Kent Daniel : Citation Profile

Are you Kent Daniel?

Columbia University

15

H index

18

i10 index

2639

Citations

RESEARCH PRODUCTION:

19

Articles

15

Papers

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 85
   Journals where Kent Daniel has often published
   Relations with other researchers
   Recent citing documents: 182.    Total self citations: 9 (0.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda995
   Updated: 2024-07-05    RAS profile: 2023-02-11    
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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 Kent Daniel.

Is cited by:

Hirshleifer, David (57)

Teoh, Siew Hong (38)

Stambaugh, Robert (26)

Zhang, Lu (22)

Gallagher, David (21)

wermers, russell (21)

Pastor, Lubos (20)

Hou, Kewei (20)

Campbell, John (12)

Jiang, Danling (12)

Ramadorai, Tarun (11)

Cites to:

Shleifer, Andrei (30)

French, Kenneth (28)

Fama, Eugene (27)

Hirshleifer, David (21)

Titman, Sheridan (18)

Jagannathan, Ravi (18)

Grinblatt, Mark (16)

Campbell, John (12)

Thaler, Richard (12)

Hansen, Lars (12)

Summers, Lawrence (12)

Main data

Where Kent Daniel has published?

Journals with more than one article published# docs
Journal of Finance5
Critical Finance Review3
The Review of Financial Studies3
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc12

Recent works citing Kent Daniel (2024 and 2023)

YearTitle of citing document
2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2023Closed-Loop Nash Competition for Liquidity. (2021). Neuman, Eyal ; Muhle-Karbe, Johannes ; Micheli, Alessandro. In: Papers. RePEc:arx:papers:2112.02961.

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2024Wishful Thinking is Risky Thinking: A Statistical-Distance Based Approach. (2023). Melo, Emerson ; Burgh, Jarrod. In: Papers. RePEc:arx:papers:2307.02422.

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2023Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study. (2023). Rompho, Nopadol ; Kusawat, Poompak. In: Papers. RePEc:arx:papers:2311.00384.

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2023Chief Audit Executive as Supervisory Board Member and Executive Compensation Contracts. (2023). Wang, Bing ; Sun, Xiaojie Christine ; Lyu, Meng. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:258-299.

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2023Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2023Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983.

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2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

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2023Segmented financial risk tolerances within the standardised initial public offering regulatory environment of the Australian Securities Exchange. (2023). Purchase, Sharon ; Gilbey, Kylie J. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1447-1475.

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2023Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements. (2023). Wang, Peipei ; Tian, Gloria Y ; Cui, Xin ; Han, Yan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:66-85.

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2023“I just like the stock”: The role of Reddit sentiment in the GameStop share rally. (2023). Yarovaya, Larisa ; Xie, Ying ; Lucey, Brian ; Long, Suwan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:19-37.

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2023The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930.

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2024Short selling and readability in financial disclosures: A controlled experiment. (2024). Xu, Weike ; Sun, Minxing. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:265-292.

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2023The informativeness of investor communication with corporate insiders: Evidence from China. (2023). Wang, Song ; Huang, Qinghua ; Ju, Congyi ; Meng, Qingbin. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:189-207.

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2023Role of weather in the natural gas market: Insights from the STL?GARCH?W method. (2023). Pan, Zhigang ; Huang, Yisu ; Xia, Zhenglan ; Peng, Lijuan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:3:p:304-323.

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2023Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China. (2023). Wen, Zipeng ; Sun, Pingwen. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:58-86.

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2023Principal Portfolios. (2023). Pedersen, Lasse Heje ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:347-387.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2023The economic effects of real estate investors. (2023). Tsouderou, Athena ; Gete, Pedro ; Garriga, Carlos. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:655-685.

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2023Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2024Do firms manage their share prices to mitigate investor short-termism?. (2024). Mian, Mujtaba G ; Lin, Ji-Chai ; Bostan, Ibrahim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001542.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2024Is the cash-returns relationship risk induced?. (2024). Kang, Mengyao ; Liu, Chenxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001353.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Coreversal: The booms and busts of arbitrage activities in China. (2023). Zheng, Weinan ; Shen, Luyao ; Qiu, Zhigang ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:51-65.

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2023Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250.

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2023Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531.

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2023How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment. (2023). Ni, BO ; Gu, Ming ; Chen, Haiqiang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:22-39.

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2023Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250.

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2023Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment. (2023). Yang, Chloe Chunliu ; Liu, Zhengkai ; Gao, Huasheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:349-368.

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2023Foreign institutions, local investors and momentum trading. (2023). Wu, Winston ; Bradrania, Reza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:40-64.

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2023Easy money and competitive industries’ booms and busts. (2023). Yang, Nan ; Lin, Ji-Chai ; Shang, Longfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:65-85.

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2023Option gamma and stock returns. (2023). Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001093.

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2024Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

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2024Tail risks and private equity performance. (2024). Markarian, Garen ; Kurtovi, Hrvoje. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

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2023The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns. (2023). Li, Jiaqi ; Xu, Zhiwei ; Zhang, Teng. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028013.

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2023Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100.

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2023Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492.

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2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

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2023A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716.

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2023News-based ESG sentiment and stock price crash risk. (2023). Wang, HE ; Liu, Zhaohua ; Liang, Chuanyu ; Yu, Haixu. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300162x.

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2023Which is more important in stock market forecasting: Attention or sentiment?. (2023). Wu, Ji George ; Zou, Gaofeng ; Li, Yishuo ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300248x.

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2023Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors. (2023). Wei, Fengrong ; Lee, Kyuseok ; Eun, Cheol. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002764.

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2023Is anti-herding always a smart choice? Evidence from mutual funds. (2023). Margaritis, Dimitris ; Lee, John Byong-Tek ; Yang, Wanyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300340x.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024The role of distance and financial development: Evidence from international financial markets. (2024). Zhang, Haofei ; Wang, Xin ; Li, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000401.

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2023Availability heuristic and expected returns. (2023). Tan, Chunzhi ; Gao, Bin ; Fang, Yuying ; Xie, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006201.

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2023Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341.

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2023Examining the relationship between financial literacy and demographic factors and the overconfidence of Saudi investors. (2023). Aman, Arfia ; Sherfudeen, Noorjahan ; Albarrak, Mansour Saleh ; Ansari, Yasmeen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007589.

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2023Which factors explain African stock returns?. (2023). Sy, Oumar ; Ndiaye, Bara ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001782.

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2023Uncovering the information content in abnormal institutional visits. (2023). Li, Feng ; Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003604.

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2023Extrapolative beliefs about Bitcoin returns. (2023). Petkova, Ralitsa. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004415.

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2023On the relationship between sentiment gap and A-share premium in China. (2023). Hua, Wei ; Fu, Hsiao-Peng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007080.

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2023Hedge fund manager timing and selectivity skill over time. A holdings-based estimate. (2023). Kang, Minjeong ; Aiken, Adam L. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008115.

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2023Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns. (2023). Lee, Adrian D ; Ainsworth, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000325.

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2023The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465.

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2023Finding information in obvious places: Work connections and mutual fund investment ideas. (2023). Tran, Hai ; Stark, Jeffrey R ; Shirley, Sara E ; Genc, Egemen. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200057x.

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2023Are mutual fund managers good gamblers?. (2023). Stein, Roberto. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000763.

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2023Machine invasion: Automation in information acquisition and the cross-section of stock returns. (2023). Wang, Yanbo ; Pungaliya, Raunaq S. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000775.

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2023The role of idiosyncratic jumps in stock markets. (2023). Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000186.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2023Top executive gender, corporate culture, and the value of corporate cash holdings. (2023). Toscano, Francesca ; Doan, Trang ; Datta, Sudip. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000542.

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2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2023Pricing of European currency options considering the dynamic information costs. (2023). de Peretti, Christian ; ben Hamad, Salah ; Dammak, Wael ; Eleuch, Hichem. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000923.

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2023Asset pricing in bull and bear markets. (2023). Nettayanun, Sampan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000021.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty. (2023). Wang, Tianyi ; Yu, Mei ; Li, Zhiyong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000501.

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2023The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet Huseyin ; Zaremba, Adam ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2023Earnings Virality. (2023). Twedt, Brady ; Thornock, Jacob ; Drake, Michael ; Campbell, Brett. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000404.

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2023Can star analysts make superior coverage decisions in poor information environment?. (2023). Xu, Bin ; Wu, Yuliang ; Mazouz, Khelifa ; Jin, Han. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002308.

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2023Strategic repurchases and equity sales: Evidence from equity vesting schedules. (2023). Moore, David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002977.

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2023The Pricing of Skewness Over Different Return Horizons. (2023). Arisoy, Eser Y ; Aretz, Kevin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200293x.

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2023So Sue Me! The cross section of stock returns related to patent infringement allegations. (2023). HSU, Po-Hsuan ; Latham, William ; Bereskin, Fred ; Wang, Huijun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200320x.

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2023Anticipating jumps: Decomposition of straddle price. (2023). Vasquez, Aurelio ; Gan, Quan ; Chen, Bei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003351.

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2023Currency carry trades and global funding risk. (2023). Suominen, Matti ; Nissinen, Juuso ; Filipe, Sara Ferreira. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000158.

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2023How informative are insider trades and analyst recommendations?. (2023). Wang, Qinghai ; Hsieh, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000237.

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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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2023Competition, investment reversibility, and equity risk premium. (2023). Zhang, Zhou. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001188.

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2023Behavioral bias, distorted stock prices, and stock splits. (2023). Shang, Longfei ; Lin, Tse-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001449.

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2023Do stock-level experienced returns influence security selection?. (2023). Mitali, Shema ; Antoniou, Constantinos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s037842662300225x.

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2023How to counteract biased self-assessments? An experimental investigation of reactions to social information. (2023). Ludwig, Sandra ; Kleinknecht, Janina ; Hromek, Kristijan ; Fellner-Rohling, Gerlinde. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:1-25.

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2023Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369.

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2023Hidden costs of non-green performance? The impact of air pollution awareness on loan rates for Chinese firms. (2023). Wang, Yizhi ; Vigne, Samuel A ; Peng, Yuchao ; Gu, Leilei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:233-250.

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2023Market reactions to stock splits: Experimental evidence. (2023). Duffy, John ; Rud, Olga A ; Rabanal, Jean Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:325-345.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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

Works by Kent Daniel:

YearTitleTypeCited
2015Overconfident Investors, Predictable Returns, and Excessive Trading In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article92
2016Overconfident Investors, Predictable Returns, and Excessive Trading.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article668
1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 668		paper
1997 Measuring Mutual Fund Performance with Characteristic-Based Benchmarks. In: Journal of Finance.
[Full Text][Citation analysis]		article890
2001Explaining the Cross?Section of Stock Returns in Japan: Factors or Characteristics? In: Journal of Finance.
[Full Text][Citation analysis]		article90
1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]		article319
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 319		paper
2021Monetary Policy and Reaching for Income In: Journal of Finance.
[Full Text][Citation analysis]		article18
2018Monetary Policy and Reaching for Income.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1991Common Stock Returns and the Business Cycle In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
2018Liquidity Regimes and Optimal Dynamic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2020Liquidity regimes and optimal dynamic asset allocation.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
1997EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article21
2005Investor Psychology and Tests of Factor Pricing Models In: Working Paper Series.
[Full Text][Citation analysis]		paper18
2001The power and size of mean reversion tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
2004Discussion of: Testing behavioral finance theories using trends and sequences in financial performance, (by Wesley Chan, Richard Frankel, and S.P. Kothari) In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article5
2016Momentum crashes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article24
2014Momentum Crashes.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2002Investor psychology in capital markets: evidence and policy implications In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article234
2012Tail Risk in Momentum Strategy Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper34
2014The Carry Trade: Risks and Drawdowns In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
2017The Carry Trade: Risks and Drawdowns.(2017) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2017Short- and Long-Horizon Behavioral Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper73
2020Short- and Long-Horizon Behavioral Factors.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2017The Cross-Section of Risk and Return In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2020The Cross-Section of Risk and Returns.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2018The Dynamics of Disagreement In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2000Market Efficiency in an Irrational World In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2012Testing Factor-Model Explanations of Market Anomalies In: Critical Finance Review.
[Full Text][Citation analysis]		article41
2016Another Look at Market Responses to Tangible and Intangible Information In: Critical Finance Review.
[Full Text][Citation analysis]		article2
2002Discussion of Why Dont Issuers Get Upset About Leaving Money on the Table in IPOs? In: The Review of Financial Studies.
[Citation analysis]		article7
2022Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public In: Journal of Conflict Resolution.
[Full Text][Citation analysis]		article0

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