Shmuel Kandel (deceased)

affiliation not provided to SSRN (deceased)

SCHOLARLY PAPERS

15

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61

CROSSREF CITATIONS

288

Scholarly Papers (15)

1.

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

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mutual funds, flows, investor sentiment, return predictability, stocks

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

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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

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3.
Downloads 478 (91,408)
Citation 8

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

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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

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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

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mutual funds, flows, returns, price pressure, price impact

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

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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)

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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

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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

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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

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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)

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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)

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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

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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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Variance ratio, mean reversion, persistence

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)
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Consumption, portfolio, habit-formation, mean reversion

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

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portfolio choice, mean reversion, anticipation

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

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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)

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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

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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

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