Author Page for Shmuel Kandel (deceased)

Measuring Investor Sentiment with Mutual Fund Flows

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 59 Posted: 14 Sep 2008 Last Revised: 21 Sep 2011

Azi Ben-Rephael, Shmuel Kandel (deceased) and Avi Wohl

Rutgers Business School - Rutgers University, affiliation not provided to SSRN (deceased) and Tel Aviv University - Coller School of Management

Downloads 1,803 (14,454)

Citation 11

Abstract:

2.

Mutual Fund Performance Evaluation with Active Peer Benchmarks

Downloads 1,429 (20,609)

Citation 16

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Mutual Fund Performance Evaluation with Active Peer Benchmarks

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 54 Posted: 19 Feb 2009 Last Revised: 13 Aug 2013

David L. Hunter, Eugene Kandel, Shmuel Kandel (deceased) and Russ Wermers

University of Queensland, Hebrew University of Jerusalem - Department of Economics, affiliation not provided to SSRN (deceased) and University of Maryland - Robert H. Smith School of Business

Downloads 1,187 (26,675)

Citation 15

Abstract:

Endogenous Benchmarks

AFA 2010 Atlanta Meetings Paper

Number of pages: 45 Posted: 21 Mar 2009

David L. Hunter, Eugene Kandel, Russ Wermers and Shmuel Kandel (deceased)

University of Queensland, Hebrew University of Jerusalem - Department of Economics, University of Maryland - Robert H. Smith School of Business and affiliation not provided to SSRN (deceased)

Downloads 242 (190,845)

Citation 1

Abstract:

3.

The Demand for Stocks: An Analysis of IPO Auctions

Downloads 478 (91,408)

Citation 8

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The Demand for Stocks: An Analysis of IPO Auctions

Number of pages: 25 Posted: 27 Jun 1997

Shmuel Kandel (deceased), Oded Sarig and Avi Wohl

affiliation not provided to SSRN (deceased), Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management

Downloads 478 (90,515)

Citation 8

Abstract:

The Demand for Stocks: An Analysis of IPO Auctions

Posted: 28 Dec 1998

Shmuel Kandel (deceased), Oded Sarig and Avi Wohl

affiliation not provided to SSRN (deceased), Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management

Abstract:

4.

The Price Pressure of Aggregate Mutual Fund Flows

Number of pages: 38 Posted: 05 Nov 2008 Last Revised: 07 Aug 2009

Azi Ben-Rephael, Shmuel Kandel (deceased) and Avi Wohl

Rutgers Business School - Rutgers University, affiliation not provided to SSRN (deceased) and Tel Aviv University - Coller School of Management

Downloads 457 (96,360)

Citation 16

Abstract:

5.

Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach

Number of pages: 41 Posted: 11 Sep 1998

Ayelet Balsam, Shmuel Kandel (deceased) and Ori Levy

Tel Aviv University - Eitan Berglas School of Economics, affiliation not provided to SSRN (deceased) and University of Haifa - Department of Economics

Downloads 226 (204,494)

Citation 1

Abstract:

6.

On the Predictability of Stock Returns: An Asset-Allocation Perspective

Downloads 222 (208,009)

3

On the Predictability of Stock Returns: An Asset-Allocation Perspective

NBER Working Paper No. w4997

Number of pages: 41 Posted: 20 Jul 2000 Last Revised: 17 Apr 2022

Shmuel Kandel (deceased) and Robert F. Stambaugh

affiliation not provided to SSRN (deceased) and University of Pennsylvania - The Wharton School

Downloads 222 (207,494)

Abstract:

On the Predictability of Stock Returns: An Asset- Allocation Perspective

Posted: 31 Aug 1995

Shmuel Kandel (deceased) and Robert F. Stambaugh

affiliation not provided to SSRN (deceased) and University of Pennsylvania - The Wharton School

Abstract:

On the Predictability of Stock Returns: An Asset-Allocation Perspective

J. OF FINANCE, Vol. 51 No. 2, June 1996

Posted: 11 Sep 1996

Shmuel Kandel (deceased) and Robert F. Stambaugh

affiliation not provided to SSRN (deceased) and University of Pennsylvania - The Wharton School

Abstract:

7.

Asset Returns and Intertemporal Preferences

NBER Working Paper No. w3633

Number of pages: 48 Posted: 28 Dec 2006 Last Revised: 07 Dec 2022

Shmuel Kandel (deceased) and Robert F. Stambaugh

affiliation not provided to SSRN (deceased) and University of Pennsylvania - The Wharton School

Downloads 136 (317,012)

Citation 19

Abstract:

8.

Implications of an Index-Contingent Trading Mechanism

Number of pages: 27 Posted: 20 May 1997

Avi Wohl and Shmuel Kandel (deceased)

Tel Aviv University - Coller School of Management and affiliation not provided to SSRN (deceased)

Downloads 118 (352,199)

Abstract:

9.

Bayesian Inference and Portfolio Efficiency

Downloads 65 (508,242)

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Bayesian Inference and Portfolio Efficiency

NBER Working Paper No. t0134

Number of pages: 47 Posted: 29 Dec 2006 Last Revised: 14 Nov 2022

Shmuel Kandel (deceased), Robert E. McCulloch and Robert F. Stambaugh

affiliation not provided to SSRN (deceased), University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Downloads 65 (515,382)

Abstract:

Bayesian Inference and Portfolio Efficiency

Posted: 26 Oct 1999

Shmuel Kandel (deceased), Robert E. McCulloch and Robert F. Stambaugh

affiliation not provided to SSRN (deceased), University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Abstract:

10.

A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002

CEPR Discussion Paper No. 4729

Number of pages: 41 Posted: 24 Jan 2005

Shlomo Zilca and Shmuel Kandel (deceased)

Independent and affiliation not provided to SSRN (deceased)

Downloads 26 (720,301)

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Abstract:

11.

A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion

CEPR Discussion Paper No. 4701

Number of pages: 31 Posted: 29 Dec 2004

Shmuel Kandel (deceased) and Arik Kuznitz

affiliation not provided to SSRN (deceased) and affiliation not provided to SSRN

Downloads 23 (744,290)

Add to Cart

Abstract:

12.

A Portfolio Choice Model With Utility from Anticipation of Future Consumption and Stock Market Mean Reversion

European Economic Review, Vol. 52, No. 8, 2008

Posted: 19 Mar 2012

Arik Kuznitz, Shmuel Kandel (deceased) and Vyacheslav Fos

affiliation not provided to SSRN, affiliation not provided to SSRN (deceased) and Boston College - Department of Finance

Abstract:

13.

Portfolio Inefficiency and the Cross Section of Expected Returns

Posted: 10 May 2000

Shmuel Kandel (deceased) and Robert F. Stambaugh

affiliation not provided to SSRN (deceased) and University of Pennsylvania - The Wharton School

Abstract:

14.

An Index-Contingent Trading Mechanism: Economic Implications

Posted: 23 Jul 1999

Avi Wohl and Shmuel Kandel (deceased)

Tel Aviv University - Coller School of Management and affiliation not provided to SSRN (deceased)

Abstract:

15.

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

Downloads 0 (974,411)

2

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

J. OF FINANCE, Vol. 51 No. 1

Posted: 10 Jul 1996

Shmuel Kandel (deceased), Aharon R. Ofer and Oded Sarig

affiliation not provided to SSRN (deceased), Northwestern University - Kellogg School of Management and Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

Abstract:

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

Rodney L. White Center for Financial Research Paper No. 2-95

Posted: 10 Mar 1995

Shmuel Kandel (deceased), Aharon R. Ofer and Oded Sarig

affiliation not provided to SSRN (deceased), Northwestern University - Kellogg School of Management and Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

Shmuel Kandel (deceased)

affiliation not provided to SSRN (deceased)

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Scholarly Papers (15)

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A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002

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A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion

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