Shmuel Kandel : Citation Profile


Deceased: 2007-01

17

H index

18

i10 index

1268

Citations

RESEARCH PRODUCTION:

30

Articles

31

Papers

RESEARCH ACTIVITY:

   23 years (1984 - 2007). See details.
   Cites by year: 55
   Journals where Shmuel Kandel has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 8 (0.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka646
   Updated: 2020-08-01    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)

Shanken, Jay (15)

Lo, Andrew (15)

Zhou, Guofu (15)

Szafarz, Ariane (14)

Campbell, John (14)

Guidolin, Massimo (13)

Jagannathan, Ravi (12)

Cites to:

Grinblatt, Mark (8)

Campbell, John (7)

Stambaugh, Robert (7)

Titman, Sheridan (6)

Shleifer, Andrei (5)

Waldmann, Robert (4)

Summers, Lawrence (4)

Fama, Eugene (3)

Hansen, Lars (3)

Wurgler, Jeffrey (3)

Bernanke, Ben (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
European Economic Review2
Journal of Monetary Economics2
Economics Letters2

Recent works citing Shmuel Kandel (2018 and 2017)


YearTitle of citing document
2017RETURN, VOLATILITY AND FUND FLOWS LINKAGES: MALAYSIAN EVIDENCE. (2017). Goh, Yue Meinn ; Zam, Ros Zam. In: Management and Marketing Journal. RePEc:aio:manmar:v:xv:y:2017:i:2:p:59-69.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

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2018Portfolio optimization at the frontier: Assessing the diversification benefits of African securities. (2018). Senga, Christian. In: Working Papers. RePEc:ant:wpaper:2019001.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017The Size Premium in Equity Markets: Where is the Risk?. (2017). Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1708.00644.

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381.

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2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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

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2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

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2019Factor 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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2018Efficacy of Monetary Policy Instruments on Economic Growth: Evidence from Nigeria. (2018). Tule, Moses K ; Apinran, Martins O ; Ogundele, Oloruntoba S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1239-1256.

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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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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2017Optimal Sovereign Debt for an Overdebted Country. (2017). Dalamagas, Basil ; Tantos, Stefanos . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:95-118.

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2018The Performance of Market†Timing Strategies of Italian Mutual Fund Investors. (2018). Cagnazzo, Alberto ; Borri, Nicola. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:5-20.

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2017Risk Control: Who Cares?. (2017). Taylor, Nick. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:153-179.

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2018Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity. (2018). Kamara, Avraham ; Young, Lance . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:911-929.

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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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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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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2018ISRAELI TREASURY AUCTION REFORM. (2018). Wiener, Zvi ; Stein, Roy ; Sade, Orly. In: Israel Economic Review. RePEc:boi:isrerv:v:16:y:2018:i:1:p:41-61.

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201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

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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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2017Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. (2017). Wei, Xiaopeng ; Dang, Huong Dieu ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:17/17.

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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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2017A Portfolio Perspective on the Multitude of Firm Characteristics. (2017). de Miguel, Victor ; Uppal, Raman ; Nogales, Francisco J ; Martin-Utrera, Alberto ; Demiguel, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12417.

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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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2018Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692.

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2018The Levered Equity Risk Premium and Credit Spreads: A Unified Framework. (2018). Bhamra, Harjoat Singh ; Strebulaev, Ilya ; Kuehn, Lars-Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12827.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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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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2017Interest Rate Future Quality Options and Negative Interest Rates. (2017). de la Corte, Alejandro Balbas ; Herrero, Ricardo Laborda . In: INDEM - Working Paper Business Economic Series. RePEc:cte:idrepe:24859.

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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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2018Pension fund equity performance: Patience, activity or both?. (2018). Lelyveld, Iman ; Artiga Gonzalez, Tanja ; Lucivjanska, Katarina ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:606.

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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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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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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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2017Informativeness of the market news sentiment in the Taiwan stock market. (2017). Hsu, Yen-Ju ; Chen, Jen-Nan ; Wei, Yu-Chen ; Lu, Yang-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:158-181.

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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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2018The green golden rule: Habit and anticipation of future consumption. (2018). McAdam, Peter ; Faria, Joao. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:131-133.

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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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2017Bayesian estimation of the global minimum variance portfolio. (2017). Bodnar, Taras ; Okhrin, Yarema ; Mazur, Stepan. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:292-307.

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2018Comparing large-sample maximum Sharpe ratios and incremental variable testing. (2018). Hanke, Michael ; Penev, Spiridon. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:571-579.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2017The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test. (2017). Masih, Abul ; Bacha, Obiyathulla ; Mansur, A ; Dewandaru, Ginanjar. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:66-95.

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2017Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163.

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2018Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?. (2018). Muoz, Fernando ; Vicente, Ruth . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:181-193.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2018Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cai, Biqing ; Yan, Cheng ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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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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2017Timing strategy performance in the crude oil futures market. (2017). Taylor, Nick. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:480-492.

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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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2017Predictability and diversification benefits of investing in commodity and currency futures. (2017). Potì, Valerio ; cotter, john ; Poti, Valerio ; Eyiah-Donkor, Emmanuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:52-66.

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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018Investor sentiment: Does it augment the performance of asset pricing models?. (2018). Bredin, Don ; Bathia, Deven. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:290-303.

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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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2018Forecasting the equity risk premium: The importance of regime-dependent evaluation. (2018). Baltas, Nick ; Karyampas, Dimitrios . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:83-102.

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2017Long-term event study of timber real estate investment trust conversions. (2017). Piao, Xiaorui ; Zhang, Weiyi ; Mei, Bin. In: Forest Policy and Economics. RePEc:eee:forpol:v:78:y:2017:i:c:p:1-9.

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2017The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

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2017Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt. (2017). Lu, Jing ; Wu, Qinqin ; Hao, Ying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:1-14.

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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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2018The peer performance ratios of hedge funds. (2018). Ardia, David ; Boudt, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:351-368.

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2018A new risk factor based on equity duration. (2018). Mohrschladt, Hannes ; Nolte, Sven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:126-135.

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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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2017Industry herd behaviour in financing decision making. (2017). Camara, Omar . In: Journal of Economics and Business. RePEc:eee:jebusi:v:94:y:2017:i:c:p:32-42.

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2017Portfolio concentration and performance of institutional investors worldwide. (2017). Sokolyk, Tatyana ; Choi, Nicole ; Fedenia, Mark ; Skiba, Hilla . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:189-208.

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2017International tests of a five-factor asset pricing model. (2017). Fama, Eugene F ; French, Kenneth R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:441-463.

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2018Tradability of output, business cycles and asset prices. (2018). Tian, Mary. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:86-102.

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2018An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

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2018Choosing factors. (2018). Fama, Eugene F ; French, Kenneth R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:234-252.

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

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.
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article3
1986 The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return. In: Journal of Finance.
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article4
1987 Mimicking Portfolios and Exact Arbitrage Pricing. In: Journal of Finance.
[Full Text][Citation analysis]
article58
1987 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas. In: Journal of Finance.
[Full Text][Citation analysis]
article39
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.
[Full Text][Citation analysis]
article155
1995 Portfolio Inefficiency and the Cross-Section of Expected Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article69
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: 69
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]
article243
1995On the Predictability of Stock Returns: An Asset-Allocation Perspective.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 243
paper
2004A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets Mean Reversion In: CEPR Discussion Papers.
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paper8
2008A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion.(2008) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2004A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 In: CEPR Discussion Papers.
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paper0
2005The (Bad?) Timing of Mutual Fund Investors In: CEPR Discussion Papers.
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paper6
2011The Price Pressure of Aggregate Mutual Fund Flows In: Journal of Financial and Quantitative Analysis.
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article30
1989Firms fiscal years, size and industry In: Economics Letters.
[Full Text][Citation analysis]
article2
1991Expected inflation, unexpected inflation, and relative price dispersion : An empirical analysis In: Economics Letters.
[Full Text][Citation analysis]
article2
1993On the incentives for money managers : A signalling approach In: European Economic Review.
[Full Text][Citation analysis]
article9
1991On the Incentives for Money Nanagers: A Signalling Approach..(1991) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2001Do investors prefer round stock prices? Evidence from Israeli IPO auctions In: Journal of Banking & Finance.
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article24
2012Measuring investor sentiment with mutual fund flows In: Journal of Financial Economics.
[Full Text][Citation analysis]
article51
2014Mutual fund performance evaluation with active peer benchmarks In: Journal of Financial Economics.
[Full Text][Citation analysis]
article13
1984The likelihood ratio test statistic of mean-variance efficiency without a riskless asset In: Journal of Financial Economics.
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article21
1987On correlations and inferences about mean-variance efficiency In: Journal of Financial Economics.
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article44
1991Asset returns and intertemporal preferences In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article180
1991Asset Returns and Intertemporal Preferences.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180
paper
2002Real and nominal effects of central bank monetary policy In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article7
1993Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper2
1993Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94).(1993) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1993Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1993Bayesian Inference and Portfolio Efficiency..(1993) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1994Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93).(1994) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper3
1990Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009).(1990) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
1991Bayesian Inference and Portfolio Efficiency (Revised: 4-93) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1991Bayesian Inference and Portfolio Efficiency..(1991) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1994An Index-Contingent Trading Mechanism: Economic Implications In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994An Index-Contingent Trading Mechanism: Economic Implications.(1994) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1989Expectations and Volatility of Long-Horizon Stock Returns In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1992The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1998Ex-Ante Real Rates and Inflation Premiums: A Consumption-Based Approach. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper2
1988A Mean-Variance Framework for Tests for Asset Pricing Models In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper21
1989A Mean-Variance Framework for Tests of Asset Pricing Models..(1989) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
1994On the Predictability of Stock Returns: An Asset- Allocation Perspective. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1988Modeling Expected Stock Returns for Long and Short Horizons In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper21
1990ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES. In: Weiss Center Working Papers.
[Citation analysis]
paper6
1991Bayesian Inference and Portfolio Efficiency. In: Weiss Center Working Papers.
[Citation analysis]
paper38
1993Bayesian Inference and Portfolio Efficiency.(1993) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
1995Bayesian Inference and Portfolio Efficiency..(1995) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
1999The Demand for Stocks: An Analysis of IPO Auctions. In: Review of Financial Studies.
[Citation analysis]
article51
1990Expectations and Volatility of Consumption and Asset Returns. In: Review of Financial Studies.
[Full Text][Citation analysis]
article98
1993Learning from Trading. In: Review of Financial Studies.
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article5
1994A Mean-Variance Framework for Tests of Asset Pricing Models: Correction. In: Review of Financial Studies.
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article0
1987Value Line Rank and Firm Size. In: The Journal of Business.
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article7
1990Market Efficiency and Value Lines Record. In: The Journal of Business.
[Full Text][Citation analysis]
article6
1997Implications of an Index-Contingent Trading Mechanism. In: The Journal of Business.
[Full Text][Citation analysis]
article4
2009Endogenous benchmarks In: CFR Working Papers.
[Full Text][Citation analysis]
paper0

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