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Shmuel Kandel

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Personal Details

First Name: Shmuel
Middle Name:
Last Name: Kandel
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RePEc Short-ID: pka646

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Affiliation

This author is deceased (Date: Jan 2007)

Works

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Working papers

  1. Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2009. "Endogenous benchmarks," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) 10-02, University of Cologne, Centre for Financial Research (CFR).
  2. Braverman, Oded & Kandel, Shmuel & Wohl, Avi, 2005. "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5243, C.E.P.R. Discussion Papers.
  3. Kandel, Shmuel & Zilca, Shlomo, 2004. "A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4729, C.E.P.R. Discussion Papers.
  4. Kandel, Shmuel & Kuznitz, Arik, 2004. "A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4701, C.E.P.R. Discussion Papers.
  5. Shmuel Kandel & Robert F. Stambaugh, 1995. "On the Predictability of Stock Returns: An Asset-Allocation Perspective," NBER Working Papers, National Bureau of Economic Research, Inc 4997, National Bureau of Economic Research, Inc.
  6. Shmuel Kandel & Robert F. Stambaugh, 1994. "Portfolio Inefficiency and the Cross-Section of Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc 4702, National Bureau of Economic Research, Inc.
  7. Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, 1993. "Bayesian Inference and Portfolio Efficiency," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0134, National Bureau of Economic Research, Inc.
  8. Shmuel Kandel & Robert F. Stambaugh, 1991. "Asset Returns and Intertemporal Preferences," NBER Working Papers, National Bureau of Economic Research, Inc 3633, National Bureau of Economic Research, Inc.
  9. Huberman, G. & Kandel, S., 1991. "On the Incentives for Money Nanagers: A Signalling Approach," Papers, Columbia - Graduate School of Business 92-16, Columbia - Graduate School of Business.
  10. Kandel, S. & Stambaugh, R.F., 1990. "Asset Returns, Investment Horizons, And Intertemporal Preferences," Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research 7-90, Wharton School - Weiss Center for International Financial Research.
  11. Shmuel Kandel & Aharon R. Ofer & Oded Sarig, . "Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 2-95, Wharton School Rodney L. White Center for Financial Research.
  12. Shmuel Kandel & Aharon R. Ofer & Oded Sarig, . "The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 19-92, Wharton School Rodney L. White Center for Financial Research.
  13. Shmuel Kandel & Robert F. Stambaugh, . "Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 06-94, Wharton School Rodney L. White Center for Financial Research.
  14. Shmuel Kandel & Robert F. Stambaugh, . "Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 07-90, Wharton School Rodney L. White Center for Financial Research.
  15. Avi Wohl & Shmuel Kandel, . "An Index-Contingent Trading Mechanism: Economic Implications," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 09-94, Wharton School Rodney L. White Center for Financial Research.
  16. Shmuel Kandel & Robert McCulloch & Robert F. Stambaugh, . "Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 4-93, Wharton School Rodney L. White Center for Financial Research.
  17. Shmuel Kandel & Robert F. Stambaugh, . "Expectations and Volatility of Long-Horizon Stock Returns," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 12-89, Wharton School Rodney L. White Center for Financial Research.
  18. Shumel Kandel & Robert F. Stambaugh, . "A Mean-Variance Framework for Tests for Asset Pricing Models," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 25-88, Wharton School Rodney L. White Center for Financial Research.
  19. Ayelet Balsam & Shmuel Kandel & Ori Levy, . "Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 22-98, Wharton School Rodney L. White Center for Financial Research.
  20. Shmuel Kandel & Robert F. Stambaugh, . "On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 27-94, Wharton School Rodney L. White Center for Financial Research.
  21. Shmuel Kandel & Robert F. Stambaugh, . "Modeling Expected Stock Returns for Long and Short Horizons," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 42-88, Wharton School Rodney L. White Center for Financial Research.
  22. Shmuel Kandel & Robert McCulloch & Robert H. Stambaugh, . "Bayesian Inference and Portfolio Efficiency (Revised: 4-93)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 8-91, Wharton School Rodney L. White Center for Financial Research.
  23. Shmuel Kandel & Robert F. Stambaugh, . "Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 03-93, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2014. "Mutual fund performance evaluation with active peer benchmarks," Journal of Financial Economics, Elsevier, Elsevier, vol. 112(1), pages 1-29.
  2. Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi, 2012. "Measuring investor sentiment with mutual fund flows," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(2), pages 363-382.
  3. Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi, 2011. "The Price Pressure of Aggregate Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 46(02), pages 585-603, April.
  4. Kuznitz, Arik & Kandel, Shmuel & Fos, Vyacheslav, 2008. "A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion," European Economic Review, Elsevier, Elsevier, vol. 52(8), pages 1338-1352, November.
  5. Kahn, Michael & Kandel, Shmuel & Sarig, Oded, 2002. "Real and nominal effects of central bank monetary policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(8), pages 1493-1519, November.
  6. Kandel, Shmuel & Sarig, Oded & Wohl, Avi, 2001. "Do investors prefer round stock prices? Evidence from Israeli IPO auctions," Journal of Banking & Finance, Elsevier, Elsevier, vol. 25(8), pages 1543-1551, August.
  7. Kandel, Shmuel & Sarig, Oded & Wohl, Avi, 1999. "The Demand for Stocks: An Analysis of IPO Auctions," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 12(2), pages 227-47.
  8. Wohl, Avi & Kandel, Shmuel, 1997. "Implications of an Index-Contingent Trading Mechanism," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 70(4), pages 471-88, October.
  9. Kandel, Shmuel & Stambaugh, Robert F, 1996. " On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, American Finance Association, vol. 51(2), pages 385-424, June.
  10. Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded, 1996. " Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis," Journal of Finance, American Finance Association, American Finance Association, vol. 51(1), pages 205-25, March.
  11. Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F, 1995. "Bayesian Inference and Portfolio Efficiency," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 8(1), pages 1-53.
  12. Kandel, Shmuel & Stambaugh, Robert F, 1995. " Portfolio Inefficiency and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 50(1), pages 157-84, March.
  13. Kandel, Shmuel & Stambaugh, Robert F, 1994. "A Mean-Variance Framework for Tests of Asset Pricing Models: Correction," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 7(4), pages 803-04.
  14. Huberman, Gur & Kandel, Shmuel, 1993. "On the incentives for money managers : A signalling approach," European Economic Review, Elsevier, Elsevier, vol. 37(5), pages 1065-1081, June.
  15. Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded, 1993. "Learning from Trading," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 6(3), pages 507-26.
  16. Kandel, Shmuel & Stambaugh, Robert F., 1991. "Asset returns and intertemporal preferences," Journal of Monetary Economics, Elsevier, Elsevier, vol. 27(1), pages 39-71, February.
  17. Kandel, Shmuel & Ofer, Aharon R. & Sarig, Oded, 1991. "Expected inflation, unexpected inflation, and relative price dispersion : An empirical analysis," Economics Letters, Elsevier, Elsevier, vol. 37(4), pages 383-390, December.
  18. Huberman, Gur & Kandel, Shmuel, 1990. "Market Efficiency and Value Line's Record," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 63(2), pages 187-216, April.
  19. Kandel, Shmuel & Stambaugh, Robert F, 1990. "Expectations and Volatility of Consumption and Asset Returns," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 3(2), pages 207-32.
  20. Kandel, Shmuel & Stambaugh, Robert F, 1989. "A Mean-Variance Framework for Tests of Asset Pricing Models," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 2(2), pages 125-56.
  21. Huberman, Gur & Kandel, Shmuel, 1989. "Firms' fiscal years, size and industry," Economics Letters, Elsevier, Elsevier, vol. 29(1), pages 69-75.
  22. Huberman, Gur & Kandel, Shmuel, 1987. "Value Line Rank and Firm Size," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 60(4), pages 577-89, October.
  23. Ferson, Wayne E & Kandel, Shmuel & Stambaugh, Robert F, 1987. " Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas," Journal of Finance, American Finance Association, American Finance Association, vol. 42(2), pages 201-20, June.
  24. Kandel, Shmuel, 1987. " Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion," Journal of Finance, American Finance Association, American Finance Association, vol. 42(3), pages 620-22, July.
  25. Huberman, Gur & Kandel, Shmuel & Stambaugh, Robert F, 1987. " Mimicking Portfolios and Exact Arbitrage Pricing," Journal of Finance, American Finance Association, American Finance Association, vol. 42(1), pages 1-9, March.
  26. Huberman, Gur & Kandel, Shmuel, 1987. " Mean-Variance Spanning," Journal of Finance, American Finance Association, American Finance Association, vol. 42(4), pages 873-88, September.
  27. Kandel, Shmuel & Stambaugh, Robert F., 1987. "On correlations and inferences about mean-variance efficiency," Journal of Financial Economics, Elsevier, Elsevier, vol. 18(1), pages 61-90, March.
  28. Kandel, Shmuel, 1986. " The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return," Journal of Finance, American Finance Association, American Finance Association, vol. 41(2), pages 339-46, June.
  29. Kandel, Shmuel, 1984. "The likelihood ratio test statistic of mean-variance efficiency without a riskless asset," Journal of Financial Economics, Elsevier, Elsevier, vol. 13(4), pages 575-592, December.
  30. Kandel, Shmuel, 1984. " On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio," Journal of Finance, American Finance Association, American Finance Association, vol. 39(1), pages 63-75, March.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-02-13. Author is listed
  2. NEP-ECM: Econometrics (1) 2005-02-13. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2005-02-13. Author is listed
  4. NEP-FMK: Financial Markets (2) 2005-02-13 2005-09-29. Author is listed
  5. NEP-FOR: Forecasting (1) 2005-09-29. Author is listed
  6. NEP-HIS: Business, Economic & Financial History (1) 2005-02-13. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  15. h-index
  16. Number of Journal Pages, Weighted by Simple Impact Factor
  17. Number of Journal Pages, Weighted by Recursive Impact Factor
  18. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  19. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  20. Wu-Index

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