16
H index
18
i10 index
1348
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka1052 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 7 |
Journal of Finance | 4 |
Review of Financial Studies | 4 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 15 |
NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
Year | Title of citing document |
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2023 | Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392. Full description at Econpapers || Download paper |
2023 | Fast 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. Full description at Econpapers || Download paper |
2023 | Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?. (2023). Cassella, Stefano ; Barahona, Ricardo. In: Working Papers. RePEc:bde:wpaper:2335. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | Beliefs 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. Full description at Econpapers || Download paper |
2023 | Who 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. Full description at Econpapers || Download paper |
2023 | Differences 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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Lottery 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Machine 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. Full description at Econpapers || Download paper |
2023 | Salience 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. Full description at Econpapers || Download paper |
2023 | Allocation 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. Full description at Econpapers || Download paper |
2023 | Individual 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Behavioral 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Who 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | When 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Sharing 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | Strategic 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. Full description at Econpapers || Download paper |
2023 | FinTech 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. Full description at Econpapers || Download paper |
2023 | Recency 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Sign 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. Full description at Econpapers || Download paper |
2023 | Fund 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. Full description at Econpapers || Download paper |
2023 | Investor 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Schumpeterian 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. Full description at Econpapers || Download paper |
2023 | Collateral 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. Full description at Econpapers || Download paper |
2023 | Institutional 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. Full description at Econpapers || Download paper |
2023 | Momentum 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Too 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Revisiting 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | COVID 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. Full description at Econpapers || Download paper |
2023 | Prospect 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. Full description at Econpapers || Download paper |
2023 | Time-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. Full description at Econpapers || Download paper |
2023 | Divergent 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. Full description at Econpapers || Download paper |
2023 | Retail 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. Full description at Econpapers || Download paper |
2023 | Abnormal 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. Full description at Econpapers || Download paper |
2023 | Return–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. Full description at Econpapers || Download paper |
2023 | Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688. Full description at Econpapers || Download paper |
2023 | Implied 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Hedge 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. Full description at Econpapers || Download paper |
2023 | Option 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. Full description at Econpapers || Download paper |
2023 | Investor 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. Full description at Econpapers || Download paper |
2023 | Paying 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. Full description at Econpapers || Download paper |
2023 | Performance 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2023 | Multiscale 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. Full description at Econpapers || Download paper |
2023 | Will 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. Full description at Econpapers || Download paper |
2023 | Trade-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. Full description at Econpapers || Download paper |
2023 | Ex-ante Valuation based on Prospect Theory. (2023). Lin, Yuen ; Niu, Hui ; Fang, YI. In: MPRA Paper. RePEc:pra:mprapa:116386. Full description at Econpapers || Download paper |
2023 | A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172. Full description at Econpapers || Download paper |
2023 | The Role of Dispersed Information in Inflation and Inflation Expectations. (). Mao, Ruoyun ; Han, Zhao. In: Review of Economic Dynamics. RePEc:red:issued:20-423. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Attention 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Bet 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. Full description at Econpapers || Download paper |
2023 | Election-Day Market Reactions to Tax Proposals: Evidence from a Close Vote. (2023). Orihara, Masanori. In: Working Papers. RePEc:wap:wpaper:2219. Full description at Econpapers || Download paper |
2023 | Order 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. Full description at Econpapers || Download paper |
2023 | Herd 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2001 | The High?Volume Return Premium In: Journal of Finance. [Full Text][Citation analysis] | article | 257 |
2001 | The High Volume Return Premium.(2001) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 257 | paper | |
1999 | The High Volume Return Premium..(1999) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 257 | paper | |
2002 | Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds In: Journal of Finance. [Full Text][Citation analysis] | article | 66 |
2008 | Individual Investor Trading and Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 274 |
2012 | Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance. [Full Text][Citation analysis] | article | 129 |
2011 | Individual Investor Trading and Return Patterns around Earnings Announcements.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
2008 | Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Are Retail Traders Compensated for Providing Liquidity? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
2015 | Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2016 | Are retail traders compensated for providing liquidity?.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
2015 | Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Asset Return Predictability in a Heterogeneous Agent Equilibrium Model.(2015) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2015 | Advertising and Mutual Funds: From Families to Individual Funds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 54 |
2017 | WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2016 | Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2017 | Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2017 | Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2018 | Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2017 | Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.(2019) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | Intermediated Asymmetric Information, Compensation, and Career Prospects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | The Real Side of the High-Volume Return Premium In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | The Real Side of the High-Volume Return Premium.(2022) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2009 | Equilibrium Prices in the Presence of Delegated Portfolio Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 85 |
2011 | Equilibrium prices in the presence of delegated portfolio management.(2011) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | article | |
2011 | The delegated Lucas tree In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
2013 | The Delegated Lucas Tree.(2013) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2011 | The delegated Lucas tree.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2012 | Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2012 | Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2023 | On the voluntary disclosure of redundant information In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
2012 | The high volume return premium: Cross-country evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 34 |
2023 | Machine-learning the skill of mutual fund managers In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Machine-Learning the Skill of Mutual Fund Managers.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2006 | Tax management strategies with multiple risky assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 21 |
2007 | Technological innovation and real investment booms and busts In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 39 |
1997 | Free Cash Flow, Optimal Contracting, and Takeovers In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Free Cash Flow, Optimal Contracting, and Takeovers.(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1999 | Mutual Fund Returns and Market Microstructure In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
2008 | Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research. [Full Text][Citation analysis] | article | 3 |
2010 | The Importance of Being an Optimist: Evidence from Labor Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2021 | Contracting in Peer Networks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Relative Wealth Concerns and Financial Bubbles In: Review of Financial Studies. [Full Text][Citation analysis] | article | 51 |
2009 | Price Drift as an Outcome of Differences in Higher-Order Beliefs In: Review of Financial Studies. [Full Text][Citation analysis] | article | 49 |
2023 | Filing speed, information leakage, and price formation In: Review of Accounting Studies. [Full Text][Citation analysis] | article | 0 |
2006 | So What Orders Do Informed Traders Use? In: The Journal of Business. [Full Text][Citation analysis] | article | 117 |
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