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Kaniel, Ron's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,590 |
Total
Citations
634 |
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1.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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1,719
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140
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Individual investor sentiment, return predictability, behavioral finance, liquidity provision, NYSE, contrarian, market efficiency
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2.
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Individual Investor Trading and Return Patterns Around Earnings Announcements
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Liu, Shuming
San Francisco State University Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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Posted:
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23 Jan 09
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Last Revised:
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14 Mar 11
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957
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Liu, Shuming
San Francisco State University Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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3
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21
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earnings announcement, individual investors
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Liu, Shuming
San Francisco State University Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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16 Feb 09
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Last Revised:
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02 Jan 11
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643
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21
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individual investors, earnings, liquidity, private information
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Liu, Shuming
San Francisco State University Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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23 Jan 09
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Last Revised:
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02 Jan 11
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311
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3.
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Individual Investor Sentiment and Stock Returns
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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Posted:
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03 Nov 08
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Last Revised:
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16 Dec 08
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734
(14,930)
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140
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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200
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140
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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473
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140
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Titman, Sheridan
University of Texas at Austin - Department of Finance
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61
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140
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4.
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Equilibrium Prices in the Presence of Delegated Portfolio Management
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Cuoco, Domenico
University of Pennsylvania - Finance Department Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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Posted:
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15 Jan 01
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Last Revised:
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05 Dec 11
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643
(18,082)
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54
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Cuoco, Domenico
University of Pennsylvania - Finance Department Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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3
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42
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delegation, equilibrium, fund, portfolio
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Cuoco, Domenico
University of Pennsylvania - Finance Department Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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640
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54
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5.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Li, Dong
University of Texas at Austin - Department of Economics Starks, Laura T.
University of Texas at Austin - Department of Finance
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545
(22,718)
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10
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high volume, high volume premium, investor recognition hypothesis, IRH
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6.
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Gallaher, Steven
University of Texas at Austin - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business Starks, Laura T.
University of Texas at Austin - Department of Finance
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535
(23,309)
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33
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funds, advertising, flows, fundflows
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7.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Li, Dong
University of Texas at Austin - Department of Economics Starks, Laura T.
University of Texas at Austin - Department of Finance
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508
(25,012)
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11
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8.
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Mutual Fund Portfolio Choice in the Presence of Dynamic Flows
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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Posted:
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18 Nov 02
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Last Revised:
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29 Mar 10
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343
(41,175)
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15
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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2
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15
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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18 Nov 02
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Last Revised:
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28 Sep 08
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341
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15
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9.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Starks, Laura T.
University of Texas at Austin - Department of Finance Vasudevan, Vasudha
University of Texas at Austin - Department of Finance
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341
(41,465)
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12
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mutual funds, attention, learning, fund flows, media
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10.
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DeMarzo, Peter M.
Stanford Graduate School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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332
(42,831)
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35
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public good, community, diversification, portfolio choice, home bias
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11.
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Relative Wealth Concerns and Financial Bubbles
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DeMarzo, Peter M.
Stanford Graduate School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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Posted:
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05 Dec 05
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Last Revised:
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29 Jul 10
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321
(44,697)
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23
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DeMarzo, Peter M.
Stanford Graduate School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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0
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DeMarzo, Peter M.
Stanford Graduate School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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132
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DeMarzo, Peter M.
Stanford Graduate School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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189
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bubbles, relative, wealth, overlapping, generations
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12.
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Price Drift as an Outcome of Differences in Higher-Order Beliefs
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Banerjee, Snehal
Northwestern University - Kellogg School of Management - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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Posted:
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16 Mar 06
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Last Revised:
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29 Jul 10
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318
(45,225)
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20
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Banerjee, Snehal
Northwestern University - Kellogg School of Management - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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0
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G12
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Banerjee, Snehal
Northwestern University - Kellogg School of Management - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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| Posted: |
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16 Mar 06
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Last Revised:
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30 Nov 09
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318
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price drift, momentum, rational, difference, opinion
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13.
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Tax Management Strategies with Multiple Risky Assets
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Gallmeyer, Michael F.
University of Virginia (UVA) - McIntire School of Commerce Kaniel, Ron
University of Rochester - Simon Graduate School of Business Tompaidis, Stathis
University of Texas at Austin - McCombs School of Business
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Posted:
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22 Mar 02
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Last Revised:
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19 May 06
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302
(47,096)
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15
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Gallmeyer, Michael F.
University of Virginia (UVA) - McIntire School of Commerce Kaniel, Ron
University of Rochester - Simon Graduate School of Business Tompaidis, Stathis
University of Texas at Austin - McCombs School of Business
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0
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Portfolio Choice, Capital Gain Taxation, Short Sales
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Gallmeyer, Michael F.
University of Virginia (UVA) - McIntire School of Commerce Kaniel, Ron
University of Rochester - Simon Graduate School of Business Tompaidis, Stathis
University of Texas at Austin - McCombs School of Business
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302
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15
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Portfolio Choice, Capital Gain Taxation, Short Sales
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14.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Massey, Cade
University of Pennsylvania - The Wharton School Robinson, David T.
Duke University - Fuqua School of Business
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287
(51,002)
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15.
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Gallaher, Steven T
Southern New Hampshire University Kaniel, Ron
University of Rochester - Simon Graduate School of Business Starks, Laura T.
University of Texas at Austin - Department of Finance
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281
(52,007)
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9
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mutual fund, flow, advertising, fund flows
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16.
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So What Orders Do Informed Traders Use?
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Liu, Hong
Washington University in St. Louis - Olin Business School Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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Posted:
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13 Oct 04
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Last Revised:
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11 Sep 09
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277
(52,899)
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53
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Liu, Hong
Washington University in St. Louis - Olin Business School Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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0
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market microstructure, limit orders, market orders, informed trader, equilibria
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Liu, Hong
Washington University in St. Louis - Olin Business School Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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277
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53
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market microstructure, limit orders, market orders, informed trader, equilibria
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17.
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Carlson, Murray
University of British Columbia (UBC) - Sauder School of Business Yan, Hong
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) Chapman, David A.
Boston College Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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265
(55,576)
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2
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18.
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Gallmeyer, Michael F.
University of Virginia (UVA) - McIntire School of Commerce Kaniel, Ron
University of Rochester - Simon Graduate School of Business Tompaidis, Stathis
University of Texas at Austin - McCombs School of Business
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264
(55,801)
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Taxes, Multiple Assets, Short Sales, Capital Gains, Portfolio Selection, CRRA, Shorting the box
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19.
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DeMarzo, Peter M.
Stanford Graduate School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kremer, Ilan
Stanford Graduate School of Business
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209
(71,546)
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23
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Bubble, technology, relative wealth, Joneses, herding, over-investment
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20.
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Why Do Institutional Investors Chase Return Trends?
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Alti, Aydogan
University of Texas at Austin - Department of Finance Yoeli, Uzi
University of Texas at Austin - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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Posted:
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10 Nov 06
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Last Revised:
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10 Apr 12
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184
(81,197)
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2
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Alti, Aydogan
University of Texas at Austin - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business Yoeli, Uzi
University of Texas at Austin - Department of Finance
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2
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2
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Institutional Investors, momentum, mutual funds, return trends
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Alti, Aydogan
University of Texas at Austin - Department of Finance Yoeli, Uzi
University of Texas at Austin - Department of Finance Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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| Posted: |
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10 Nov 06
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Last Revised:
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10 Apr 12
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182
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2
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21.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Massey, Cade
University of Pennsylvania - The Wharton School Robinson, David T.
Duke University - Fuqua School of Business
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| Posted: |
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02 Apr 10
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Last Revised:
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22 Jul 10
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119
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optimism, crisis, trait
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22.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Tompaidis, Stathis
University of Texas at Austin - McCombs School of Business Zemlianov, Alexander
University of Texas at Austin - Electrical and Computer Engineering Department
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57
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3
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Option pricing, greeks, monte carlo simulation, american options
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23.
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Massey, Cade
University of Pennsylvania - The Wharton School Robinson, David T.
Duke University - Fuqua School of Business
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44
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5
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Kondor, Peter
Central European University (CEU)
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5
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11
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agency, delegation, equilibrium, funds, money management
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25.
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Carhart, Mark M.
Kepos Capital LP Reed, Adam V.
University of North Carolina (UNC) at Chapel Hill - Finance Area Kaniel, Ron
University of Rochester - Simon Graduate School of Business Musto, David K.
University of Pennsylvania - Finance Department
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26.
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Gervais, Simon
Duke University - Fuqua School of Business Kaniel, Ron
University of Rochester - Simon Graduate School of Business Mingelgrin, Dan
University of Pennsylvania - The Wharton School
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27.
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Liu, Hong
Washington University in St. Louis - Olin Business School Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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28.
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Goldman, Eitan
Indiana University Bloomington - Department of Finance Jones, Christopher S.
University of Southern California - Marshall School of Business - Finance and Business Economics Department Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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