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Kent Daniel · Study
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Author
Kent Daniel
39 works
· latest 2022
· 7 institutions
cluster: provisional
Works
39 shown
The Dynamics of Disagreement
Review of Financial Studies
·
2022
·
3 authors
·
Open access
39
citations
Monetary Policy and Reaching for Income
The Journal of Finance
·
2021
·
3 authors
·
Open access
97
citations
The Cross-Section of Risk and Returns
Review of Financial Studies
·
2020
·
4 authors
146
citations
Declining CO 2 price paths
Proceedings of the National Academy of Sciences
·
2019
·
3 authors
·
Open access
139
citations
Liquidity regimes and optimal dynamic asset allocation
Journal of Financial Economics
·
2019
·
3 authors
·
Open access
54
citations
A Theory of Costly Sequential Bidding
European Finance Review
·
2018
·
2 authors
48
citations
The Carry Trade: Risks and Drawdowns
Critical Finance Review
·
2017
·
3 authors
80
citations
Short and Long Horizon Behavioral Factors
Review of Financial Studies
·
2017
·
3 authors
·
Open access
524
citations
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk
National Bureau of Economic Research
·
2016
·
3 authors
·
report
·
Open access
91
citations
Momentum crashes
Journal of Financial Economics
·
2016
·
2 authors
·
Open access
883
citations
Overconfident Investors, Predictable Returns, and Excessive Trading
SSRN Electronic Journal
·
2016
·
2 authors
·
preprint
·
Open access
81
citations
Overconfident Investors, Predictable Returns, and Excessive Trading
The Journal of Economic Perspectives
·
2015
·
2 authors
284
citations
Momentum Crashes
National Bureau of Economic Research
·
2014
·
2 authors
·
report
·
Open access
56
citations
Tail Risk in Momentum Strategy Returns
National Bureau of Economic Research
·
2012
·
3 authors
·
report
·
Open access
71
citations
Testing Factor-Model Explanations of Market Anomalies
Critical Finance Review
·
2012
·
1 author
205
citations
Market Reactions to Tangible and Intangible Information
The Journal of Finance
·
2006
·
2 authors
994
citations
Chapter 13. Investor Psychology and Security Market Under- and Overreaction
Princeton University Press eBooks
·
2005
·
3 authors
·
chapter
54
citations
Market Reactions to Tangible and Intangible Information
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
35
citations
Discussion of “Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs?”
Review of Financial Studies
·
2002
·
1 author
·
editorial
25
citations
Investor psychology in capital markets: evidence and policy implications
Journal of Monetary Economics
·
2002
·
3 authors
·
Open access
760
citations
The power and size of mean reversion tests
Journal of Empirical Finance
·
2001
·
1 author
34
citations
Overconfidence, Arbitrage, and Equilibrium Asset Pricing
The Journal of Finance
·
2001
·
3 authors
951
citations
Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?
The Journal of Finance
·
2001
·
3 authors
335
citations
Market Reactions to Tangible and Intangible Information
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
318
citations
Covariance Risk, Mispricing, and the Cross Section of Security Returns
National Bureau of Economic Research
·
2000
·
3 authors
·
report
·
Open access
36
citations
Market Efficiency in an Irrational World
Financial Analysts Journal
·
1999
·
2 authors
·
Open access
458
citations
Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
National Bureau of Economic Research
·
1999
·
3 authors
·
report
·
Open access
56
citations
A Theory of Costly Sequential Bidding
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
83
citations
Investor Psychology and Security Market Under‐ and Overreactions
The Journal of Finance
·
1998
·
3 authors
·
Open access
5,711
citations
Characteristics or Covariances?
The Journal of Portfolio Management
·
1998
·
2 authors
72
citations
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
The Journal of Finance
·
1997
·
4 authors
2,844
citations
Measuring Mutual Fund Performance with Characteristic-Based Benchmarks
The Journal of Finance
·
1997
·
4 authors
580
citations
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS
Macroeconomic Dynamics
·
1997
·
2 authors
98
citations
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
The Journal of Finance
·
1997
·
2 authors
1,665
citations
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
The Journal of Finance
·
1997
·
2 authors
·
Open access
773
citations
A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-Reactions
SSRN Electronic Journal
·
1997
·
3 authors
·
preprint
·
Open access
190
citations
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
National Bureau of Economic Research
·
1996
·
2 authors
·
report
·
Open access
377
citations
The equity premium puzzle and the risk-free rate puzzle at long horizons
RePEc: Research Papers in Economics
·
1996
·
2 authors
·
preprint
37
citations
Chapter 23 Financing investment under asymmetric information
Handbooks in operations research and management science
·
1995
·
2 authors
·
chapter
51
citations