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 1 8 340
A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion 0 0 1 87 1 4 17 320
A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 0 0 0 156 1 1 3 314
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES 0 0 0 0 1 2 11 278
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 2 112
An Index-Contingent Trading Mechanism: Economic Implications 0 0 0 0 0 0 3 221
Asset Returns and Intertemporal Preferences 0 0 2 263 0 1 6 676
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 0 1 11 101
Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) 0 0 0 1 1 2 8 219
Bayesian Inference and Portfolio Efficiency 0 0 0 113 0 1 5 391
Bayesian Inference and Portfolio Efficiency 0 0 0 0 1 1 6 264
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 1 5 249
Bayesian Inference and Portfolio Efficiency (Revised: 4-93) 0 0 0 0 1 1 6 96
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 0 2 2 5 86
Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) 0 0 0 1 2 2 5 155
Endogenous benchmarks 0 1 2 22 1 3 7 77
Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach 0 0 0 80 0 0 7 527
Expectations and Volatility of Long-Horizon Stock Returns 0 0 0 0 3 3 6 108
Modeling Expected Stock Returns for Long and Short Horizons 0 0 0 1 2 2 20 598
On the Incentives for Money Nanagers: A Signalling Approach 0 0 0 0 0 0 3 150
On the Predictability of Stock Returns: An Asset-Allocation Perspective 0 0 0 677 4 8 16 1,893
On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) 0 0 0 1 0 1 8 441
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 1 300 2 3 11 1,118
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 0 0 0 3 93
Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) 0 0 0 1 1 1 3 155
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 2 8 260
Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) 0 0 0 0 1 3 9 123
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 3 467
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 0 0 0 0 5 449
The (Bad?) Timing of Mutual Fund Investors 0 0 0 228 2 5 23 842
The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis 0 0 0 0 0 0 4 159
Total Working Papers 0 1 6 1,932 29 51 237 11,282


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 0 179 0 2 7 701
A Mean-Variance Framework for Tests of Asset Pricing Models: Correction 0 0 0 28 0 0 7 231
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion 0 0 0 32 0 3 9 178
Asset returns and intertemporal preferences 1 1 3 216 1 3 18 561
Bayesian Inference and Portfolio Efficiency 0 1 2 156 0 1 4 459
Do investors prefer round stock prices? Evidence from Israeli IPO auctions 0 0 0 69 0 1 9 214
Expectations and Volatility of Consumption and Asset Returns 0 0 2 134 0 0 9 506
Expected inflation, unexpected inflation, and relative price dispersion: An empirical analysis 0 0 0 128 0 0 1 581
Firms' fiscal years, size and industry 0 0 1 32 0 0 3 86
Implications of an Index-Contingent Trading Mechanism 0 0 0 15 0 0 1 164
Learning from Trading 0 0 0 28 0 0 0 99
Market Efficiency and Value Line's Record 1 2 4 138 1 2 11 694
Mean-Variance Spanning 2 6 32 492 6 18 76 1,130
Measuring investor sentiment with mutual fund flows 1 4 17 159 4 15 62 519
Mimicking Portfolios and Exact Arbitrage Pricing 0 2 13 222 2 8 36 493
Mutual fund performance evaluation with active peer benchmarks 0 2 12 103 2 7 46 327
On correlations and inferences about mean-variance efficiency 0 0 1 143 0 0 4 367
On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio 0 0 0 4 0 0 0 34
On the Predictability of Stock Returns: An Asset-Allocation Perspective 1 1 2 354 2 5 15 763
On the incentives for money managers: A signalling approach 0 1 3 102 0 2 7 216
Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion 0 0 0 3 0 0 4 36
Portfolio Inefficiency and the Cross-Section of Expected Returns 0 0 0 72 0 1 10 322
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis 0 0 1 113 0 1 4 408
Real and nominal effects of central bank monetary policy 0 1 3 67 0 1 10 171
Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas 0 0 5 110 0 3 22 288
The Demand for Stocks: An Analysis of IPO Auctions 0 0 0 0 0 2 7 520
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return 0 0 0 25 0 0 3 105
The Price Pressure of Aggregate Mutual Fund Flows 0 1 4 37 0 2 13 117
The likelihood ratio test statistic of mean-variance efficiency without a riskless asset 0 0 0 90 1 2 5 472
Value Line Rank and Firm Size 0 0 0 58 1 1 4 312
Total Journal Articles 6 22 105 3,309 20 80 407 11,074


Statistics updated 2020-09-04