Ron Kaniel : Citation Profile


Are you Ron Kaniel?

University of Rochester

13

H index

15

i10 index

865

Citations

RESEARCH PRODUCTION:

18

Articles

26

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 36
   Journals where Ron Kaniel has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 11 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1052
   Updated: 2021-06-07    RAS profile: 2020-07-07    
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Relations with other researchers


Works with:

Vestman, Roine (4)

Van Nieuwerburgh, Stijn (4)

DeMarzo, Peter (2)

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

Is cited by:

De-Losso, Rodrigo (14)

Schmeling, Maik (13)

Basak, Suleyman (11)

Makarov, Dmitry (10)

Holmen, Martin (9)

Hirshleifer, David (8)

Agudelo, Diego (7)

Challet, Damien (7)

Ramadorai, Tarun (7)

Menkhoff, Lukas (7)

Chague, Fernando (7)

Cites to:

Viceira, Luis (10)

Shleifer, Andrei (9)

Basak, Suleyman (9)

Campbell, John (8)

Pavlova, Anna (7)

Stambaugh, Robert (7)

Constantinides, George (7)

Prat, Andrea (6)

Green, Richard (6)

Barber, Brad (5)

Vayanos, Dimitri (5)

Main data


Where Ron Kaniel has published?


Journals with more than one article published# docs
Journal of Financial Economics6
Review of Financial Studies4
Journal of Finance3

Recent works citing Ron Kaniel (2021 and 2020)


YearTitle of citing document
2020Relative wealth concerns with partial information and heterogeneous priors. (2020). Zhou, Chao ; Su, Xizhi ; Deng, Chao. In: Papers. RePEc:arx:papers:2007.11781.

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2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

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2020Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

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2020Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20.

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2020Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475.

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2020The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659.

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2021Media attention to locations and the cross?section of stock returns. (2021). Zhang, Xueyong ; Tang, Guomei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2301-2336.

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2020Ownership ties, conflict of interest, and the tone of news. (2020). Bajo, Emanuele ; Raimondo, Carlo ; Bigelli, Marco. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:560-578.

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2020Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Invisible hand and helping hand: Private placement of public equity in China. (2020). He, Hua ; Gu, Ming ; Dong, Gang Nathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301640.

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2020Security design with status concerns. (2020). Subrahmanyam, Marti ; Shapiro, Alex ; Makarov, Dmitry ; Basak, Suleyman. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage. (2020). Gradojevic, Nikola ; Genay, Ramazan ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2020The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2020Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741.

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2021Multi-asset pair-trading strategy: A statistical learning approach. (2021). Chen, Cathy W. S. ; Syu, Fong-Yi ; Lin, Tsai-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301856.

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2020Does having a semimandatory dividend policy enhance investor confidence? Research on dividend-financing behavior. (2020). Hu, Jianxiong ; Zhang, Lei ; Yao, Wenyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304461.

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2020Delegation of investment decisions, and optimal remuneration of agents. (2020). Weibull, Jörgen ; Lindbeck, Assar. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301896.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2021VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945.

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2021Retail investor attention and firms idiosyncratic risk: Evidence from China. (2021). Xiong, Xiong ; Hao, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000181.

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2020Do individual traders undermine firm valuation?. (2020). Chung, Chune Young ; Choi, Joung Hwa ; Sub, Paul Moon. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319308463.

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2021Stock name length and high visibility premium. (2021). Yu, Bin ; Shen, Yifan ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304992.

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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2020Bubbles and persuasion with uncertainty over market sentiment. (2020). Negrelli, Sara. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:67-85.

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2020Informed trading in hybrid bond markets. (2020). Valseth, Siri. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028318300073.

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2020Dividend policy and corporate investment under information shocks. (2020). Harakeh, Mostafa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300688.

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2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

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2020Determinants of household broker choices and their impacts on performance. (2020). Westerholm, Joakim ; Leung, Henry ; Krug, Juliane D ; Fong, Kingsley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426619301402.

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2020The role of psychological barriers in lottery-related anomalies. (2020). Kim, Da-Hea ; Goh, Jihoon ; Byun, Suk-Joon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300546.

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2020Informational role of social media: Evidence from Twitter sentiment. (2020). Kurov, Alexander ; Gu, Chen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302314.

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2020Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26.

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2020Social interactions and asset pricing bubbles. (2020). Pelster, Matthias ; Steiger, Soren. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:503-522.

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2020Mean-variance-time: An extension of Markowitzs mean-variance portfolio theory. (2020). Fahmy, Hany. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519302097.

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2020Idea sharing and the performance of mutual funds. (2020). Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:88-119.

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2020Do fire sales create externalities?. (2020). Sunderam, Adi ; Chernenko, Sergey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:602-628.

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2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753.

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2020Is the active fund management industry concentrated enough?. (2020). Xu, Jingrui ; Saxena, Konark ; Feldman, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:23-43.

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2020Strategic trading and unobservable information acquisition. (2020). Breon-Drish, Bradyn ; Banerjee, Snehal. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:458-482.

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2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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2020Time-varying demand for lottery: Speculation ahead of earnings announcements. (2020). Zhao, Shen ; Yu, Jianfeng ; Wang, Huijun ; Liu, Bibo . In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:789-817.

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2021Mutual fund flows and fluctuations in credit and business cycles. (2021). Goldstein, Itay ; Choi, Jaewon ; Ben-Rephael, Azi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:84-108.

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2021The high volume return premium and economic fundamentals. (2021). Wang, Zijun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:325-345.

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2021What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles. (2021). Panageas, Stavros ; Garleanu, Nicolae. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:54-73.

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2021Reversal returns and expected returns from liquidity provision: Evidence from emerging markets. (2021). Sadaqat, Mohsin ; Hogholm, Kenneth ; Butt, Hilal Anwar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300530.

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2020Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x1830581x.

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2020Earnings dispersion in the spotlight: The effects of media coverage on stock liquidity. (2020). Zhu, Song ; Wu, Peng ; Gao, Feng ; Shyu, Hawfeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x17304900.

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2020Contrarian profits of the firm-specific component on stock returns. (2020). Kim, Ryumi ; Chae, Joon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x17301737.

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2020Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market. (2020). Yang, Sharon S ; Chen, Hong-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19306493.

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2021Stock return predictability: Evidence from moving averages of trading volume. (2021). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x21000019.

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2020Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns. (2020). Han, Yufeng ; Fenner, Richard G ; Huang, Zhaodan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:276-293.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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2020Is bitcoin a channel of capital inflow? Evidence from carry trade activity. (2020). Dai, Yanke ; Cheng, Jiameng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:261-278.

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2020Who moves the stock market in an emerging country – Institutional or retail investors?. (2020). Koesrindartoto, Deddy P ; Arroisi, Abdurrohman ; Dharma, Wirata A ; Yusgiantoro, Inka ; Aaron, Aurelius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300327.

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2021Learning from trading activity in laboratory security markets with higher-order uncertainty. (2021). Lunawat, Radhika. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:90:y:2021:i:c:s2214804320301269.

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2020Does investor attention influence water companies’ stock returns?. (2020). Ribeiro-Soriano, Domingo ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309410.

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2020The Evolution of Price Discovery in an Electronic Market. (2020). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain P. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-51.

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2020The Unusual Trading Volume and Earnings Surprises in China’s Market. (2020). CHONG, Terence Tai Leung ; Su, Jue ; Wu, Yueer. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:244-:d:428944.

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2020The Investment Home Bias with Peer Effect. (2020). Levy, Haim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:94-:d:356432.

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2020Investor Attention from Internet Search Volume and Underreaction to Earnings Announcements in Korea. (2020). Han, Jaehee ; Kim, Ryumi ; Chae, Joon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9358-:d:443168.

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2020Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea. (2020). Kim, Jungmu ; Park, Yuen Jung ; Ok, Youngkyung. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1420-:d:320702.

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2021Investor Inattention to All-Cash Acquisition Announcements: A Joint Day-Time Analysis in the Spanish Market. (2021). Latorre, Miguel Angel ; Herrero, Begoa ; Farinos, Jose Emilio. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:721-:d:479686.

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2020Information, Liquidity, and Dynamic Limit Order Markets. (2020). Seppi, Duane J ; Rindi, Barbara ; Ricco, Roberto. In: Working Papers. RePEc:igi:igierp:660.

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2020Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes. (2020). Xu, Jing ; Li, YA ; Ali, Y ; Lei, Yaoting . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:823-843.

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2020Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:863-886.

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2020Dynamic Attention Behavior Under Return Predictability. (2020). Hasler, Michael ; Andrei, Daniel. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:7:p:2906-2928.

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2020Is Market Timing Good for Shareholders?. (2020). Wan, Pengcheng ; Tserlukevich, Yuri ; Babenko, Ilona . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3542-3560.

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2021Asymmetric Attention and Stock Returns. (2021). Wu, Thomas ; Mondria, Jordi ; Cziraki, Peter. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:48-71.

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2020Monetary and Social Incentives in Multi-Tasking: The Ranking Substitution Effect. (2020). Sutter, Matthias ; Stefan, Matthias ; Walzl, Markus ; Kirchler, Michael ; Huber, Jurgen. In: Working Papers. RePEc:inn:wpaper:2020-06.

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2020Social Comparison and Optimal Contracts in the Competition for Managerial Talent. (2020). Walzl, Markus ; Ulrichshofer, Anna. In: Working Papers. RePEc:inn:wpaper:2020-19.

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2020Monetary and Social Incentives in Multi-Tasking: The Ranking Substitution Effect. (2020). Huber, Jurgen ; Stefan, Matthias ; Walzl, Markus ; Sutter, Matthias ; Kirchler, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp13345.

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2020The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market?. (2020). Zheng, Xingjian ; Shen, Dehua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09290-4.

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2021Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market. (2021). Bapat, Varadraj ; Chhimwal, Bhaskar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09315-3.

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2020Equilibrium Working Curves with Heterogeneous Agents. (2020). Oglend, Atle ; Soini, Vesa-Heikki. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09931-w.

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2020Insider trading around auto recalls: Does investor attention matter?. (2020). Geiger, Marshall A ; Kumas, Abdullah ; Keskek, Sami ; Gokalp, Omer N. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00866-9.

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2021Asymmetrical impacts from overnight returns on stock returns. (2021). Truong, Quang Thai ; Hu, Ming-Che ; Huang, Alex Yihou . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00911-y.

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2020Monetary and Social Incentives in Multi-Tasking: The Ranking Substitution Effect. (2020). Walzl, Markus ; Sutter, Matthias ; Kirchler, Michael ; Huber, Jurgen ; Stefan, Matthias. In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2020_10.

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2020Moonshots, Investment Booms, and Selection Bias in the Transmission of Cultural Traits. (2020). Hirshleifer, David ; Plotkin, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:27735.

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2020Corporate Governance in the Presence of Active and Passive Delegated Investment. (2020). Malenko, Nadya ; Corum, Adrian Aycan. In: OSF Preprints. RePEc:osf:osfxxx:8n6xj.

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2020Informing the Market: The Effect of Modern Information Technologies on Information Production. (2020). Huang, Jiekun ; Gao, Meng ; Goldsteineditor, Itay. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:4:p:1367-1411..

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2021Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). Gupta, Rangan ; Ngene, Geoffrey M. In: Working Papers. RePEc:pre:wpaper:202115.

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2020Investor attention and the pricing of cryptocurrency market. (2020). Zhang, Wei ; Wang, Pengfei. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:17:y:2020:i:2:d:10.1007_s40844-020-00182-1.

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2021Will data on internet queries predict the performance in the marketplace: an empirical study on online searches and IPO stock returns. (2021). Jeon, Seongmin ; Kang, Hyoung-Goo ; Ah, Jung ; Bae, Kyounghun. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09417-0.

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2020Forecasting stock market movements using Google Trend searches. (2020). Convery, Patrick D ; Rojas, Randall R ; Huang, Melody Y. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01725-1.

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2020Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

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2020Market fragmentation and post-earnings announcement drift. (2020). Cox, Justin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-020-09506-8.

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2021Managers beyond borders: side-by-side management in mutual funds and pension funds. (2021). Alda, Mercedes. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:2:d:10.1007_s11846-019-00345-4.

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2021Procyclical asset management and bond risk premia. (2021). Moench, Emanuel ; Fricke, Christoph ; Barbu, Alexandru. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021116.

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2020Dysfunctional markets: A spray of prey perspective.. (2020). Mesly, Olivier ; Huck, Nicolas ; Shanafelt, David W. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-34.

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2020Coming early to the party. (2020). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G ; Bellia, Mario. In: Working Papers. RePEc:ven:wpaper:2020:11.

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2021Do investors herd? An examination of Pakistan stock exchange. (2021). Streimikiene, Dalia ; Vveinhardt, Jolita ; Ahmed, Rizwan Raheem ; Palwishah, Rana ; Kashif, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2090-2105.

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2021Price discovery in two?tier markets. (2021). Rime, Dagfinn ; Osler, Carol L ; Bjonnes, Geir H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3109-3133.

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

Works by Ron Kaniel:


YearTitleTypeCited
2017Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance.
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2001The High‐Volume Return Premium In: Journal of Finance.
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article196
2001The High Volume Return Premium.(2001) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 196
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1999The High Volume Return Premium..(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 196
paper
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
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article200
2012Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance.
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article76
2011Individual Investor Trading and Return Patterns around Earnings Announcements.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 76
paper
2008Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers.
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2014Are Retail Traders Compensated for Providing Liquidity? In: CEPR Discussion Papers.
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paper16
2015Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2016Are retail traders compensated for providing liquidity?.(2016) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 16
article
2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers.
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paper0
2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model.(2015) In: Quarterly Journal of Finance (QJF).
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This paper has another version. Agregated cites: 0
article
2015Advertising and Mutual Funds: From Families to Individual Funds In: CEPR Discussion Papers.
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paper4
2015WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions In: CEPR Discussion Papers.
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paper23
2017WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions.(2017) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 23
article
2016Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts In: CEPR Discussion Papers.
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paper2
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
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paper12
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 12
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2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12
paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 12
article
2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers.
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paper0
2020Intermediated Asymmetric Information, Compensation, and Career Prospects In: CEPR Discussion Papers.
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paper0
2020The Real Side of the High-Volume Return Premium In: CEPR Discussion Papers.
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paper0
2009Equilibrium Prices in the Presence of Delegated Portfolio Management In: CEPR Discussion Papers.
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paper58
2011Equilibrium prices in the presence of delegated portfolio management.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 58
article
2011The delegated Lucas tree In: CEPR Discussion Papers.
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paper30
2013The Delegated Lucas Tree.(2013) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 30
article
2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 30
paper
2012Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers.
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paper12
2012Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 12
article
2012The high volume return premium: Cross-country evidence In: Journal of Financial Economics.
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article19
2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
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article18
2007Technological innovation and real investment booms and busts In: Journal of Financial Economics.
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article27
1997Free Cash Flow, Optimal Contracting, and Takeovers In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1997Free Cash Flow, Optimal Contracting, and Takeovers.(1997) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
paper
1999Mutual Fund Returns and Market Microstructure In: Rodney L. White Center for Financial Research Working Papers.
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paper1
1998Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?. In: Rodney L. White Center for Financial Research Working Papers.
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paper1
2008Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research.
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article1
2010The Importance of Being an Optimist: Evidence from Labor Markets In: NBER Working Papers.
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paper6
2021Contracting in Peer Networks In: NBER Working Papers.
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paper0
2008Relative Wealth Concerns and Financial Bubbles In: Review of Financial Studies.
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article35
2009Price Drift as an Outcome of Differences in Higher-Order Beliefs In: Review of Financial Studies.
[Full Text][Citation analysis]
article30
2006So What Orders Do Informed Traders Use? In: The Journal of Business.
[Full Text][Citation analysis]
article98

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