Shmuel Kandel : Citation Profile


Deceased: 2007-01

17

H index

18

i10 index

1291

Citations

RESEARCH PRODUCTION:

30

Articles

31

Papers

RESEARCH ACTIVITY:

   23 years (1984 - 2007). See details.
   Cites by year: 56
   Journals where Shmuel Kandel has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 8 (0.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka646
   Updated: 2020-09-22    RAS profile:    
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Relations with other researchers


Works with:

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

Is cited by:

Stambaugh, Robert (27)

Pastor, Lubos (26)

Ferson, Wayne (21)

Cochrane, John (16)

Zhou, Guofu (15)

Lo, Andrew (15)

Shanken, Jay (15)

Szafarz, Ariane (14)

Campbell, John (14)

Guidolin, Massimo (13)

Epstein, Larry (12)

Cites to:

Grinblatt, Mark (8)

Campbell, John (7)

Stambaugh, Robert (7)

Titman, Sheridan (6)

Shleifer, Andrei (5)

Summers, Lawrence (4)

Waldmann, Robert (4)

Carhart, Mark (3)

Goetzmann, William (3)

Wurgler, Jeffrey (3)

Fama, Eugene (3)

Main data


Where Shmuel Kandel has published?


Journals with more than one article published# docs
Journal of Finance9
Review of Financial Studies6
Journal of Financial Economics4
The Journal of Business3
Journal of Monetary Economics2
European Economic Review2
Economics Letters2

Recent works citing Shmuel Kandel (2020 and 2019)


YearTitle of citing document
2019Auction Theory Adaptations for Real Life Applications. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1810.01736.

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2020Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

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2019A Rational Finance Explanation of the Stock Predictability Puzzle. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.02194.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume. In: Technical Reports. RePEc:bca:bocatr:115.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments. (2019). Ravazzolo, Francesco ; Concetto, Chiara Limongi. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps56.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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2019Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2019Hedging Climate Change News. (2019). Engle, Robert ; Strobel, Johannes ; Lee, Heebum ; Kelly, Bryan ; Giglio, Stefano W. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13730.

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2019The Low-Minus-High Portfolio and the Factor Zoo. (2019). Fournier, Mathieu ; Cujean, Julien ; Andrei, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14153.

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2019Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00.

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2019The Green Golden Rule: habit and anticipation of future consumption. (2019). McAdam, Peter ; Faria, Joao Ricardo. In: Working Paper Series. RePEc:ecb:ecbwps:20192247.

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2019Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

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2019Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10.

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2019Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Gao, Ran ; Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:8-16.

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2020Do mutual fund flows affect the French corporate bond market?. (2020). Salakhova, Dilyara ; Coudert, Virginie. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:496-510.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2019Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2019Asymmetric peer effects in capital structure dynamics. (2019). Im, Hyun Joong. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:17-22.

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2019A new efficiency test for ranking investments: Application to hedge fund performance. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:203-207.

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2019Expected profitability and the cross-section of stock returns. (2019). Lin, XI. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:4.

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2019Consistent non-Gaussian pseudo maximum likelihood estimators. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:321-358.

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2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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2019In search of the optimal number of fund subgroups. (2019). Cheng, Tingting ; Yan, Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:78-92.

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2019The Fisher puzzle, real rate anomaly, and Wicksell effect. (2019). Anari, Ali ; Kolari, James. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:128-148.

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2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

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2019Asset pricing model uncertainty. (2019). Borup, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2019Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387.

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2020Price clustering in Bitcoin market—An extension. (2020). Xu, Chong ; Li, Shenghong. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2019A concave security market line. (2019). YalIn, Atakan ; Post, Thierry ; de Giorgi, Enrico G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:65-81.

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2019Network origins of portfolio risk. (2019). Zareei, Abalfazl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302389.

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2020What drives the market for exchange-traded notes?. (2020). Rakowski, David ; Shirley, Sara. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302766.

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2019Clustered pricing in the corporate loan market: Theory and empirical evidence. (2019). Nandeibam, Shasi ; Bajoori, Elnaz ; Chaudhry, Sajid M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:275-296.

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2019Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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2019Do firms issue more equity when markets become more liquid?. (2019). van Dijk, Mathijs A ; Stulz, Rene M ; Hanselaar, Rogier M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:64-82.

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2020Cross-asset signals and time series momentum. (2020). Vaittinen, Lauri ; Suominen, Matti ; Pitkajarvi, Aleksi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:63-85.

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2020Domestically formed international diversification. (2020). Vivian, Andrew ; Lu, Qinye. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306473.

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2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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2019The world predictive power of U.S. equity market skewness risk. (2019). Jiang, Fuwei ; Chen, Jian ; Yao, Jiaquan ; Xue, Shuyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:210-227.

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2019Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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2019Real interest rate and economic growth: A statistical exploration for transitory economies. (2019). Khan, Ijaz M ; Zhu, Qigui ; Shaukat, Badiea. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312701.

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2019Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investments. (2019). Ashraf, Dawood ; Raza, Muhammad Wajid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:46-61.

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2019The anchoring effect of underwriters proposed price ranges on institutional investors bid prices in IPO auctions: Evidence from China. (2019). Fok, Robert ; Cao, Feng ; Gao, Shenghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:111-127.

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2020Who moves the stock market in an emerging country – Institutional or retail investors?. (2020). Koesrindartoto, Deddy P ; Arroisi, Abdurrohman ; Dharma, Wirata A ; Yusgiantoro, Inka ; Aaron, Aurelius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300327.

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2020The fair value of a token: How do markets price cryptocurrencies?. (2020). Guo, Yike ; Nadler, Philip. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300601.

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2019Examining the Volatility of Ireland’s Tax Base in the Paradigm of Modern Portfolio Theory. (2019). Bedogni, Jacopo ; Fitzgerald, Keith. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:3:p:429-458.

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2020Identification Through Sparsity in Factor Models. (2020). Freyaldenhoven, Simon. In: Working Papers. RePEc:fip:fedpwp:88229.

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2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance. (2019). Robinson, Andrew P ; Kim, Jae H. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:21-:d:231401.

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2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments. (2019). Ravazzolo, Francesco ; Concetto, Chiara Limongi. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:85-:d:230648.

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2020Portfolio Strategies to Track and Outperform a Benchmark. (2020). Glabadanidis, Paskalis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:171-:d:393392.

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2019Business-cycle pattern of asset returns: a general equilibrium explanation. (2019). Kang, Qiang. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:4:d:10.1007_s10436-019-00347-y.

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2019Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9696-2.

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2019Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9639-7.

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2020The Discount to NAV of Distressed Open-End Real Estate Funds. (2020). Heinrich, Michael ; Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:1:d:10.1007_s11146-018-9694-8.

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2019Market-timing performance of mutual fund investors in Emerging Markets. (2019). Cagnazzo, Alberto. In: Working Papers CASMEF. RePEc:lui:casmef:1901.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Cahiers de recherche. RePEc:mtl:montec:15-2020.

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2019Factor Momentum and the Momentum Factor. (2019). Linnainmaa, Juhani T ; Ehsani, Sina. In: NBER Working Papers. RePEc:nbr:nberwo:25551.

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2019Long-Term Discount Rates Do Not Vary Across Firms. (2019). Keloharju, Matti ; Nyberg, Peter ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:25579.

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2019Hedging Climate Change News. (2019). Giglio, Stefano ; Engle, Robert ; Lee, Heebum ; Kelly, Bryan T ; Stroebel, Johannes. In: NBER Working Papers. RePEc:nbr:nberwo:25734.

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2019Liquidity Risk After 20 Years. (2019). Stambaugh, Robert ; Pastor, Lubos. In: NBER Working Papers. RePEc:nbr:nberwo:25774.

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2019Financial Market Risk Perceptions and the Macroeconomy. (2019). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26290.

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2020Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?. (2020). Zeldes, Stephen P ; Landoni, Mattia. In: NBER Working Papers. RePEc:nbr:nberwo:26700.

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2020Portfolio Delegation and 401(k) Plan Participant Responses to COVID-19. (2020). Reuter, Jonathan ; Finke, Michael S ; Blanchett, David. In: NBER Working Papers. RePEc:nbr:nberwo:27438.

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2020How Global is Your Mutual Fund? International Diversification from Multinationals. (2020). Sialm, Clemens ; Ferreira, Miguel ; Matos, Pedro ; Demirci, Irem. In: NBER Working Papers. RePEc:nbr:nberwo:27648.

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2019.

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2020Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs. (2020). Rinne, Kalle ; Vaittinen, Lauri ; Suominen, Matti ; Etula, Erkko . In: Review of Financial Studies. RePEc:oup:rfinst:v:33:y:2020:i:1:p:75-111..

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2019The Influence of Inflation rate on Robor in the Romanian Banking System - Case Study. (2019). Iuga, Iulia . In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xix:y:2019:i:1:p:607-613.

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2019How associations between products and numbers in brand names affect consumer attitudes: introducing multi-context numbers. (2019). Gunasti, Kunter ; Ozcan, Timucin. In: Journal of Brand Management. RePEc:pal:jobman:v:26:y:2019:i:2:d:10.1057_s41262-018-0125-1.

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2019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

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2019Intraday Time-series Momentum: Evidence from China. (2019). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao . In: MPRA Paper. RePEc:pra:mprapa:97134.

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2019Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model. (2019). Kapetanios, George ; Calonaci, Fabio ; Baillie, Richard T. In: Working Papers. RePEc:qmw:qmwecw:879.

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2019Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel. (2019). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: 2019 Meeting Papers. RePEc:red:sed019:1567.

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2020Währungsabsicherung bei Immobilienaktien außerhalb des Euroraums. (2020). Sebastian, Steffen ; Memis, Halil I. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:6:y:2020:i:1:d:10.1365_s41056-019-00043-y.

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2019The sources of momentum in international government bond returns. (2019). Kambouris, George ; Zaremba, Adam. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:8:p:848-857.

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2019Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures. (2019). Onur, Esen ; Mixon, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1035-1055.

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2020Bid and ask prices of index put options: Which predicts the underlying stock returns?. (2020). Liu, Yangshu ; Chen, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1337-1353.

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2019Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

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2020Mutual fund performance: The decision quality and capital magnet efficiencies. (2020). Tebourbi, Imen ; Hsieh, Pierre H ; Liu, Naiyu ; Lu, Wenmin. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:5:p:861-872.

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2020An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan. (2020). Ali, Bilawal ; Mumtaz, Atif ; Shamim, Asif. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500012.

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2019CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS. (2019). Flori, Andrea. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:22:y:2019:i:05:n:s0219024919500201.

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Works by Shmuel Kandel:


YearTitleTypeCited
1984 On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio. In: Journal of Finance.
[Full Text][Citation analysis]
article3
1986 The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return. In: Journal of Finance.
[Full Text][Citation analysis]
article4
1987 Mimicking Portfolios and Exact Arbitrage Pricing. In: Journal of Finance.
[Full Text][Citation analysis]
article60
1987 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas. In: Journal of Finance.
[Full Text][Citation analysis]
article40
1987 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion. In: Journal of Finance.
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article0
1987 Mean-Variance Spanning. In: Journal of Finance.
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article163
1995 Portfolio Inefficiency and the Cross-Section of Expected Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article70
1994Portfolio Inefficiency and the Cross-Section of Expected Returns.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
1996 Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis. In: Journal of Finance.
[Full Text][Citation analysis]
article36
2002Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis.(2002) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
1995Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis..(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
1996 On the Predictability of Stock Returns: An Asset-Allocation Perspective. In: Journal of Finance.
[Full Text][Citation analysis]
article245
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