Ron Kaniel : Citation Profile

Are you Ron Kaniel?

University of Rochester

12

H index

14

i10 index

752

Citations

RESEARCH PRODUCTION:

18

Articles

25

Papers

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 32
   Journals where Ron Kaniel has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 11 (1.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka1052
   Updated: 2020-08-09    RAS profile: 2020-07-07    
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Relations with other researchers

Works with:

Vestman, Roine (4)

Van Nieuwerburgh, Stijn (4)

Yan, Hong (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)

Menkhoff, Lukas (7)

Chague, Fernando (7)

Challet, Damien (7)

Agudelo, Diego (7)

Cites to:

Viceira, Luis (10)

Shleifer, Andrei (9)

Basak, Suleyman (9)

Campbell, John (8)

Pavlova, Anna (7)

Constantinides, George (7)

Stambaugh, Robert (7)

Green, Richard (6)

Prat, Andrea (6)

merton, robert (5)

Titman, Sheridan (5)

Main data

Where Ron Kaniel has published?

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

Recent works citing Ron Kaniel (2020 and 2019)

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

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

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

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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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2019Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs. (2019). Dehaan, ED ; Blankespoor, Elizabeth ; Zhu, Christina ; Wertz, John. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:1:p:53-84.

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

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

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

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

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

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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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2019Investor target prices. (2019). Huang, Shiyang ; Yin, Chengxi ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:39-57.

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

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

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

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

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

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

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

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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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2017The high-volume return premium: Does it exist in the Chinese stock market?. (2017). Wang, Peipei ; Singh, Harminder ; Wen, Yuanji. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:323-336.

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2018Volume shocks and stock returns: An alternative test. (2018). Chiah, Mardy ; Li, Bob ; Chai, Daniel ; Zhong, Angel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:1-16.

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2018Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements. (2018). Melia, Adrian ; Easton, Steve ; Docherty, Paul ; Chan, Howard . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:16-25.

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2018Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule. (2018). Shyu, Yih-Wen ; Liang, Hsin-Yu ; Chan, Kam C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:163-183.

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2018The high-volume return premium and changes in investor recognition. (2018). Gordon, Narelle ; Wu, Qiongbing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:121-136.

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2018Tweeting the financial market: Media effect in the era of Big Data. (2018). Liu, Peipei ; Xia, Xinping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:267-290.

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

Works by Ron Kaniel:

YearTitleTypeCited
2017Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance.
[Full Text][Citation analysis]		article0
2001The High‐Volume Return Premium In: Journal of Finance.
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2001The High Volume Return Premium.(2001) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 168		paper
1999The High Volume Return Premium..(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 168		paper
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article180
2012Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance.
[Full Text][Citation analysis]		article67
2011Individual Investor Trading and Return Patterns around Earnings Announcements.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		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]		paper11
2015Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers.
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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: 11		article
2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Asset Return Predictability in a Heterogeneous Agent Equilibrium Model.(2015) In: Quarterly Journal of Finance (QJF).
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This paper has another version. Agregated cites: 0		article
2015Advertising and Mutual Funds: From Families to Individual Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2015WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
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: 13		article
2016Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10		paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 10		article
2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Intermediated Asymmetric Information, Compensation, and Career Prospects In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020The Real Side of the High-Volume Return Premium In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2009Equilibrium Prices in the Presence of Delegated Portfolio Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
2011Equilibrium prices in the presence of delegated portfolio management.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		article
2011The delegated Lucas tree In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2013The Delegated Lucas Tree.(2013) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 27		article
2011The delegated Lucas tree.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
2012Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2012Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2012The high volume return premium: Cross-country evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article14
2007Technological innovation and real investment booms and busts In: Journal of Financial Economics.
[Full Text][Citation analysis]		article25
1997Free Cash Flow, Optimal Contracting, and Takeovers In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1997Free Cash Flow, Optimal Contracting, and Takeovers.(1997) In: Rodney L. White Center for Financial Research Working Papers.
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1999Mutual Fund Returns and Market Microstructure In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][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]		paper1
2008Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research.
[Full Text][Citation analysis]		article1
2010The Importance of Being an Optimist: Evidence from Labor Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2008Relative Wealth Concerns and Financial Bubbles In: Review of Financial Studies.
[Full Text][Citation analysis]		article30
2009Price Drift as an Outcome of Differences in Higher-Order Beliefs In: Review of Financial Studies.
[Full Text][Citation analysis]		article25
2006So What Orders Do Informed Traders Use? In: The Journal of Business.
[Full Text][Citation analysis]		article93

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