Kent Daniel : Citation Profile

Columbia University

18

H index

20

i10 index

3168

Citations

RESEARCH PRODUCTION:

19

Articles

20

Papers

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 96
   Journals where Kent Daniel has often published
   Relations with other researchers
   Recent citing documents: 365.    Total self citations: 9 (0.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda995
   Updated: 2026-07-04    RAS profile: 2023-02-24    
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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 (58)

Teoh, Siew Hong (40)

Stambaugh, Robert (26)

Zhang, Lu (22)

Gallagher, David (21)

wermers, russell (21)

Hou, Kewei (20)

Pastor, Lubos (20)

Polk, Christopher (14)

Campbell, John (12)

Titman, Sheridan (12)

Cites to:

Shleifer, Andrei (34)

French, Kenneth (31)

Hirshleifer, David (31)

Fama, Eugene (28)

Titman, Sheridan (21)

Jagannathan, Ravi (19)

Odean, Terrance (17)

Grinblatt, Mark (17)

Hansen, Lars (16)

Summers, Lawrence (15)

Thaler, Richard (15)

Main data

Where Kent Daniel has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc16

Recent works citing Kent Daniel (2025 and 2024)

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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2025A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

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2024Wishful Thinking is Risky Thinking. (2024). Burgh, Jarrod ; Melo, Emerson. In: Papers. RePEc:arx:papers:2307.02422.

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2024Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI. In: Papers. RePEc:arx:papers:2401.05823.

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2025Censored Beliefs and Wishful Thinking. (2025). Burgh, Jarrod ; Melo, Emerson. In: Papers. RePEc:arx:papers:2402.01892.

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2024Cyber risk and the cross-section of stock returns. (2024). Mar, Loic ; Celeny, Daniel. In: Papers. RePEc:arx:papers:2402.04775.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2024What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts. (2024). Gulen, Huseyin ; Zhou, Dexin ; Green, Clifton T ; Chen, Shuaiyu. In: Papers. RePEc:arx:papers:2409.11540.

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2024Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance. (2024). Huang, Chun-Sung ; Gawronsky, Marcus. In: Papers. RePEc:arx:papers:2410.23447.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025Do Sell-side Analyst Reports Have Investment Value?. (2025). Lv, Linying. In: Papers. RePEc:arx:papers:2502.20489.

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2025Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement. (2025). Zhang, Zhanhao ; Sun, Qiang ; Shi, Xiaofei ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2504.04300.

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2025Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206.

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2025Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility. (2025). Chan, Patrick ; Zimbidis, Iosif ; Sircar, Ronnie. In: Papers. RePEc:arx:papers:2507.17162.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986.

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2025Anonymization and Information Loss. (2025). Zhou, Dexin ; Yang, Baozhong ; Wu, KE ; Ying, Zhenkun. In: Papers. RePEc:arx:papers:2511.15364.

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2026Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2026Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2026Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance. (2026). Liu, Chang. In: Papers. RePEc:arx:papers:2604.18821.

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2026Behavioural Biases and Investment Decision-Making: A Multigroup Analysis of Demographic Differences Using PLS-SEM. (2026). Chanu, Ayekpam Ibemcha ; Basumatary, Swrang. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:10:y:2026:i:3:p:1445-1461.

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2024Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244.

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2025The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2026Mutual Fund Performance: A Review of the Literature. (2026). Puopolo, Giovanni Walter. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:1-13:id:3412.

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2026Does Active Management Matter in ESG Investing?. (2026). Ammar, Fatma ; Errais, Eymen. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:56-87:id:3427.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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2024An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802.

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2025Cross‐asset time‐series momentum strategy: A new perspective. (2025). Singh, Tarlok ; Park, Jung Chul ; Xu, Dezhong ; Li, Bin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2387-2419.

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2025The leaders shadow: Excessive information spillover in the Chinese stock market. (2025). Wei, Yixin ; Lu, Lei ; Duan, Jiaxin ; Yin, Fangyi. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2454-2486.

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2025Agnostic Fundamental Analysis via Machine Learning. (2025). Long, Zhen ; Li, Bin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2678-2700.

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2025Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2025). Cerqueti, Roy ; Nicolosi, Marco ; da Fermo, Carmine. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:1:p:778-787.

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2025Green Revenue Generation and Sales Contribution: Are Consumers Willing to Bear the Cost of Sustainability?. (2025). Elmarzouky, Mahmoud ; Karim, Enayet ; Shohaieb, Doaa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:8:p:10977-10996.

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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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2024Aggregate uncertainty, information acquisition, and analyst stock recommendations. (2024). Welagedara, Venura ; Singh, Harminder. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:604-640.

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2024A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882.

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2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

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2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

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2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506.

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2024Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909.

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2025Who Prefers Guessing to Admitting They Don’t Know? Measurement Error in Financial Literacy Surveys. (2025). LO PRETE, Anna ; Bertola, Giuseppe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11748.

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2025Monetary Policy and Life Insurance Profitability: Bancassurance’s Edge in a Low-Yield World. (2025). Aguilar-Perez, Pablo. In: Working Papers. RePEc:cii:cepidt:2025-22.

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2025Investor Sentiments and Bitcoin Volatility: Empirical Evidence from Cryptocurrency Market. (2025). Abid, Humma ; Ahmad, Farhan ; Zaman, Mubashir ; Jamal, Surayya. In: International Journal of Politics & Social Sciences Review (IJPSSR). RePEc:ebj:ijpssr:2025v4iia8.

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2024Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892.

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2025Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130.

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2024Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review. (2024). Gokhale, Gautam Milind ; Mittal, Ankur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-8.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2025News shock, limited institutional attention and stock market response: Evidence from China. (2025). Chen, Shaoling ; Yang, Haisheng ; Wu, Jun ; Liang, Weijuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001174.

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2024Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market. (2024). Hu, Zhijun ; Sun, Ping-Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000492.

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2025Investor sentiment and cross-section of cryptocurrency returns. (2025). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000243.

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2025Tossed by the tides of emotion: The impact of online media sentiment on stock returns. (2025). Liang, Xiaojun ; Tan, NA ; Chang, Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000267.

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2025Hedge funds, short sales, and the 52-week high. (2025). Rui, Yixuan ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000644.

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2026An agent-based model of rumor-induced volatility in financial markets. (2026). Narayanan, Archana ; van Heeswijk, Wouter ; Marisetty, Vijaya B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:49:y:2026:i:c:s2214635025001169.

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2025Reprint of: Political uncertainty, corporate social responsibility, and firm performance. (2025). Yin, Chao ; Hu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000162.

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2025A real effect of climate-related shareholder proposals: Diversification. (2025). Tindall, Greg. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838924002142.

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2026Idiosyncratic volatility and return: A finite mixture approach. (2026). Cheng, Zhuo ; Zhang, Yinglei ; Fang, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838923001154.

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

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2025Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811.

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2026Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573.

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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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2025CEOs narcissism and opportunistic insider trading. (2025). Jiang, Cheng ; John, J H ; Zhang, Jingyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001573.

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2025Understanding stock price behavior around external financing. (2025). Yao, Yaqiong ; Martin, Spencer J ; Cao, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001925.

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2025Risk, return, and environmental and social ratings. (2025). Chava, Sudheer ; Ho, Jeong ; Lee, Jae Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000124.

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2025Do hedge funds still manipulate stock prices?. (2025). Kolokolova, Olga ; Cui, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000331.

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2025Financial distress and return: A finite mixture approach. (2025). Cheng, Zhuo ; Fang, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000471.

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2025Customer orientation and stock resilience during adversity periods. (2025). Andreou, Panayiotis C ; Lambertides, Neophytos ; Trigeorgis, Lenos ; Tuneshev, Ruslan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000483.

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2025The role of capital expansion in stock evaluation: A variance decomposition approach. (2025). Li, Huixuan ; Chen, Jing ; Zhang, Manling ; Tang, YA. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s016518892500079x.

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2025Do factor models capture both sentiment and limited attention?. (2025). Duan, Xinrui ; Guo, LI ; Tu, Jun ; Li, Frank Weikai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:181:y:2025:i:c:s0165188925001691.

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2025The “digital” premium: Why does digitalization drive stock returns?. (2025). Mller, Sebastian ; Drechsler, Katharina ; Wagner, Heinz-Theo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:181:y:2025:i:c:s0165188925001836.

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2026Artificial intelligence and the historical performance expectation gap: Evidence from the moderating role of monetary easing. (2026). Wang, Zheng ; Liu, Hongchao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:89:y:2026:i:c:p:1077-1092.

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2024Impact of investor trust on public firms’ stock price efficiency and cost of capital: Insights from a firm-level measure for investor trust. (2024). Sun, Ping-Wen ; Pun, Ngou Teng ; Lin, Lin. In: Economic Modelling. RePEc:eee:ecmode:v:138:y:2024:i:c:s0264999324001421.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2026The value of targeted poverty alleviation to stock performance during the COVID-19 period. (2026). You, Xin ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:155:y:2026:i:c:s0264999325003852.

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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). Hou, Yuting ; Jin, Xiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China. (2024). Cai, Yingying ; Sun, Ping-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001985.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2025Organizational capital and stock performance during Crises: Moderating role of generalist CEO. (2025). Kim, Hohyun ; Atukeren, Erdal ; Lee, Chaeho Chase. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001992.

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2025Overconfident investors, Predictable Returns, and optimal consumption-portfolio rules. (2025). Wang, Yunmin ; Zhao, Shuangling ; Cao, Guohua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002092.

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2025Mutual fund style drift measured using higher moments and its cash flow incentive. (2025). Chen, QI ; Yang, Dong ; Wang, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000130.

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2025Corporate ESG performance and stock pricing efficiency. (2025). Wu, Zhiliang ; Chen, Shaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000804.

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2024Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Ghazi, Soroush ; Schneider, Mark. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022.

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2026Do zombies rise when interest rates fall: A relationship banking model. (2026). Khny, Maximilian ; Herweg, Fabian. In: European Economic Review. RePEc:eee:eecrev:v:182:y:2026:i:c:s0014292125002685.

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2025Sustainable optimal stock portfolios: What relationship between sustainability and performance?. (2025). Torricelli, Costanza ; Bertelli, Beatrice. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:323-340.

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2024Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

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2024Expensive anomalies. (2024). Ray, Sugata ; Seyhun, Nejat H ; Xu, Luqi ; Anginer, Deniz. 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). Kurtovi, Hrvoje ; Markarian, Garen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

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2024Options trading imbalance, cash-flow news, and discount-rate news. (2024). Teterin, Pavel ; Huang, Kershen ; Chichernea, Doina ; Petkevich, Alex. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000264.

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2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

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2024Effects of customer unionization on supplier relationships and supplier value. (2024). Kim, Hyemin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000501.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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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]		article126
2016Overconfident Investors, Predictable Returns, and Excessive Trading.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		paper
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article716
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: 716		paper
1997 Measuring Mutual Fund Performance with Characteristic-Based Benchmarks. In: Journal of Finance.
[Full Text][Citation analysis]		article1009
2001Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics? In: Journal of Finance.
[Full Text][Citation analysis]		article95
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: 95		paper
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]		article373
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 373		paper
2021Monetary Policy and Reaching for Income In: Journal of Finance.
[Full Text][Citation analysis]		article27
2018Monetary Policy and Reaching for Income.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		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]		paper23
2020Liquidity regimes and optimal dynamic asset allocation.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2018Liquidity Regimes and Optimal Dynamic Asset Allocation.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
1997EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article22
2005Investor Psychology and Tests of Factor Pricing Models In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2001The power and size of mean reversion tests In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
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]		article25
2014Momentum Crashes.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2002Investor psychology in capital markets: evidence and policy implications In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article261
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]		paper49
2017The Carry Trade: Risks and Drawdowns.(2017) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2017Short- and Long-Horizon Behavioral Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper132
2020Short- and Long-Horizon Behavioral Factors.(2020) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		article
2017The Cross-Section of Risk and Return In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
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: 25		article
2018The Dynamics of Disagreement In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2000Market Efficiency in an Irrational World In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2000Covariance Risk, Mispricing, and the Cross Section of Security Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2012Testing Factor-Model Explanations of Market Anomalies In: Critical Finance Review.
[Full Text][Citation analysis]		article44
2016Another Look at Market Responses to Tangible and Intangible Information In: Critical Finance Review.
[Full Text][Citation analysis]		article3
2002Discussion of Why Dont Issuers Get Upset About Leaving Money on the Table in IPOs? In: The Review of Financial Studies.
[Citation analysis]		article7
2015Overconfident investors, predictable returns, and excessive trading In: MPRA Paper.
[Full Text][Citation analysis]		paper92
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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