Shmuel Kandel (deceased)

Deceased

N/A

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 9,144

SSRN RANKINGS

Top 9,144

in Total Papers Downloads

3,929

CITATIONS
Rank 1,878

SSRN RANKINGS

Top 1,878

in Total Papers Citations

298

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
Indiana University - Kelley School of Business - Department of Finance, Deceased and Tel Aviv University - Coller School of Management
Downloads 1,276 (8,628)
Citation 18

Abstract:

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 Hawaii at Manoa - Shidler College of Business, Hebrew University of Jerusalem - Department of Economics, Deceased and University of Maryland - Robert H. Smith School of Business
Downloads 841 (20,643)
Citation 4

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 Hawaii at Manoa - Shidler College of Business, Hebrew University of Jerusalem - Department of Economics, University of Maryland - Robert H. Smith School of Business and Deceased
Downloads 211 (113,749)
Citation 4

Abstract:

3.
Downloads 428 ( 51,996)
Citation 38

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 428 (51,476)
Citation 38

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
Indiana University - Kelley School of Business - Department of Finance, Deceased and Tel Aviv University - Coller School of Management
Downloads 307 (66,327)
Citation 10

Abstract:

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, Deceased and University of Haifa - Department of Economics
Downloads 207 (115,796)

Abstract:

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

NBER Working Paper No. w4997
Number of pages: 41 Posted: 20 Jul 2000
Shmuel Kandel (deceased) and Robert F. Stambaugh
Deceased and University of Pennsylvania - The Wharton School
Downloads 114 (194,027)
Citation 142

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.

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 97 (213,561)
Citation 4

Abstract:

8.

Asset Returns and Intertemporal Preferences

NBER Working Paper No. w3633
Number of pages: 48 Posted: 28 Dec 2006
Shmuel Kandel (deceased) and Robert F. Stambaugh
Deceased and University of Pennsylvania - The Wharton School
Downloads 85 (213,561)
Citation 55

Abstract:

Bayesian Inference and Portfolio Efficiency

NBER Working Paper No. t0134
Number of pages: 47 Posted: 29 Dec 2006
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 42 (342,795)
Citation 23

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 (396,186)
Citation 1

Abstract:

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
Deceased and affiliation not provided to SSRN
Downloads 23 (410,515)
Citation 3

Abstract:

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, Deceased and Boston College - Department of Finance

Abstract:

portfolio choice, mean reversion, anticipation

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:

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

Abstract: