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 18 364
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 0 89 0 2 9 369
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 157 0 1 14 333
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 0 0 8 295
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 1 1 10 123
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 4 226
Asset Returns and Intertemporal Preferences 0 0 0 266 0 1 21 713
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 10 237
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 0 12 114
Bayesian Inference and Portfolio Efficiency 0 0 0 114 0 0 21 424
Bayesian Inference and Portfolio Efficiency 0 0 0 0 0 1 17 290
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 0 1 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 0 0 0 8 96
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 0 0 2 157
Endogenous benchmarks 0 0 0 29 0 0 14 117
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 0 13 648
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 1 1 10 166
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 682 2 4 24 1,976
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 2 9 455
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 300 1 1 21 1,164
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 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 1 1 5 268
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 0 6 463
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 6 486
The (Bad?) Timing of Mutual Fund Investors 0 0 3 252 1 1 15 921
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 1 2 11 171
Total Working Papers 0 0 4 1,975 8 20 340 12,019

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 1 7 725
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 1 14 248
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 39 0 3 12 215
Asset returns and intertemporal preferences 0 0 0 231 1 2 12 653
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 0 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 0 10 110
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 0 1 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 1 7 35 1,341
Measuring investor sentiment with mutual fund flows 1 4 8 281 4 12 75 925
Mimicking Portfolios and Exact Arbitrage Pricing 1 2 9 302 3 12 42 666
Mutual fund performance evaluation with active peer benchmarks 0 0 2 129 0 2 23 466
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 0 1 8 47
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 1 367 1 2 23 867
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 0 1 5 45
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 1 1 76 1 2 13 355
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 115 0 0 11 445
Real and nominal effects of central bank monetary policy 0 0 1 77 0 1 9 200
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 1 128 1 1 10 344
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 0 2 19 565
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 0 0 10 120
The Price Pressure of Aggregate Mutual Fund Flows 0 0 2 45 0 0 15 159
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 2 7 29 3,716 12 53 455 12,799

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Statistics updated 2026-09-10