Kent Daniel : Citation Profile

Columbia University

17

H index

20

i10 index

2853

Citations

RESEARCH PRODUCTION:

19

Articles

20

Papers

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 86
   Journals where Kent Daniel has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 9 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda995
   Updated: 2025-03-22    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kent Daniel.

Is cited by:

Hirshleifer, David (58)

Teoh, Siew Hong (40)

Stambaugh, Robert (26)

Zhang, Lu (22)

Gallagher, David (21)

wermers, russell (21)

Pastor, Lubos (20)

Hou, Kewei (20)

Polk, Christopher (14)

Campbell, John (12)

Jiang, Danling (12)

Cites to:

Shleifer, Andrei (34)

French, Kenneth (31)

Hirshleifer, David (31)

Fama, Eugene (28)

Titman, Sheridan (21)

Jagannathan, Ravi (19)

Odean, Terrance (17)

Grinblatt, Mark (17)

Hansen, Lars (16)

Summers, Lawrence (15)

Thaler, Richard (15)

Main data

Production by document typearticlepaper1991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,0001,5002,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents1234567891011121314151617181905001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Kent Daniel has published?

Journals with more than one article published# docs
Journal of Finance5
The Review of Financial Studies3
Critical Finance Review3
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc16

Recent works citing Kent Daniel (2025 and 2024)

Year  ↓Title of citing document  ↓
2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

Full description at Econpapers || Download paper

2024Wishful Thinking is Risky Thinking: A Statistical-Distance Based Approach. (2023). Melo, Emerson ; Burgh, Jarrod. In: Papers. RePEc:arx:papers:2307.02422.

Full description at Econpapers || Download paper

2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

Full description at Econpapers || Download paper

2025Growing the Efficient Frontier on Panel Trees. (2025). He, Jingyu ; Feng, Guanhao ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Short selling and readability in financial disclosures: A controlled experiment. (2024). Xu, Weike ; Sun, Minxing. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:265-292.

Full description at Econpapers || Download paper

2024Aggregate uncertainty, information acquisition, and analyst stock recommendations. (2024). Welagedara, Venura ; Singh, Harminder. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:604-640.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

Full description at Econpapers || Download paper

2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

Full description at Econpapers || Download paper

2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

Full description at Econpapers || Download paper

2024Do firms manage their share prices to mitigate investor short-termism?. (2024). Mian, Mujtaba G ; Lin, Ji-Chai ; Bostan, Ibrahim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001542.

Full description at Econpapers || Download paper

2024Is the cash-returns relationship risk induced?. (2024). Kang, Mengyao ; Liu, Chenxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001353.

Full description at Econpapers || Download paper

2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

Full description at Econpapers || Download paper

2024Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China. (2024). Cai, Yingying ; Sun, Ping-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001985.

Full description at Econpapers || Download paper

2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

Full description at Econpapers || Download paper

2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

Full description at Econpapers || Download paper

2024Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Schneider, Mark ; Ghazi, Soroush. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022.

Full description at Econpapers || Download paper

2024Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

Full description at Econpapers || Download paper

2024Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

Full description at Econpapers || Download paper

2024Tail risks and private equity performance. (2024). Markarian, Garen ; Kurtovi, Hrvoje. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

Full description at Econpapers || Download paper

2024Effects of customer unionization on supplier relationships and supplier value. (2024). Kim, Hyemin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000501.

Full description at Econpapers || Download paper

2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

Full description at Econpapers || Download paper

2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

Full description at Econpapers || Download paper

2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

Full description at Econpapers || Download paper

2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

Full description at Econpapers || Download paper

2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

Full description at Econpapers || Download paper

2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

Full description at Econpapers || Download paper

2024The role of distance and financial development: Evidence from international financial markets. (2024). Zhang, Haofei ; Wang, Xin ; Li, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000401.

Full description at Econpapers || Download paper

2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

Full description at Econpapers || Download paper

2024Volume and stock returns in the Chinese market. (2024). Ou, Qi-Lang ; Wen, Yi-Feng ; Zhou, Xin ; Fang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001972.

Full description at Econpapers || Download paper

2024Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205.

Full description at Econpapers || Download paper

2024Political investing of mutual funds. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003600.

Full description at Econpapers || Download paper

2024Shared analyst coverage, 52-week high, and cross-firm return predictability. (2024). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003806.

Full description at Econpapers || Download paper

2024Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy. (2024). Xie, Yuxuan ; Mi, Xianhua ; Lan, Qiujun ; Zhang, Chunyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003922.

Full description at Econpapers || Download paper

2024Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313.

Full description at Econpapers || Download paper

2024Fund tournaments and style drift. (2024). Yan, Yuelin ; Yi, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006628.

Full description at Econpapers || Download paper

2024Mutual fund value creation: Insights from the residual income model. (2024). Chen, Taoqin ; Xu, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002848.

Full description at Econpapers || Download paper

2024Is style drift informative? Evidence from mutual funds in China. (2024). Lv, Zi-Xu ; Zhang, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008535.

Full description at Econpapers || Download paper

2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

Full description at Econpapers || Download paper

2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

Full description at Econpapers || Download paper

2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

Full description at Econpapers || Download paper

2024Doctors managing mutual funds: Returns to specialization in asset management. (2024). Ratushny, Vladimir ; Kostovetsky, Leonard. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s138641812400034x.

Full description at Econpapers || Download paper

2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

Full description at Econpapers || Download paper

2024Belief formation under signal correlation. (2024). Okui, Ryo ; Hossain, Tanjim. In: Games and Economic Behavior. RePEc:eee:gamebe:v:146:y:2024:i:c:p:160-183.

Full description at Econpapers || Download paper

2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

Full description at Econpapers || Download paper

2024The battle of factors. (2024). Attig, Najah ; Assoe, Kodjovi ; Sy, Oumar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

Full description at Econpapers || Download paper

2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

Full description at Econpapers || Download paper

2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

Full description at Econpapers || Download paper

2024Mandatory disclosure of open-ended real estate fund shares that are registered for redemption?. (2024). Kaspereit, Thomas. In: International Review of Law and Economics. RePEc:eee:irlaec:v:80:y:2024:i:c:s0144818824000498.

Full description at Econpapers || Download paper

2024Capital-market effects of tipper-tippee insider trading law: Evidence from the Newman ruling. (2024). Pierce, Andrew T. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000630.

Full description at Econpapers || Download paper

2024Quants and market anomalies. (2024). Liu, XI ; Markov, Stanimir ; Gokkaya, Sinan ; Birru, Justin. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:78:y:2024:i:1:s0165410124000181.

Full description at Econpapers || Download paper

2024Task-oriented speech and information processing. (2024). Stark, Jeffrey R ; Shirley, Sara E ; Bhagwat, Vineet. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000153.

Full description at Econpapers || Download paper

2024Gender difference in overconfidence and household financial literacy. (2024). Nguyen, Thanh D ; Lawrence, Edward R ; Wick, Benedikt. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001547.

Full description at Econpapers || Download paper

2024The effect of labor mobility on corporate investment and performance over the business cycle. (2024). Serfling, Matthew ; Bai, John ; Eldemire, Ashleigh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001729.

Full description at Econpapers || Download paper

2024Analyst recommendations and mispricing across the globe. (2024). Mller, Sebastian ; Azevedo, Vitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002103.

Full description at Econpapers || Download paper

2024Persistent and transitory components of firm characteristics: Implications for asset pricing. (2024). Tamoni, Andrea ; Boons, Martijn ; Baba-Yara, Fahiz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400031x.

Full description at Econpapers || Download paper

2024Sustainability or performance? Ratings and fund managers’ incentives. (2024). Giannetti, Mariassunta ; Li, Rachel ; Gantchev, Nickolay. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000540.

Full description at Econpapers || Download paper

2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

Full description at Econpapers || Download paper

2024Broken promises, competition, and capital allocation in the mutual fund industry. (2024). Lines, Anton ; Abis, Simona. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001715.

Full description at Econpapers || Download paper

2024What difference do new factor models make in portfolio allocation?. (2024). Jiang, Fuwei ; Huang, Dashan ; Fabozzi, Frank J ; Wang, Jiexun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985.

Full description at Econpapers || Download paper

2024From fundamental signals to stock volatility: A machine learning approach. (2024). Ma, Tian ; Liao, Cunfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000349.

Full description at Econpapers || Download paper

2024Does reform policy of municipal bonds raise firm risk? A quasi-natural experiment from China. (2024). Yang, Yiming ; Gebrehans, Mebrahtu Tesfagebreal ; Zheng, Hao ; Tang, Dapeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001756.

Full description at Econpapers || Download paper

2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

Full description at Econpapers || Download paper

2024Mechanisms of overpricing: An investigation on momentum crashes. (2024). Huang, Alex Yihou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:118-142.

Full description at Econpapers || Download paper

2024How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

Full description at Econpapers || Download paper

2024A two-dimensional innovation activity factor and stock pricing: Evidence from the Chinese stock market. (2024). Wang, Guanying ; Lu, Zhao ; Liu, Dayong ; Meng, Qiaoran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:102-114.

Full description at Econpapers || Download paper

2024Firm executive political leanings, Washington, and stock market returns. (2024). Alhashel, Bader ; Alnahedh, Saad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:476-491.

Full description at Econpapers || Download paper

2024Overseas exposures, global events, and mutual fund performance. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:848-863.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Kent Daniel:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Overconfident Investors, Predictable Returns, and Excessive Trading In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article103
2016Overconfident Investors, Predictable Returns, and Excessive Trading.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article679
1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 679		paper
1997 Measuring Mutual Fund Performance with Characteristic-Based Benchmarks. In: Journal of Finance.
[Full Text][Citation analysis]		article923
2001Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? In: Journal of Finance.
[Full Text][Citation analysis]		article93
1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]		article329
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 329		paper
2021Monetary Policy and Reaching for Income In: Journal of Finance.
[Full Text][Citation analysis]		article19
2018Monetary Policy and Reaching for Income.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1991Common Stock Returns and the Business Cycle In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
2018Liquidity Regimes and Optimal Dynamic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2020Liquidity regimes and optimal dynamic asset allocation.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2018Liquidity Regimes and Optimal Dynamic Asset Allocation.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
1997EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article21
2005Investor Psychology and Tests of Factor Pricing Models In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2001The power and size of mean reversion tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2004Discussion of: Testing behavioral finance theories using trends and sequences in financial performance, (by Wesley Chan, Richard Frankel, and S.P. Kothari) In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article5
2016Momentum crashes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article24
2014Momentum Crashes.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2002Investor psychology in capital markets: evidence and policy implications In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article243
2012Tail Risk in Momentum Strategy Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper33
2014The Carry Trade: Risks and Drawdowns In: NBER Working Papers.
[Full Text][Citation analysis]		paper47
2017The Carry Trade: Risks and Drawdowns.(2017) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2017Short- and Long-Horizon Behavioral Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper89
2020Short- and Long-Horizon Behavioral Factors.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		article
2017The Cross-Section of Risk and Return In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2020The Cross-Section of Risk and Returns.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2018The Dynamics of Disagreement In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2000Market Efficiency in an Irrational World In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2000Covariance Risk, Mispricing, and the Cross Section of Security Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2012Testing Factor-Model Explanations of Market Anomalies In: Critical Finance Review.
[Full Text][Citation analysis]		article43
2016Another Look at Market Responses to Tangible and Intangible Information In: Critical Finance Review.
[Full Text][Citation analysis]		article3
2002Discussion of Why Dont Issuers Get Upset About Leaving Money on the Table in IPOs? In: The Review of Financial Studies.
[Citation analysis]		article7
2015Overconfident investors, predictable returns, and excessive trading In: MPRA Paper.
[Full Text][Citation analysis]		paper70
2022Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public In: Journal of Conflict Resolution.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team