Selected Entire List   Daniel, Kent D.  SSRN Author Rank: 1,029 by Downloads  Professor of Finance   Columbia Business School - Finance and Economics  3022 Broadway  New York, NY 10027  United States  212-854-4679 (Phone)  212-854-4679 (Fax)  HOME PAGE: http://www.columbia.edu/~kd2371/  email address   National Bureau of Economic Research (NBER)  1050 Massachusetts Avenue  Cambridge, MA 02138  United States   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Daniel, Kent D.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 13,727 Total Citations 961 Papers (13) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions | Show Abstract Hide Abstract | Download | Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 01 May 97 5,144 (529) 73 2.   Investor Psychology in Capital Markets: Evidence and Policy Implications | View 2 Versions | Show Abstracts | Hide Abstracts| THE PSYCHOLOGY OF WORLD EQUITY MARKETS, Werner De Bondt, ed., Edward Elgar Publishing Ltd., July 2005, Journal of Monetary Economics, Vol. 49, No. 1, 2002 Dice Center WP 2001-10 Investor Psychology in Capital Markets: Evidence and Policy Implications | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Teoh, Siew Hong University of California - Paul Merage School of Business Posted: 14 Aug 01 Last Revised: 04 Jul 11 2,896 (1,473) 110 Investor Psychology in Capital Markets: Evidence and Policy Implications | Show Abstract Hide Abstract | THE PSYCHOLOGY OF WORLD EQUITY MARKETS, Werner De Bondt, ed., Edward Elgar Publishing Ltd., July 2005, Journal of Monetary Economics, Vol. 49, No. 1, 2002 Accepted Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Teoh, Siew Hong University of California - Paul Merage School of Business Posted: 01 Dec 08 0     Investor Psychology in Capital Markets: Evidence and Policy Implications | Show Abstract Hide Abstract | Download | Dice Center WP 2001-10 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Teoh, Siew Hong University of California - Paul Merage School of Business Posted: 14 Aug 01 2,896 110   3.   Market Reactions to Tangible and Intangible Information | View 2 Versions | Show Abstracts | Hide Abstracts| NBER Working Paper No. w9743 EFMA 2001 Lugano Meetings Market Reactions to Tangible and Intangible Information | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 19 Jun 01 Last Revised: 04 Jul 11 1,469 (4,890) 148 Market Reactions to Tangible and Intangible Information | Show Abstract Hide Abstract | Download | NBER Working Paper No. w9743 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 07 Jun 03 94 148   Market Reactions to Tangible and Intangible Information | Show Abstract Hide Abstract | Download | EFMA 2001 Lugano Meetings Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 19 Jun 01 1,375 148   4.   Momentum Crashes | Show Abstract Hide Abstract | Download | Columbia Business School Research Paper No. 11-03 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Posted: 22 Aug 11 1,195 (6,969) 10 5.   Covariance Risk, Mispricing, and the Cross Section of Security Returns | View 2 Versions | Show Abstracts | Hide Abstracts| Ohio State University Working Paper No. 2000-6 NBER Working Paper No. w7615 Covariance Risk, Mispricing, and the Cross Section of Security Returns | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 16 May 00 Last Revised: 04 Jul 11 831 (12,550) 13 Covariance Risk, Mispricing, and the Cross Section of Security Returns | Show Abstract Hide Abstract | Download | Ohio State University Working Paper No. 2000-6 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 29 Dec 00 788 13   Covariance Risk, Mispricing, and the Cross Section of Security Returns | Show Abstract Hide Abstract | Download | NBER Working Paper No. w7615 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 16 May 00 43 13   6.   Investor Psychology and Tests of Factor Pricing Models | Show Abstract Hide Abstract | Download | Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 26 Nov 05 769 (14,117) 8 factor models, overconfidence, Fama-French factors, covariance risk 7.   A Theory of Costly Sequential Bidding | Show Abstract Hide Abstract | Download | University of Michigan Business School Working Paper No. 98028 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Posted: 17 Aug 99 587 (20,788) 25 8.   Tail Risk in Momentum Strategy Returns | View 2 Versions | Show Abstracts | Hide Abstracts| NBER Working Paper No. w18169 Working Paper Tail Risk in Momentum Strategy Returns | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Daniel, Kent D. Columbia Business School - Finance and Economics Jagannathan, Ravi Northwestern University - Kellogg School of Management Kim, Soohun Northwestern University, Kellogg School of Management, Department of Finance Posted: 05 Jun 12 Last Revised: 22 Jun 12 462 (28,615) 5 Tail Risk in Momentum Strategy Returns | Show Abstract Hide Abstract | Download | NBER Working Paper No. w18169 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Jagannathan, Ravi Northwestern University - Kellogg School of Management Kim, Soohun Northwestern University, Kellogg School of Management, Department of Finance Posted: 22 Jun 12 14 5   Tail Risk in Momentum Strategy Returns | Show Abstract Hide Abstract | Download | Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Jagannathan, Ravi Northwestern University - Kellogg School of Management Kim, Soohun Northwestern University, Kellogg School of Management, Department of Finance Posted: 05 Jun 12 448 5   9.   Market Efficiency in an Irrational World | Show Abstract Hide Abstract | Download | NBER Working Paper No. w7489 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 06 May 00 162 (92,324) 64 10.   Evidence on the Characteristics of Cross Sectional Variation in Stock Returns | View 3 Versions | Show Abstracts | Hide Abstracts| NBER Working Paper No. w5604 J. OF FINANCE, Vol. 52 No. 1, March 1997 CRSP Working Paper Number #416 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns | Show Abstracts | Hide Abstracts | Versions (3) | hide multiple versions | Export Bibliographic Info | Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 08 Feb 96 Last Revised: 04 Jul 11 150 (98,970) 427 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns | Show Abstract Hide Abstract | Download | NBER Working Paper No. w5604 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 27 Aug 00 150 427   Evidence on the Characteristics of Cross Sectional Variation in Stock Returns | Show Abstract Hide Abstract | J. OF FINANCE, Vol. 52 No. 1, March 1997 Accepted Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 29 Jan 97 0     Evidence on the Characteristics of Cross Sectional Variation in Stock Returns | Show Abstract Hide Abstract | CRSP Working Paper Number #416 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 08 Feb 96 0     11.   Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? | Show Abstract Hide Abstract | Download | NBER Working Paper No. w7246 Working Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Wei, K. C. John Hong Kong University of Science & Technology (HKUST) - Department of Finance Titman, Sheridan University of Texas at Austin - Department of Finance Posted: 28 Apr 00 62 (182,593) 78 12.   Overconfidence, Arbitrage, and Equilibrium Asset Pricing | Show Abstract Hide Abstract | Journal of Finance, Vol. 56, No. 3, pp. 921-965, June 2001 Accepted Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 01 Dec 08   13.   Investor Psychology and Security Market Under- and Over-Reactions | Show Abstract Hide Abstract | THE INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN FINANCIAL ECONOMICS, Hersh Shefrin, ed., Edward Elgar Publishers, 2002, Journal of Finance, Vol. 53, No. 6, pp. 1839-1885, December 1998, ADVANCES IN BEHAVIORAL FINANCE II, Richard Thaler, ed., Princeton, 2002 Accepted Paper Series Daniel, Kent D. Columbia Business School - Finance and Economics Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area Posted: 01 Dec 08   Records 1 - 13 of 13 matches [ 1 ]

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