences about mean-variance efficiency 0 0 1 145 0 0 3 379
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 0 0 0 38
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 2 3 360 2 4 16 826
On the incentives for money managers: A signalling approach 0 0 1 103 0 0 2 219
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 1 74 0 0 1 340
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 1 114 1 1 4 425
Real and nominal effects of central bank monetary policy 0 1 1 72 1 2 3 181
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 124 0 1 9 325
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 0 0 1 532
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 40 1 3 8 137
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 0 91 0 0 0 475
Value Line Rank and Firm Size 0 1 1 59 0 1 1 319
Total Journal Articles 7 24 74 3,565 22 55 205 11,974

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Statistics updated 2023-06-05