Kent Daniel
Kent Daniel
Jean-Marie Eveillard/First Eagle Investment Management Professor of Business, Finance Division
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
Investor psychology and security market under‐and overreactions
K Daniel, D Hirshleifer, A Subrahmanyam
The Journal of Finance 53 (6), 1839-1885, 1998
7547*1998
Measuring mutual fund performance with characteristic‐based benchmarks
K Daniel, M Grinblatt, S Titman, R Wermers
The Journal of finance 52 (3), 1035-1058, 1997
33981997
Evidence on the characteristics of cross sectional variation in stock returns
K Daniel, S Titman
Journal of Finance 52 (1), 1-33, 1997
2746*1997
Overconfidence, arbitrage, and equilibrium asset pricing
KD Daniel, D Hirshleifer, A Subrahmanyam
The Journal of Finance 56 (3), 921-965, 2001
13342001
Market reactions to tangible and intangible information
K Daniel, S Titman
The Journal of Finance 61 (4), 1605-1643, 2006
12692006
Momentum crashes
K Daniel, TJ Moskowitz
Journal of Financial Economics 122 (2), 221-247, 2016
10502016
Investor psychology in capital markets: Evidence and policy implications
K Daniel, D Hirshleifer, SH Teoh
Journal of monetary economics 49 (1), 139-209, 2002
9432002
Market efficiency in an irrational world
K Daniel, S Titman
Financial Analysts Journal 55 (6), 28-40, 1999
6411999
Explaining the cross‐section of stock returns in Japan: factors or characteristics?
K Daniel, S Titman, KCJ Wei
The Journal of Finance 56 (2), 743-766, 2001
5072001
Overconfident investors, predictable returns, and excessive trading
K Daniel, D Hirshleifer
Journal of Economic Perspectives 29 (4), 61-88, 2015
2612015
Testing factor-model explanations of market anomalies
K Daniel, S Titman
Critical Finance Review 1 (1), 103-139, 2012
217*2012
A theory of costly sequential bidding
KD Daniel, DA Hirshleifer
Review of Finance 22 (5), 1631-1665, 2018
166*2018
Short-and long-horizon behavioral factors
K Daniel, D Hirshleifer, L Sun
Review of Financial Studies 33 (4), 1673-1736, 2020
1602020
Equity-premium and risk-free-rate puzzles at long horizons
K Daniel, D Marshall
Macroeconomic Dynamics 1 (2), 452-484, 1997
1181997
Tail risk in momentum strategy returns
K Daniel, R Jagannathan, S Kim
National Bureau of Economic Research, 2012
1092012
Characteristics or covariances
K Daniel, S Titman
Journal of Portfolio Management 24 (4), 24-33, 1998
1061998
Financing investment under asymmetric information
K Daniel, S Titman
Handbooks in operations research and management science 9, 721-766, 1995
1001995
The Carry Trade: Risks and Drawdowns
K Daniel, R Hodrick, Z Lu
Critical Finance Review 6 (2), 211-262, 2017
822017
Declining CO2 price paths
KD Daniel, RB Litterman, G Wagner
Proceedings of the National Academy of Sciences 116 (42), 20886-20891, 2019
722019
Applying asset pricing theory to calibrate the price of climate risk
KD Daniel, RB Litterman, G Wagner
National Bureau of Economic Research, 2016
632016
The system can't perform the operation now. Try again later.
Articles 1–20