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 2 11 14 359
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 89 0 7 7 367
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 2 8 14 331
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 1 5 5 292
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 2 3 225
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 2 9 9 122
Asset Returns and Intertemporal Preferences 0 0 0 266 2 10 11 703
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 1 4 4 231
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 6 6 108
Bayesian Inference and Portfolio Efficiency 0 0 0 0 3 12 13 286
Bayesian Inference and Portfolio Efficiency 0 0 0 114 2 12 17 418
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 6 6 104
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 6 6 264
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 1 1 156
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 1 6 6 94
Endogenous benchmarks 0 0 1 29 0 11 15 116
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 4 7 15 547
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 1 3 5 123
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 7 12 645
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 1 6 7 162
On the Predictability of Stock Returns: An Asset-Allocation Perspective 1 1 1 682 2 15 21 1,970
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 1 3 4 450
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 6 15 18 1,159
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 1 3 3 99
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 0 3 3 160
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 2 4 130
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 0 3 3 266
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 3 4 483
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 2 4 5 462
The (Bad?) Timing of Mutual Fund Investors 0 0 4 251 1 4 16 914
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 2 3 6 166
Total Working Papers 1 1 6 1,974 41 197 263 11,912

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 4 5 723
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 9 9 243
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 2 6 6 209
Asset returns and intertemporal preferences 0 0 0 231 0 6 8 647
Bayesian Inference and Portfolio Efficiency 0 0 0 160 1 6 11 482
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 2 75 3 7 15 243
Expectations and Volatility of Consumption and Asset Returns 0 0 0 137 2 7 9 532
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 0 0 130 0 2 2 588
Firms' fiscal years, size and industry 0 0 0 36 0 5 10 106
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 3 5 6 176
Learning from Trading 0 0 0 29 1 6 6 116
Market Efficiency and Value Line's Record 0 0 1 141 1 4 9 714
Mean-Variance Spanning 0 1 5 559 2 12 27 1,327
Measuring investor sentiment with mutual fund flows 0 0 7 274 7 31 70 893
Mimicking Portfolios and Exact Arbitrage Pricing 0 2 8 298 5 16 28 645
Mutual fund performance evaluation with active peer benchmarks 0 0 1 127 2 9 16 455
On correlations and inferences about mean-variance efficiency 0 0 0 147 4 6 7 389
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 1 5 5 44
On the Predictability of Stock Returns: An Asset-Allocation Perspective 1 1 1 367 3 12 16 859
On the incentives for money managers: A signalling approach 0 0 0 103 0 5 7 226
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 0 1 3 42
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 75 0 5 9 351
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 0 3 7 439
Real and nominal effects of central bank monetary policy 0 0 0 76 0 3 6 197
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 1 3 8 340
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 1 3 5 549
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 2 4 5 115
The Price Pressure of Aggregate Mutual Fund Flows 1 2 3 45 2 6 10 153
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 1 92 1 4 6 482
Value Line Rank and Firm Size 0 0 0 60 1 7 9 330
Total Journal Articles 2 6 30 3,700 46 202 340 12,615

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Statistics updated 2026-03-04