Ron Kaniel : Citation Profile


Are you Ron Kaniel?

University of Rochester

16

H index

18

i10 index

1348

Citations

RESEARCH PRODUCTION:

24

Articles

27

Papers

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 51
   Journals where Ron Kaniel has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 15 (1.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1052
   Updated: 2024-01-16    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

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

Is cited by:

Makarov, Dmitry (19)

Basak, Suleyman (19)

Schmeling, Maik (15)

Ülkü, Numan (11)

Giovannetti, Bruno (9)

Chague, Fernando (9)

Holmen, Martin (9)

Ramadorai, Tarun (8)

Hirshleifer, David (8)

Vayanos, Dimitri (8)

Menkhoff, Lukas (7)

Cites to:

Shleifer, Andrei (14)

Viceira, Luis (10)

Constantinides, George (9)

Basak, Suleyman (9)

Campbell, John (9)

Titman, Sheridan (8)

Stambaugh, Robert (8)

merton, robert (8)

Pavlova, Anna (7)

Barber, Brad (7)

Odean, Terrance (7)

Main data


Where Ron Kaniel has published?


Journals with more than one article published# docs
Journal of Financial Economics7
Journal of Finance4
Review of Financial Studies4

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers15
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Ron Kaniel (2024 and 2023)


YearTitle of citing document
2023Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392.

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2023Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012.

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2023Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?. (2023). Cassella, Stefano ; Barahona, Ricardo. In: Working Papers. RePEc:bde:wpaper:2335.

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2023Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements. (2023). Wang, Peipei ; Tian, Gloria Y ; Cui, Xin ; Han, Yan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:66-85.

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2023Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China. (2023). Wen, Zipeng ; Sun, Pingwen. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:58-86.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2023Differences between NZ and U.S. individual investor sentiment: More noise or more information?. (2023). Wei, Xiaopeng ; Wagner, Moritz ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/11.

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2023Corporate socio-political activism and retail investors: Evidence from the Black Lives Matter campaign. (2023). Orujov, Ayan ; Brownen-Trinh, Ruby. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000664.

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2023Lottery preference, short-sale constraint, and the salience effect: Evidence from China. (2023). Zhu, Dongming ; Sun, Peng ; Liu, Chang. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001530.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2023Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence. (2023). Wang, Shu-Feng ; Lee, Kuan-Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:421-444.

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2023Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment. (2023). Yang, Chloe Chunliu ; Liu, Zhengkai ; Gao, Huasheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:349-368.

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2023The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023When do they trade? Heterogeneous investors in China. (2023). Jiang, Ying ; Huang, Wei ; Qiu, Jiayan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001034.

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2023How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526.

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2023Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns. (2023). Lee, Adrian D ; Ainsworth, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000325.

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2023Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520.

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2023Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x.

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2023FinTech platforms and mutual fund markets. (2023). Lu, Lei ; Zhang, Wenqiao ; Yu, Zongdai ; You, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312200124x.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023The wisdom of crowds and the markets response to earnings news: Evidence using the geographic dispersion of investors. (2023). Chen, Jason V. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000908.

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2023A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156.

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2023Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193.

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2023Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management. (2023). Muslu, Volkan ; Koo, Minjae. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001607.

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2023Investor trade allocation patterns in stock markets. (2023). Kanniainen, Juho ; Baltakys, Kstutis ; Kivela, Mikko ; Saramaki, Jari. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:191-209.

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2023Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Russo, Ivan ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Collateral quality and intervention traps. (2023). Neuhann, Daniel ; Lee, Michael Junho. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:159-171.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023Momentum turning points. (2023). Mazzoleni, Michele G ; Harvey, Campbell R ; Goulding, Christian L. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:378-406.

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2023What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523.

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2023Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

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2023Exploring the zoo of predictors for mutual fund performance in China. (2023). Rao, Xiao ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002256.

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2023Revisiting the momentum effect in Taiwan: The role of persistency. (2023). Lee, Cheng-Few ; Hsieh, Chia-Hsun ; Chen, Hong-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000094.

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2023Can convertible bond trading predict stock returns? Evidence from China. (2023). Wang, YU ; Xu, Yun ; Chen, Zhiyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000926.

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2023COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?. (2023). Ülkü, Numan ; Kizlerli, Deniz ; Saydumarov, Saidgozi ; Ali, Fahad ; Ulku, Numan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001105.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Time-varying MAX preference: Evidence from revenue announcements. (2023). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001440.

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2023Divergent opinions on social media. (2023). Miwa, Kotaro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:182-196.

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2023Retail investors accessibility to the internet and firm-specific information flows: Evidence from Googles withdrawal. (2023). Ren, Wentao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:402-424.

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2023Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688.

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2023Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

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2023The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. (2023). Stoumbos, Robert. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1901-1928.

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2023Hedge Funds and Public Information Acquisition. (2023). Umar, Tarik ; Crotty, Kevin ; Crane, Alan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3241-3262.

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2023Option Trading Activity, News Releases, and Stock Return Predictability. (2023). Cremers, Martijn ; Muravyev, Dmitriy ; Fodor, Andrew ; Weinbaum, David. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4810-4827.

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2023Investor Attention and Option Returns. (2023). Wei, Jason ; Choy, Siu Kai. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4845-4863.

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2023Paying for Performance in Public Pension Plans. (2023). Ray, Sugata ; Mullally, Kevin ; Lu, Yan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4888-4907.

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2023Performance Evaluation, Managerial Hedging, and Contract Termination. (2023). Xing, Hao ; Ju, Nengjiu ; Huang, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4953-4971.

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2023Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple. (2023). Altunoz, Utku. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:615-643.

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2023Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the Chinas Stock Markets. (2023). Gao, Wei ; Wu, XU ; Yue, Ding ; Yan, Ruzhen. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10215-5.

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2023Will the reddit rebellion take you to the moon? Evidence from WallStreetBets. (2023). Wang, Ruixiang ; Morillon, Thibaut G ; Chacon, Ryan G. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00415-w.

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2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

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2023Ex-ante Valuation based on Prospect Theory. (2023). Lin, Yuen ; Niu, Hui ; Fang, YI. In: MPRA Paper. RePEc:pra:mprapa:116386.

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2023A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172.

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2023The Role of Dispersed Information in Inflation and Inflation Expectations. (). Mao, Ruoyun ; Han, Zhao. In: Review of Economic Dynamics. RePEc:red:issued:20-423.

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2023How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China. (2023). Xu, Lei ; Chen, Jingrui ; Yang, Jinyu ; Liu, Wenwen. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231152131.

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2023Attention to the Fads and Fashions in the Indian Stock Markets During COVID-19. (2023). Sinha, Paritosh Chandra. In: Vision. RePEc:sae:vision:v:27:y:2023:i:2:p:202-224.

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2023COVID-19 pandemic and capital markets: the role of government responses. (2023). Pott, Christiane ; Maniora, Janine ; Beer, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01103-x.

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2023Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5.

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2023Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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2023Election-Day Market Reactions to Tax Proposals: Evidence from a Close Vote. (2023). Orihara, Masanori. In: Working Papers. RePEc:wap:wpaper:2219.

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2023Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625.

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2023Herd behaviors in index futures trading: Driving factors and impact on market volatility. (2023). Weng, Peishih ; Hu, Wanting ; Wu, Minghung. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1373-1392.

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2023Do investors overvalue startups? Evidence from the junior stakes of mutual funds. (2023). Yasuda, Ayako ; Shanker, Harshini ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2304.

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2023How speculative asset characteristics shape retail investors selling behavior. (2023). Loos, Benjamin ; Weber, Martin ; Bernard, Sabine Esther. In: SAFE Working Paper Series. RePEc:zbw:safewp:378.

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Works by Ron Kaniel:


YearTitleTypeCited
2017Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance.
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article0
2001The High?Volume Return Premium In: Journal of Finance.
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article257
2001The High Volume Return Premium.(2001) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 257
paper
1999The High Volume Return Premium..(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has nother version. Agregated cites: 257
paper
2002Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds In: Journal of Finance.
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article66
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
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article274
2012Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance.
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article129
2011Individual Investor Trading and Return Patterns around Earnings Announcements.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 129
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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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paper48
2015Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 48
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2016Are retail traders compensated for providing liquidity?.(2016) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 48
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2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers.
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2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model.(2015) In: Quarterly Journal of Finance (QJF).
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This paper has nother version. Agregated cites: 1
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2015Advertising and Mutual Funds: From Families to Individual Funds In: CEPR Discussion Papers.
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paper12
2015WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions In: CEPR Discussion Papers.
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paper54
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 nother version. Agregated cites: 54
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2016Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts In: CEPR Discussion Papers.
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2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
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2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 25
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2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 25
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2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 25
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2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers.
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2019Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.(2019) In: Management Science.
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This paper has nother version. Agregated cites: 3
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2020Intermediated Asymmetric Information, Compensation, and Career Prospects In: CEPR Discussion Papers.
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paper3
2020The Real Side of the High-Volume Return Premium In: CEPR Discussion Papers.
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paper1
2022The Real Side of the High-Volume Return Premium.(2022) In: Management Science.
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2009Equilibrium Prices in the Presence of Delegated Portfolio Management In: CEPR Discussion Papers.
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2011Equilibrium prices in the presence of delegated portfolio management.(2011) In: Journal of Financial Economics.
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2011The delegated Lucas tree In: CEPR Discussion Papers.
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2013The Delegated Lucas Tree.(2013) In: Review of Financial Studies.
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2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
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2012Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers.
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2012Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation.
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2012The high volume return premium: Cross-country evidence In: Journal of Financial Economics.
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2023Machine-learning the skill of mutual fund managers In: Journal of Financial Economics.
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2022Machine-Learning the Skill of Mutual Fund Managers.(2022) In: NBER Working Papers.
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2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
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2007Technological innovation and real investment booms and busts In: Journal of Financial Economics.
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1997Free Cash Flow, Optimal Contracting, and Takeovers In: Rodney L. White Center for Financial Research Working Papers.
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1997Free Cash Flow, Optimal Contracting, and Takeovers.(1997) In: Rodney L. White Center for Financial Research Working Papers.
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1999Mutual Fund Returns and Market Microstructure In: Rodney L. White Center for Financial Research Working Papers.
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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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2008Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research.
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2010The Importance of Being an Optimist: Evidence from Labor Markets In: NBER Working Papers.
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2021Contracting in Peer Networks In: NBER Working Papers.
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2008Relative Wealth Concerns and Financial Bubbles In: Review of Financial Studies.
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2009Price Drift as an Outcome of Differences in Higher-Order Beliefs In: Review of Financial Studies.
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2023Filing speed, information leakage, and price formation In: Review of Accounting Studies.
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