Ron Kaniel : Citation Profile


Are you Ron Kaniel?

University of Rochester

11

H index

13

i10 index

701

Citations

RESEARCH PRODUCTION:

15

Articles

23

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 35
   Journals where Ron Kaniel has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 9 (1.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1052
   Updated: 2020-04-04    RAS profile: 2017-11-12    
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Relations with other researchers


Works with:

Van Nieuwerburgh, Stijn (3)

Vestman, Roine (3)

Sraer, David (3)

Parham, Robert (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 (10)

Makarov, Dmitry (10)

Holmen, Martin (9)

Giovannetti, Bruno (7)

Hirshleifer, David (7)

Agudelo, Diego (7)

Chague, Fernando (7)

Menkhoff, Lukas (7)

PASCUAL, ROBERTO (6)

Cites to:

Basak, Suleyman (9)

Shleifer, Andrei (9)

Pavlova, Anna (7)

Green, Richard (6)

merton, robert (6)

Campbell, John (6)

Prat, Andrea (6)

Titman, Sheridan (5)

Madhavan, Ananth (5)

Vayanos, Dimitri (5)

Constantinides, George (5)

Main data


Where Ron Kaniel has published?


Journals with more than one article published# docs
Journal of Financial Economics6
Review of Financial Studies3
Journal of Finance2

Recent works citing Ron Kaniel (2018 and 2017)


YearTitle of citing document
2017Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: Annual Meeting, 2017, June 18-21, Montreal, Canada. RePEc:ags:caes17:259344.

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2017The Information Content of the Limit Order Book. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON. RePEc:ags:cafp17:253251.

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2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market. (2018). Challet, Damien ; Kassibrakis, Serge ; Lallouache, Mehdi ; Chicheportiche, R'emy . In: Papers. RePEc:arx:papers:1609.04640.

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2017Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1706.07216.

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2018Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Emmert-Streib, Frank ; Kanniainen, Juho ; Baltakys, Kestutis. In: Papers. RePEc:arx:papers:1708.09850.

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2018The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1802.01143.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2017SPECULATIVE PROFITS, INNOVATION, AND GROWTH. (2017). Denicolo', Vincenzo ; Zanchettin, Piercarlo. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:160-174.

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2018Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

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2017The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:77-106.

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2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

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2019The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows. (2019). Mugerman, Yevgeny ; Wiener, Zvi ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.09.

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2018The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model. (2018). Winter, Christoph. In: Working papers. RePEc:bsl:wpaper:2018/21.

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2017Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency. (2017). Buss, Adrian ; Breugem, Matthijs. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:524.

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2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1714.

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2017Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1714.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: Documentos de Trabajo CIEF. RePEc:col:000122:016359.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2018INDIVIDUAL INVESTORS ON THE FINANCIAL MARKET IN POLAND. (2018). Pawowski, Jarosaw . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:7:y:2018:i:1:p:51-66.

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2018THE USEFULNESS OF FINANCIAL REPORTING FOR FINANCIAL INSTRUMENTS IN THE DECISION-MAKING PROCESSES OF INDIVIDUAL INVESTORS. (2018). Pawowski, Jarosaw. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:7:y:2018:i:4:p:99-113.

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2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462.

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2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2017A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00648.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2017The Application of Genetic Programming on the Stock Movement Forecasting System. (2017). Tsai, Yi-Chi ; Hong, Cheng-Yih. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-9.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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2017How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests. (2017). Fang, Dawei ; Kirchler, Michael ; Kleinlercher, Daniel ; Holmen, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:1-27.

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2018Optimal order execution using hidden orders. (2018). Chen, Yuanyuan ; Li, Duan ; Gao, Xuefeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:89-116.

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2017Beauty contest, bounded rationality, and sentiment pricing dynamics. (2017). Liang, Hanchao ; Cai, Chuangqun ; Yang, Chunpeng. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:71-80.

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2017Asset pricing and institutional investors with disagreements. (2017). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:231-248.

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2017Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations. (2017). Filzen, Joshua J ; Schutte, Maria Gabriela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:19-37.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2018Non-zero-sum stochastic differential reinsurance and investment games with default risk. (2018). Zhu, Huiming ; Deng, Chao ; Zeng, Xudong. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1144-1158.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2019Is individual trading priced in the preferred stock discount?. (2019). Choi, Joung Hwa ; Sub, Paul Moon ; Park, Cheol. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:326-346.

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2019Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467.

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2017Informed retail investors: Evidence from retail short sales. (2017). Gamble, Keith Jacks ; Xu, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:59-72.

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2017Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors. (2017). Li, Xindan ; Yu, Honghai ; Subrahmanyam, Avanidhar ; Geng, Ziyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:1-18.

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2018The valuation effects of investor attention in stock-financed acquisitions. (2018). Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:108-125.

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2018Residual momentum in Japan. (2018). Chang, Rosita P ; Rhee, Ghon S ; Nakano, Shinji ; Ko, Kuan-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:283-299.

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2018Behavioral biases in the corporate bond market. (2018). Wei, Jason . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

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2018Investor types and stock return volatility. (2018). Che, Limei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:139-161.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2017Are investors consistent in their trading strategies? An examination of individual investor-level data. (2017). Duxbury, Darren ; Yao, Songyao . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:77-87.

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2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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2018Who exacerbates the extreme swings in the Chinese stock market?. (2018). Wu, Eliza ; Tian, Shu. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:50-59.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2017Optimization of brokers’ commissions. (2017). Lemeunier, sebastien. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:137-145.

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2017Gamblers attention and the mean-variance relation: Evidence from China. (2017). Wu, Lingyan ; Yao, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:233-238.

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2019A new attention proxy and order imbalance: Evidence from China. (2019). Li, Youwei ; Xiong, Xiong ; Gao, YA ; Vigne, Samuel A ; Feng, XU. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:411-417.

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2019Haze, investor attention and Chinas stock markets: Evidence from internet stock forum. (2019). Tao, Lingfeng ; Zhang, Yihao. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318302149.

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2017Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68.

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2018Market frictions, investor sophistication, and persistence in mutual fund performance. (2018). Dumitrescu, Ariadna ; Gil-Bazo, Javier . In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:40-59.

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2019The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Irvine, Paul ; Giannini, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:94-120.

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2019Disposition sales and stock market liquidity. (2019). Choi, Darwin. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:19-36.

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2019A state-space modeling of the information content of trading volume. (2019). Ibikunle, Gbenga ; Rzayev, Khaladdin. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118302519.

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2017Institutional investment horizon, the information environment, and firm credit risk. (2017). Switzer, Lorne ; Wang, Jun. In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:57-71.

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2018The determinants of retail trading activity in emerging markets: A cross-market analysis. (2018). Alderighi, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:152-167.

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2019Tests of technical trading rules and the 52-week high strategy in the corporate bond market. (2019). Ulku, Numan ; Raza, Ahmad ; Montgomery, William . In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:85-103.

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2018Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:173-195.

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2018Public tax-return disclosure. (2018). Slemrod, Joel ; Robinson, Leslie ; Hoopes, Jeffrey L. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:1:p:142-162.

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2018Earnings announcement promotions: A Yahoo Finance field experiment. (2018). Lawrence, Alastair ; Laptev, Nikolay ; Sun, Estelle ; Ryans, James. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:399-414.

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2019The short-selling skill of institutions and individuals. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91.

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2019An equilibrium model of risk management spillover. (2019). Ye, Zhiqiang ; Qiu, Zhigang ; Jiang, Ying ; Huang, Shiyang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:3.

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2019Short interest, stock returns and credit ratings. (2019). Wu, Chunchi ; Guo, XU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s037842661930192x.

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2017Do individual short-sellers make money? Evidence from Korea. (2017). Wang, Shu-Feng ; Woo, Min-Cheol ; Lee, Kuan-Hui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:159-172.

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2017Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32.

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2017Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79.

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2018In search for managerial skills beyond common performance measures. (2018). Yu, Bin ; Chen, Fan ; Qian, Meifen ; Sun, Ping-Wen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:224-239.

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2019Price reversals and price continuations following large price movements. (2019). Dyl, Edward A ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:1-12.

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2017Do investors trade too much? A laboratory experiment. (2017). Massaro, Domenico ; Hommes, Cars ; Challet, Damien ; Bouchaud, Jean-Philippe ; da Gama, Joo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:18-34.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2019Financial attention and the disposition effect. (2019). Inghelbrecht, Koen ; Dierick, Nicolas ; Stieperaere, Hannes ; Heyman, Dries. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:190-217.

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2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:142-180.

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2019Capital immobility and the reach for yield. (2019). Moreira, Alan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:907-951.

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2017Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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2017Moral hazard in active asset management. (2017). Brown, David C ; Davies, Shaun William . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:311-325.

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2017Informed trading and price discovery before corporate events. (2017). Baruch, Shmuel ; Venkataraman, Kumar ; Panayides, Marios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:561-588.

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2019Do idiosyncratic jumps matter?. (2019). Zekhnini, Morad ; Kapadia, Nishad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:666-692.

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2019Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns. (2019). Kang, Jangkoo ; Jang, Jeewon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:222-247.

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2019Industry familiarity and trading: Evidence from the personal portfolios of industry insiders. (2019). Rossi, Andrea ; Birru, Justin ; Ben-David, Itzhak. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:49-75.

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2019Attention allocation and return co-movement: Evidence from repeated natural experiments. (2019). Lin, Tse-Chun ; Huang, Yulin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:369-383.

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2019Should retail investors’ leverage be limited?. (2019). Simsek, Alp ; Heimer, Rawley . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:1-21.

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2018Is individual trading priced in stocks?. (2018). Sub, Paul Moon ; Choi, Joung Hwa . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:76-92.

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2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. (2019). Agudelo, Diego ; Yepes-Henao, Paula ; Byder, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:187-203.

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2019The asymmetric performance of industry concentrated funds. (2019). Trifon, Papapanagiotou ; Eirini, Lazaridou ; Dimitrios, Kousenidis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300635.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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2017Price limits and the value premium in the Taiwan stock market. (2017). Lin, Chaonan ; Yang, Nien-Tzu ; Ko, Kuan-Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:26-45.

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2017The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

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2017The reactions to on-air stock reports: Prices, volume, and order submission behavior. (2017). Chiao, Chaoshin ; Lee, Cheng-Few ; Lin, Tung-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:27-46.

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2017Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

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

Works by Ron Kaniel:


YearTitleTypeCited
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
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article166
2012Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance.
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article61
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: 61
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2008Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers.
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paper0
2014Are Retail Traders Compensated for Providing Liquidity? In: CEPR Discussion Papers.
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paper10
2015Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 10
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2016Are retail traders compensated for providing liquidity?.(2016) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 10
article
2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers.
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paper1
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: 1
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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paper10
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: 10
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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paper8
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 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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paper50
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: 50
article
2011The delegated Lucas tree In: CEPR Discussion Papers.
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paper26
2013The Delegated Lucas Tree.(2013) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 26
article
2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2012Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers.
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paper9
2012Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 9
article
2012The high volume return premium: Cross-country evidence In: Journal of Financial Economics.
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article12
2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
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article14
2007Technological innovation and real investment booms and busts In: Journal of Financial Economics.
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article24
2001The High Volume Return Premium In: Rodney L. White Center for Financial Research Working Papers.
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paper159
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: 159
paper
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 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.
[Citation analysis]
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
2008Relative Wealth Concerns and Financial Bubbles In: Review of Financial Studies.
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article29
2009Price Drift as an Outcome of Differences in Higher-Order Beliefs In: Review of Financial Studies.
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article22
2006So What Orders Do Informed Traders Use? In: The Journal of Business.
[Full Text][Citation analysis]
article85

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