Kent Daniel
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Columbia University
/ Graduate School of Business
Research profile
author of:
- Overconfident Investors, Predictable Returns, and Excessive Trading
Journal of Economic Perspectives, American Economic Association (2015)
by Kent Daniel & David Hirshleifer
(ReDIF-article, aea:jecper:v:29:y:2015:i:4:p:61-88) - Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
Journal of Finance, American Finance Association (1997)
by Daniel, Kent & Titman, Sheridan
(ReDIF-article, bla:jfinan:v:52:y:1997:i:1:p:1-33) - Measuring Mutual Fund Performance with Characteristic-Based Benchmarks
Journal of Finance, American Finance Association (1997)
by Daniel, Kent, et al
(ReDIF-article, bla:jfinan:v:52:y:1997:i:3:p:1035-58) - Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?
Journal of Finance, American Finance Association (2001)
by Kent Daniel & Sheridan Titman & K.C. John Wei
(ReDIF-article, bla:jfinan:v:56:y:2001:i:2:p:743-766) - Market Reactions to Tangible and Intangible Information
Journal of Finance, American Finance Association (2006)
by Kent Daniel & Sheridan Titman
(ReDIF-article, bla:jfinan:v:61:y:2006:i:4:p:1605-1643) - Monetary Policy and Reaching for Income
Journal of Finance, American Finance Association (2021)
by Kent Daniel & Lorenzo Garlappi & Kairong Xiao
(ReDIF-article, bla:jfinan:v:76:y:2021:i:3:p:1145-1193) - Common Stock Returns and the Business Cycle
University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1991)
by Daniel, Kent & Torous, Walter
(ReDIF-paper, cdl:anderf:qt9xz8m81x) - Liquidity Regimes and Optimal Dynamic Asset Allocation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet
(ReDIF-paper, cpr:ceprdp:12737) - Equity-Premium And Risk-Free-Rate Puzzles At Long Horizons
Macroeconomic Dynamics, Cambridge University Press (1997)
by Daniel, Kent & Marshall, David
(ReDIF-article, cup:macdyn:v:1:y:1997:i:02:p:452-484_00) - Investor Psychology and Tests of Factor Pricing Models
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005)
by Daniel, Kent & Hirshleifer, David & Subrahmanyam, Avanidhar
(ReDIF-paper, ecl:ohidic:2005-26) - The power and size of mean reversion tests
Journal of Empirical Finance, Elsevier (2001)
by Daniel, Kent
(ReDIF-article, eee:empfin:v:8:y:2001:i:5:p:493-535) - Discussion of: "Testing behavioral finance theories using trends and sequences in financial performance," (by Wesley Chan, Richard Frankel, and S.P. Kothari)
Journal of Accounting and Economics, Elsevier (2004)
by Daniel, Kent
(ReDIF-article, eee:jaecon:v:38:y:2004:i::p:51-64) - Momentum crashes
Journal of Financial Economics, Elsevier (2016)
by Daniel, Kent & Moskowitz, Tobias J.
(ReDIF-article, eee:jfinec:v:122:y:2016:i:2:p:221-247) - Liquidity regimes and optimal dynamic asset allocation
Journal of Financial Economics, Elsevier (2020)
by Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet
(ReDIF-article, eee:jfinec:v:136:y:2020:i:2:p:379-406) - Investor psychology in capital markets: evidence and policy implications
Journal of Monetary Economics, Elsevier (2002)
by Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong
(ReDIF-article, eee:moneco:v:49:y:2002:i:1:p:139-209) - Tail Risk in Momentum Strategy Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Kent Daniel & Ravi Jagannathan & Soohun Kim
(ReDIF-paper, nbr:nberwo:18169) - The Carry Trade: Risks and Drawdowns
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Kent Daniel & Robert J. Hodrick & Zhongjin Lu
(ReDIF-paper, nbr:nberwo:20433) - Momentum Crashes
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Kent Daniel & Tobias J. Moskowitz
(ReDIF-paper, nbr:nberwo:20439) - Overconfident Investors, Predictable Returns, and Excessive Trading
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Kent Daniel & David Hirshleifer
(ReDIF-paper, nbr:nberwo:21945) - Applying Asset Pricing Theory to Calibrate the Price of Climate Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Kent D. Daniel & Robert B. Litterman & Gernot Wagner
(ReDIF-paper, nbr:nberwo:22795) - Short- and Long-Horizon Behavioral Factors
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Kent Daniel & David Hirshleifer & Lin Sun
(ReDIF-paper, nbr:nberwo:24163) - The Cross-Section of Risk and Return
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Kent Daniel & Lira Mota & Simon Rottke & Tano Santos
(ReDIF-paper, nbr:nberwo:24164) - Liquidity Regimes and Optimal Dynamic Asset Allocation
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saǧlam
(ReDIF-paper, nbr:nberwo:24222) - Monetary Policy and Reaching for Income
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Kent Daniel & Lorenzo Garlappi & Kairong Xiao
(ReDIF-paper, nbr:nberwo:25344) - The Dynamics of Disagreement
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Kent Daniel & Alexander Klos & Simon Rottke
(ReDIF-paper, nbr:nberwo:25346) - Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam
(ReDIF-paper, nbr:nberwo:33058) - Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (1996)
by Kent Daniel & Sheridan Titman
(ReDIF-paper, nbr:nberwo:5604) - Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Kent Daniel & Sheridan Titman & K.C. John Wei
(ReDIF-paper, nbr:nberwo:7246) - Market Efficiency in an Irrational World
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Kent Daniel & Sheridan Titman
(ReDIF-paper, nbr:nberwo:7489) - Covariance Risk, Mispricing, and the Cross Section of Security Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam
(ReDIF-paper, nbr:nberwo:7615) - Market Reactions to Tangible and Intangible Information
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by Kent Daniel & Sheridan Titman
(ReDIF-paper, nbr:nberwo:9743) - Testing Factor-Model Explanations of Market Anomalies
Critical Finance Review, now publishers (2012)
by Daniel, Kent & Titman, Sheridan
(ReDIF-article, now:jnlcfr:104.00000003) - Another Look at Market Responses to Tangible and Intangible Information
Critical Finance Review, now publishers (2016)
by Daniel, Kent & Titman, Sheridan
(ReDIF-article, now:jnlcfr:104.00000031) - The Carry Trade: Risks and Drawdowns
Critical Finance Review, now publishers (2017)
by Daniel, Kent & Hodrick, Robert J. & Lu, Zhongjin
(ReDIF-article, now:jnlcfr:104.00000051) - Discussion of "Why Don't Issuers Get Upset About Leaving Money on the Table in IPOs?"
The Review of Financial Studies, Society for Financial Studies (2002)
by Kent Daniel
(ReDIF-article, oup:rfinst:v:15:y:2002:i:2:p:445-454) - Short- and Long-Horizon Behavioral Factors
The Review of Financial Studies, Society for Financial Studies (2020)
by Kent Daniel & David Hirshleifer & Lin Sun
(ReDIF-article, oup:rfinst:v:33:y:2020:i:4:p:1673-1736.) - The Cross-Section of Risk and Returns
The Review of Financial Studies, Society for Financial Studies (2020)
by Kent Daniel & Lira Mota & Simon Rottke & Tano Santos
(ReDIF-article, oup:rfinst:v:33:y:2020:i:5:p:1927-1979.) - Overconfident investors, predictable returns, and excessive trading
MPRA Paper, University Library of Munich, Germany (2015)
by Hirshleifer, David & Daniel, Kent
(ReDIF-paper, pra:mprapa:69002) - Putting Terror in Its Place: An Experiment on Mitigating Fears of Terrorism among the American Public
Journal of Conflict Resolution, Peace Science Society (International) (2022)
by Daniel Silverman & Daniel Kent & Christopher Gelpi
(ReDIF-article, sae:jocore:v:66:y:2022:i:2:p:191-216)