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Kent D. Daniel

Columbia Business School - Finance and Economics

Professor of Finance

3022 Broadway

New York, NY 10027

United States

http://www.columbia.edu/~kd2371/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Columbia Business School - Finance and Economics

    • Email
    • Tel: 212-854-4679
    • Fax: 212-854-4679
SCHOLARLY PAPERS

18

DOWNLOADS
Rank 790

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Top 790

in Total Papers Downloads

24,397

CITATIONS
Rank 466

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Top 466

in Total Papers Citations

1,005

Scholarly Papers (18)

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1.

Momentum Crashes

Downloads 8,586 ( 420)
Citation 15

Momentum Crashes

Swiss Finance Institute Research Paper No. 13-61, Columbia Business School Research Paper No. 14-6, Fama-Miller Working Paper
Number of pages: 57 Posted: 24 Dec 2013
Kent D. Daniel and Tobias J. Moskowitz
Columbia Business School - Finance and Economics and Yale University, Yale SOM
Downloads 5,251 (998)
Citation 15

Abstract:

Momentum Crashes

Columbia Business School Research Paper No. 11-03
Number of pages: 31 Posted: 22 Aug 2011
Kent D. Daniel
Columbia Business School - Finance and Economics
Downloads 2,322 (4,133)
Citation 15

Abstract:

Momentum Crashes

Columbia Business School Research Paper No. 14-36
Number of pages: 51 Posted: 26 Aug 2014
Kent D. Daniel and Tobias J. Moskowitz
Columbia Business School - Finance and Economics and Yale University, Yale SOM
Downloads 615 (33,575)
Citation 15

Abstract:

Momentum Crashes

Chicago Booth Research Paper No. 15-22
Number of pages: 52 Posted: 19 Jul 2015 Last Revised: 21 Jul 2015
Kent D. Daniel and Tobias J. Moskowitz
Columbia Business School - Finance and Economics and Yale University, Yale SOM
Downloads 370 (63,824)
Citation 15

Abstract:

Momentum Crashes

NBER Working Paper No. w20439
Number of pages: 52 Posted: 02 Sep 2014
Kent D. Daniel and Tobias J. Moskowitz
Columbia Business School - Finance and Economics and Yale University, Yale SOM
Downloads 28 (412,727)
Citation 15

Abstract:

2.

A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions

Number of pages: 59 Posted: 01 May 1997
Kent D. Daniel, David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Downloads 5,864 (706)
Citation 74

Abstract:

3.

Investor Psychology in Capital Markets: Evidence and Policy Implications

Downloads 3,068 ( 2,607)
Citation 111

Investor Psychology in Capital Markets: Evidence and Policy Implications

Dice Center WP 2001-10
Number of pages: 94 Posted: 14 Aug 2001
Kent D. Daniel, David A. Hirshleifer and Siew Hong Teoh
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California - Paul Merage School of Business
Downloads 3,068 (2,544)
Citation 111

Abstract:

Investor Psychology in Capital Markets: Evidence and Policy Implications

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
Posted: 01 Dec 2008
Kent D. Daniel, David A. Hirshleifer and Siew Hong Teoh
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California - Paul Merage School of Business

Abstract:

4.

Market Reactions to Tangible and Intangible Information

Downloads 1,544 ( 8,538)
Citation 146

Market Reactions to Tangible and Intangible Information

EFMA 2001 Lugano Meetings
Number of pages: 49 Posted: 19 Jun 2001
Kent D. Daniel and Sheridan Titman
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 1,417 (9,634)
Citation 146

Abstract:

Market Reactions to Tangible and Intangible Information

NBER Working Paper No. w9743
Number of pages: 58 Posted: 07 Jun 2003
Kent D. Daniel and Sheridan Titman
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 127 (185,388)
Citation 146

Abstract:

5.

Covariance Risk, Mispricing, and the Cross Section of Security Returns

Downloads 864 ( 21,124)
Citation 13

Covariance Risk, Mispricing, and the Cross Section of Security Returns

Ohio State University Working Paper No. 2000-6
Number of pages: 51 Posted: 29 Dec 2000
Kent D. Daniel, David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Downloads 812 (22,742)
Citation 13

Abstract:

Covariance Risk, Mispricing, and the Cross Section of Security Returns

NBER Working Paper No. w7615
Number of pages: 47 Posted: 16 May 2000
Kent D. Daniel, David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Downloads 52 (324,071)
Citation 13

Abstract:

6.

Investor Psychology and Tests of Factor Pricing Models

Number of pages: 40 Posted: 26 Nov 2005
Kent D. Daniel, David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area
Downloads 801 (22,057)
Citation 10

Abstract:

factor models, overconfidence, Fama-French factors, covariance risk

7.

Tail Risk in Momentum Strategy Returns

Downloads 723 ( 27,278)
Citation 3

Tail Risk in Momentum Strategy Returns

Number of pages: 35 Posted: 05 Jun 2012
Kent D. Daniel, Ravi Jagannathan and Soohun Kim
Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology - Scheller College of Business
Downloads 675 (29,556)
Citation 3

Abstract:

Tail Risk in Momentum Strategy Returns

NBER Working Paper No. w18169
Number of pages: 69 Posted: 22 Jun 2012
Kent D. Daniel, Ravi Jagannathan and Soohun Kim
Columbia Business School - Finance and Economics, Northwestern University - Kellogg School of Management and Georgia Institute of Technology - Scheller College of Business
Downloads 48 (336,465)
Citation 3

Abstract:

8.

A Theory of Costly Sequential Bidding

University of Michigan Business School Working Paper No. 98028
Number of pages: 41 Posted: 17 Aug 1999
Kent D. Daniel and David A. Hirshleifer
Columbia Business School - Finance and Economics and University of California, Irvine - Paul Merage School of Business
Downloads 629 (30,914)
Citation 26

Abstract:

9.

The Carry Trade: Risks and Drawdowns

Downloads 369 ( 64,861)
Citation 1

The Carry Trade: Risks and Drawdowns

Critical Finance Review, forthcoming
Number of pages: 62 Posted: 26 Aug 2014 Last Revised: 04 Apr 2017
Kent D. Daniel, Robert J. Hodrick and Zhongjin Lu
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and University of Georgia - Department of Banking and Finance
Downloads 351 (67,984)
Citation 1

Abstract:

currency carry trade, currency risk factors, market efficiency

The Carry Trade: Risks and Drawdowns

NBER Working Paper No. w20433
Number of pages: 65 Posted: 03 Sep 2014
Kent D. Daniel, Robert J. Hodrick and Zhongjin Lu
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and University of Georgia - Department of Banking and Finance
Downloads 18 (468,157)
Citation 1

Abstract:

10.

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

Downloads 233 (107,482)

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

NBER Working Paper No. w5604
Number of pages: 40 Posted: 27 Aug 2000
Kent D. Daniel and Sheridan Titman
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 233 (107,047)
Citation 439

Abstract:

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

CRSP Working Paper Number #416
Posted: 08 Feb 1996
Kent D. Daniel and Sheridan Titman
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance

Abstract:

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

J. OF FINANCE, Vol. 52 No. 1, March 1997
Posted: 29 Jan 1997
Kent D. Daniel and Sheridan Titman
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance

Abstract:

11.

Overconfident Investors, Predictable Returns, and Excessive Trading

Downloads 219 (114,307)

Overconfident Investors, Predictable Returns, and Excessive Trading

Journal of Economic Perspectives, Volume 29, Number 4, Fall 2015, Columbia Business School Research Paper No. 16-15
Number of pages: 37 Posted: 25 Jan 2016
Kent D. Daniel and David A. Hirshleifer
Columbia Business School - Finance and Economics and University of California, Irvine - Paul Merage School of Business
Downloads 198 (125,768)

Abstract:

asset pricing, efficient markets, anomalies, behavioral finance, overconfidence

Overconfident Investors, Predictable Returns, and Excessive Trading

NBER Working Paper No. w21945
Number of pages: 38 Posted: 01 Feb 2016
Kent D. Daniel and David A. Hirshleifer
Columbia Business School - Finance and Economics and University of California, Irvine - Paul Merage School of Business
Downloads 21 (450,688)

Abstract:

12.

Market Efficiency in an Irrational World

NBER Working Paper No. w7489
Number of pages: 28 Posted: 06 May 2000
Kent D. Daniel and Sheridan Titman
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 200 (107,482)
Citation 64

Abstract:

13.

Dynamic Asset Allocation with Predictable Returns and Transaction Costs

Number of pages: 57 Posted: 17 Jun 2015
Pierre Collin-Dufresne, Kent D. Daniel, Ciamac C. Moallemi and Mehmet Sağlam
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne, Columbia Business School - Finance and Economics, Columbia Business School - Decision Risk and Operations and University of Cincinnati - Department of Finance - Real Estate
Downloads 152 (84,767)

Abstract:

Dynamic Asset Allocation, Return Predictability, Transaction Costs

14.

Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?

NBER Working Paper No. w7246
Number of pages: 31 Posted: 28 Apr 2000
Kent D. Daniel, K.C. John Wei and Sheridan Titman
Columbia Business School - Finance and Economics, School of Accounting and Finance, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 73 (254,171)
Citation 84

Abstract:

15.

One Brief Shining Moment(um): Past Momentum Performance and Momentum Reversals

Columbia Business School Research Paper No. 17-48
Number of pages: 40 Posted: 24 Apr 2017 Last Revised: 02 Jun 2017
Usman Ali, Kent D. Daniel and David A. Hirshleifer
MIG Capital, Columbia Business School - Finance and Economics and University of California, Irvine - Paul Merage School of Business
Downloads 0 (93,998)

Abstract:

16.

Applying Asset Pricing Theory to Calibrate the Price of Climate Risk

NBER Working Paper No. w22795
Number of pages: 44 Posted: 07 Nov 2016
Kent D. Daniel, Bob Litterman and Gernot Wagner
Columbia Business School - Finance and Economics, Goldman Sachs and Harvard University - Harvard School of Engineering and Applied Sciences
Downloads 0 (497,735)

Abstract:

17.

Investor Psychology and Security Market Under- and Over-Reactions

Journal of Finance, Vol. 53, No. 6, pp. 1839-1885, December 1998 , THE INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN FINANCIAL ECONOMICS, Hersh Shefrin, ed., Edward Elgar Publishers, 2002, ADVANCES IN BEHAVIORAL FINANCE II, Richard Thaler, ed., Princeton, 2002
Posted: 01 Dec 2008 Last Revised: 15 Aug 2014
Kent D. Daniel, David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

18.

Overconfidence, Arbitrage, and Equilibrium Asset Pricing

Journal of Finance, Vol. 56, No. 3, pp. 921-965, June 2001
Posted: 01 Dec 2008
Kent D. Daniel, David A. Hirshleifer and Avanidhar Subrahmanyam
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

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