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 University, Newark, School of Business-Newark, Department of Finance & Economics, Deceased and Tel Aviv University - Coller School of Management

Downloads 1,639 (10,201)

Citation 3

Abstract:

2.

Mutual Fund Performance Evaluation with Active Peer Benchmarks

Downloads 1,269 ( 15,262)

Citation 5

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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, Deceased and University of Maryland - Robert H. Smith School of Business

Downloads 1,050 (19,939)

Citation 8

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 Deceased

Downloads 219 (140,285)

Citation 1

Abstract:

3.

The Demand for Stocks: An Analysis of IPO Auctions

Downloads 451 ( 63,618)

Citation 4

2

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

Deceased, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management

Downloads 451 (62,981)

Citation 4

Abstract:

The Demand for Stocks: An Analysis of IPO Auctions

Review of Financial Studies, Vol. 12, No. 2

Posted: 28 Dec 1998

Shmuel Kandel (deceased), Oded Sarig and Avi Wohl

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 University, Newark, School of Business-Newark, Department of Finance & Economics, Deceased and Tel Aviv University - Coller School of Management

Downloads 381 (77,706)

Citation 11

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, Deceased and University of Haifa - Department of Economics

Downloads 215 (143,102)

Abstract:

6.

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

Downloads 153 (194,105)

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: 30 Aug 2010

Shmuel Kandel (deceased) and Robert F. Stambaugh

Deceased and University of Pennsylvania - The Wharton School

Downloads 153 (194,442)

Citation 3

Abstract:

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

Posted: 31 Aug 1995

Shmuel Kandel (deceased) and Robert F. Stambaugh

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

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: 18 May 2008

Shmuel Kandel (deceased) and Robert F. Stambaugh

Deceased and University of Pennsylvania - The Wharton School

Downloads 108 (253,714)

Citation 68

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 Deceased

Downloads 107 (255,339)

Abstract:

9.

Bayesian Inference and Portfolio Efficiency

Downloads 50 (391,908)

2

Bayesian Inference and Portfolio Efficiency

NBER Working Paper No. t0134

Number of pages: 47 Posted: 29 Dec 2006 Last Revised: 18 May 2008

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

Deceased, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

Downloads 50 (398,634)

Citation 4

Abstract:

Bayesian Inference and Portfolio Efficiency

REVIEW OF FINANCIAL STUDIES, Volume 8 Issue 1

Posted: 26 Oct 1999

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

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 Deceased

Downloads 26 (492,342)

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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

Deceased and affiliation not provided to SSRN

Downloads 23 (509,096)

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, Deceased and Boston College - Department of Finance

Abstract:

13.

Portfolio Inefficiency and the Cross Section of Expected Returns

JOURNAL OF FINANCE, Vol 50, No 1, March 1995

Posted: 10 May 2000

Shmuel Kandel (deceased) and Robert F. Stambaugh

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 Deceased

Abstract:

15.

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

Downloads 0 (674,279)

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

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

Deceased, Northwestern University - Kellogg School of Management and Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

Shmuel Kandel (deceased)

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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