Ron Kaniel
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Identifer
Contact
Affiliations
-
University of Rochester
/ William E. Simon Graduate School of Business Administration
Research profile
author of:
- Specification Error, Estimation Risk, and Conditional Portfolio Rules (RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288)
by Weidong Tian & Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan - The High‐Volume Return Premium (RePEc:bla:jfinan:v:56:y:2001:i:3:p:877-919)
by Simon Gervais & Ron Kaniel & Dan H. Mingelgrin - Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds (RePEc:bla:jfinan:v:57:y:2002:i:2:p:661-693)
by Mark M. Carhart & Ron Kaniel & David K. Musto & Adam V. Reed - Individual Investor Trading and Stock Returns (RePEc:bla:jfinan:v:63:y:2008:i:1:p:273-310)
by Ron Kaniel & Gideon Saar & Sheridan Titman - Individual Investor Trading and Return Patterns around Earnings Announcements (RePEc:bla:jfinan:v:67:y:2012:i:2:p:639-680)
by Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman - Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales (RePEc:cmu:gsiawp:994085549)
by Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis - Are Retail Traders Compensated for Providing Liquidity? (RePEc:cpr:ceprdp:10285)
by Sraer, David & Kaniel, Ron & Barrot, Jean-Noël - Asset Return Predictability in a Heterogeneous Agent Equilibrium Model (RePEc:cpr:ceprdp:10328)
by Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A. - Advertising and Mutual Funds: From Families to Individual Funds (RePEc:cpr:ceprdp:10329)
by Kaniel, Ron & Starks, Laura T & Gallaher, Steven - Are retail traders compensated for providing liquidity? (RePEc:cpr:ceprdp:10820)
by Sraer, David & Kaniel, Ron & Barrot, Jean-Noël - WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions (RePEc:cpr:ceprdp:10923)
by Kaniel, Ron & Parham, Robert - Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts (RePEc:cpr:ceprdp:11538)
by Kaniel, Ron & DeMarzo, Peter - Are Mutual Fund Managers Paid For Investment Skill? (RePEc:cpr:ceprdp:12010)
by Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus - Are Mutual Fund Managers Paid For Investment Skill? (RePEc:cpr:ceprdp:12241)
by Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine - Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows (RePEc:cpr:ceprdp:12285)
by Kaniel, Ron & tompaidis, stathis & Zhou, Ti - Intermediated Asymmetric Information, Compensation, and Career Prospects (RePEc:cpr:ceprdp:14586)
by Kaniel, Ron & Orlov, Dmitry - The Real Side of the High-Volume Return Premium (RePEc:cpr:ceprdp:14587)
by Kaniel, Ron & Israeli, Doron & Sridharan, Suhas A. - Contracting in Peer Networks (RePEc:cpr:ceprdp:16177)
by Kaniel, Ron & DeMarzo, Peter - Filing Speed, Information Leakage, and Price Formation (RePEc:cpr:ceprdp:16476)
by Kaniel, Ron & Callen, Jeffrey L & Segal, Dan - Unmasking Mutual Fund Derivative Use (RePEc:cpr:ceprdp:17755)
by Kaniel, Ron & Wang, Pingle - On the Voluntary Disclosure of Redundant Information (RePEc:cpr:ceprdp:17760)
by Kaniel, Ron & Banerjee, Snehal & Breon-Drish, Bradyn & Kremer, Ilan - Machine-Learning the Skill of Mutual Fund Managers (RePEc:cpr:ceprdp:18129)
by Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn - Equilibrium Prices in the Presence of Delegated Portfolio Management (RePEc:cpr:ceprdp:7453)
by Cuoco, Domenico & Kaniel, Ron - Individual Investor Trading and Return Patterns around Earnings Announcements (RePEc:cpr:ceprdp:8259)
by Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon - The delegated Lucas tree (RePEc:cpr:ceprdp:8578)
by Kaniel, Ron & Kondor, Péter - Why Do Institutional Investors Chase Return Trends? (RePEc:cpr:ceprdp:8773)
by Kaniel, Ron & Alt, Aydogan & Yoeli, Uzi - On the voluntary disclosure of redundant information (RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001394)
by Banerjee, Snehal & Breon-Drish, Bradyn & Kaniel, Ron & Kremer, Ilan - Equilibrium prices in the presence of delegated portfolio management (RePEc:eee:jfinec:v:101:y:2011:i:2:p:264-296)
by Cuoco, Domenico & Kaniel, Ron - The high volume return premium: Cross-country evidence (RePEc:eee:jfinec:v:103:y:2012:i:2:p:255-279)
by Kaniel, Ron & Ozoguz, Arzu & Starks, Laura - Are retail traders compensated for providing liquidity? (RePEc:eee:jfinec:v:120:y:2016:i:1:p:146-168)
by Barrot, Jean-Noel & Kaniel, Ron & Sraer, David - WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions (RePEc:eee:jfinec:v:123:y:2017:i:2:p:337-356)
by Kaniel, Ron & Parham, Robert - Machine-learning the skill of mutual fund managers (RePEc:eee:jfinec:v:150:y:2023:i:1:p:94-138)
by Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn - Tax management strategies with multiple risky assets (RePEc:eee:jfinec:v:80:y:2006:i:2:p:243-291)
by Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis - Technological innovation and real investment booms and busts (RePEc:eee:jfinec:v:85:y:2007:i:3:p:735-754)
by DeMarzo, Peter & Kaniel, Ron & Kremer, Ilan - Why do institutional investors chase return trends? (RePEc:eee:jfinin:v:21:y:2012:i:4:p:694-721)
by Altı, Aydoğan & Kaniel, Ron & Yoeli, Uzi - The High Volume Return Premium (RePEc:fth:pennfi:01-99)
by Simon Gervais & Ron Kaniel & Dan Mingelgrin - Free Cash Flow, Optimal Contracting, and Takeovers (RePEc:fth:pennfi:03-97)
by Eitan Goldman & Christopher S. Jones & Ron Kaniel - The High Volume Return Premium (RePEc:fth:pennfi:1-99)
by Simon Gervais & Ron Kaniel & Dan Mingelgrin - Mutual Fund Returns and Market Microstructure (RePEc:fth:pennfi:11-99)
by Mark M. Carhart & Ron Kaniel & David K. Musto & Adam Reed - Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process? (RePEc:fth:pennfi:16-98)
by Ron Kaniel & Hong Liu - Free Cash Flow, Optimal Contracting, and Takeovers (RePEc:fth:pennfi:3-97)
by Eitan Goldman & Christopher S. Jones & Ron Kaniel - Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows (RePEc:inm:ormnsc:v:65:y:2019:i:7:p:3174-3195)
by Ron Kaniel & Stathis Tompaidis & Ti Zhou - The Real Side of the High-Volume Return Premium (RePEc:inm:ormnsc:v:68:y:2022:i:2:p:1426-1449)
by Doron Israeli & Ron Kaniel & Suhas A. Sridharan - Efficient Computation of Hedging Parameters for Discretely Exercisable Options (RePEc:inm:oropre:v:56:y:2008:i:4:p:811-826)
by Ron Kaniel & Stathis Tompaidis & Alexander Zemlianov - The Importance of Being an Optimist: Evidence from Labor Markets (RePEc:nbr:nberwo:16328)
by Ron Kaniel & Cade Massey & David T. Robinson - Are Mutual Fund Managers Paid For Investment Skill? (RePEc:nbr:nberwo:23373)
by Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman - Contracting in Peer Networks (RePEc:nbr:nberwo:28378)
by Peter M. DeMarzo & Ron Kaniel - Machine-Learning the Skill of Mutual Fund Managers (RePEc:nbr:nberwo:29723)
by Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh - Relative Wealth Concerns and Financial Bubbles (RePEc:oup:rfinst:v:21:y:2008:i:1:p:19-50)
by Peter M. DeMarzo & Ron Kaniel & Ilan Kremer - Price Drift as an Outcome of Differences in Higher-Order Beliefs (RePEc:oup:rfinst:v:22:y:2009:i:9:p:3707-3734)
by Snehal Banerjee & Ron Kaniel & Ilan Kremer - The Delegated Lucas Tree (RePEc:oup:rfinst:v:26:y:2013:i:4:p:929-984)
by Ron Kaniel & Péter Kondor - Are Mutual Fund Managers Paid for Investment Skill? (RePEc:oup:rfinst:v:31:y:2018:i:2:p:715-772.)
by Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman - The delegated Lucas tree (RePEc:red:sed011:580)
by Péter Kondor & Ron Kaniel - Filing speed, information leakage, and price formation (RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-022-09673-5)
by Jeffrey L. Callen & Ron Kaniel & Dan Segal - So What Orders Do Informed Traders Use? (RePEc:ucp:jnlbus:v:79:y:2006:i:4:p:1867-1914)
by Ron Kaniel & Hong Liu - Asset Return Predictability in a Heterogeneous Agent Equilibrium Model (RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s201013921550010x)
by Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan