Ron Kaniel : Citation Profile

University of Rochester

16

H index

19

i10 index

1495

Citations

RESEARCH PRODUCTION:

24

Articles

27

Papers

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 57
   Journals where Ron Kaniel has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 16 (1.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1052
   Updated: 2025-03-22    RAS profile: 2024-11-09    
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Relations with other researchers

Works with:

Pelger, Markus (2)

Van Nieuwerburgh, Stijn (2)

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)

Holmen, Martin (9)

Giovannetti, Bruno (9)

Chague, Fernando (9)

Hirshleifer, David (8)

Vayanos, Dimitri (8)

Ramadorai, Tarun (8)

De-Losso, Rodrigo (7)

Cites to:

Shleifer, Andrei (16)

Viceira, Luis (10)

Stambaugh, Robert (10)

Campbell, John (9)

Constantinides, George (9)

Titman, Sheridan (9)

Basak, Suleyman (9)

merton, robert (8)

Barber, Brad (8)

French, Kenneth (8)

Odean, Terrance (8)

Main data

Production by document typearticlepaper19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ron Kaniel has published?

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

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2022). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17095.

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2024Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty. (2024). Xia, YI ; Guan, Guohui ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2412.09171.

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2025Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, S R ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625.

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2024.

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2024Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695.

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2024Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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

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2024How Do Mutual Fund Management Fee Changes Impact Mutual Fund Flows. (2024). Mugerman, Yevgeny ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.12.

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2024Do investors benefit from MiFID II unbundling?. (2024). Halling, Michael ; Froberg, Emelie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000774.

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2024The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Sergi, Bruno S ; Sulistiawan, Dedhy ; Rudiawarni, Felizia Arni. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865.

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

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2024The effect of investor attention on stock price crash risk. (2024). Chen, Kai-Sheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001238.

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2024The correlated trading and investment performance of individual investors. (2024). Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000574.

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2024Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653.

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2024Investor attention and market reactions to early announcements in mergers and acquisitions. (2024). Muradoglu, Yaz ; Peng, NI ; Xia, Chunling ; Qin, Huai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005094.

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2024Friends in media: Implications of media connections for analyst forecast optimism. (2024). Vakilzadeh, Hamid ; Mammadov, Babak ; Hossain, Md Miran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001145.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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

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2024Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636.

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2024When Hollywood movies steal the show, stock returns dance more with the market!. (2024). Do, Hung X ; Truong, Cameron ; Nguyen, Nhut H. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004332.

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2024Trading on trends: How the ordering of historical volume predicts Chinese stock returns?. (2024). Li, Yihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004502.

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2024Social media attention and retail investor behavior: Evidence from r/wallstreetbets. (2024). Warkulat, Sonja ; Pelster, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006537.

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2024Choice for smart investment in mutual funds: Single- or multi-period performance ranks. (2024). Oh, Haejune ; Ha, Yeonjeong. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010838.

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2024Individual investor trading and stock returns after the Covid-19 pandemic: Evidence from Korea. (2024). Kwak, Jun Hee. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000576.

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2024The volatility-liquidity dynamics of single-stock ETFs. (2024). Li, Chen ; Nguyen, Vinh Huy ; Zhao, LE. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011929.

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2024Momentum on historical high. (2024). Tomtosov, Aleksandr. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012455.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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2024Synchronous social media and the stock market. (2024). Pyun, Chaehyun. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000338.

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

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2024Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. (2024). Karahan, Cenk C ; Alayan-Gm, Aye. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000929.

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2024Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks. (2024). Yao, Jing ; Wang, Guojing ; Yang, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:79-107.

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2024Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x.

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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Li, Duan ; Gao, Jianjun ; Yao, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2024The information content of retail order flow: Evidence from fragmented markets. (2024). Cox, Justin ; Upson, James E ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001894.

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2024What drives startup valuations?. (2024). Imbierowicz, Bjorn ; Rauch, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001651.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2024Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices. (2024). Steeley, James ; Chelley-Steeley, Patricia ; Schnitzlein, Charles. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002140.

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2024Beyond preferences: Beliefs in sustainable investing. (2024). Viehweger, Martin ; Schauer, Victor ; Luz, Valentin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:584-607.

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2024Disagreement about public information quality and informational price efficiency. (2024). Wang, Qiguang ; Lunawat, Radhika ; Huang, Chong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002027.

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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2024Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527.

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

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2024Are cryptos different? Evidence from retail trading. (2024). Kogan, Shimon ; Niessner, Marina ; Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x2400120x.

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2024High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235.

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2024Do personal taxes affect investment decisions and stock returns?. (2024). Kontoghiorghes, Alexander P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001508.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Reaching the public with Twitter: The reputation value of CEOs. (2024). Du, Yao ; Thuy, Tran Thi ; Nguyen, Hong Thoa ; Lu, Chien-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003411.

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2025Impact of fund cliques on corporate cash dividends: Evidence from China. (2025). Feng, Yumei ; Pei, Hongxin ; Pan, Yuying ; Ho, Kung-Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004124.

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2024Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model. (2024). Sun, You-Jia ; Chen, Bo-Jen ; Dai, Tian-Shyr ; Wu, Mu-En ; Yang, Dong-Yuh. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10555-y.

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2024Is executive compensation aligned with the company’s ESG objectives? Evidence from Chinese listed companies based on the PSM-DID approach. (2024). Lu, Dan ; Meng, Tiantian ; Yahya, M H ; Zariyawati, Mohd Ashhari ; Yu, Danni. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04094-y.

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2025FinTech: a literature review of emerging financial technologies and applications. (2025). Kou, Gang ; Lu, Yang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00668-6.

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2025The complex nature of financial market microstructure: the case of a stock market crash. (2025). Broussard, John Paul ; Shi, Feng ; Booth, Geoffrey G. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:1:d:10.1007_s11403-021-00343-4.

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2024.

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2024Liquidity In Corporate Markets. (2024). Bebczuk, Ricardo ; Carvajal, Ana Fiorella. In: World Bank Publications - Reports. RePEc:wbk:wboper:41408.

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2025Is liquidity provision informative? Evidence from agricultural futures markets. (2025). Ma, Richie R ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:107:y:2025:i:1:p:125-151.

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2024Investor trading behavior and asset prices: Evidence from quantile regression analysis. (2024). Yang, Chunpeng ; Lin, Weinan ; Zhou, Liyun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1722-1744.

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Works by Ron Kaniel:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance.
[Full Text][Citation analysis]		article0
2001The High‐Volume Return Premium In: Journal of Finance.
[Full Text][Citation analysis]		article269
2001The 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: 269		paper
1999The High Volume Return Premium..(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 269		paper
2002Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds In: Journal of Finance.
[Full Text][Citation analysis]		article75
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article303
2012Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance.
[Full Text][Citation analysis]		article148
2011Individual Investor Trading and Return Patterns around Earnings Announcements.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		paper
2008Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
2014Are Retail Traders Compensated for Providing Liquidity? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper61
2015Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2016Are retail traders compensated for providing liquidity?.(2016) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 61		article
2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
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		article
2015Advertising and Mutual Funds: From Families to Individual Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2015WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper60
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: 60		article
2016Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 31		paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 31		article
2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
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		article
2020Intermediated Asymmetric Information, Compensation, and Career Prospects In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2020The Real Side of the High-Volume Return Premium In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2022The Real Side of the High-Volume Return Premium.(2022) In: Management Science.
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This paper has nother version. Agregated cites: 1		article
2009Equilibrium Prices in the Presence of Delegated Portfolio Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper88
2011Equilibrium prices in the presence of delegated portfolio management.(2011) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 88		article
2011The delegated Lucas tree In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
2013The Delegated Lucas Tree.(2013) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 37		article
2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2012Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation.
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This paper has nother version. Agregated cites: 19		article
2023On the voluntary disclosure of redundant information In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2012The high volume return premium: Cross-country evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article38
2023Machine-learning the skill of mutual fund managers In: Journal of Financial Economics.
[Full Text][Citation analysis]		article10
2022Machine-Learning the Skill of Mutual Fund Managers.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article22
2007Technological innovation and real investment booms and busts In: Journal of Financial Economics.
[Full Text][Citation analysis]		article39
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1999Mutual Fund Returns and Market Microstructure. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		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.
[Citation analysis]		paper2
2008Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research.
[Full Text][Citation analysis]		article3
2010The Importance of Being an Optimist: Evidence from Labor Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2021Contracting in Peer Networks In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2008Relative Wealth Concerns and Financial Bubbles In: The Review of Financial Studies.
[Full Text][Citation analysis]		article62
2009Price Drift as an Outcome of Differences in Higher-Order Beliefs In: The Review of Financial Studies.
[Full Text][Citation analysis]		article56
2023Filing speed, information leakage, and price formation In: Review of Accounting Studies.
[Full Text][Citation analysis]		article0
2006So What Orders Do Informed Traders Use? In: The Journal of Business.
[Full Text][Citation analysis]		article134

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