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Shmuel Kandel (deceased)

Deceased

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SCHOLARLY PAPERS

15

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4,052

CITATIONS
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Top 1,885

in Total Papers Citations

299

Scholarly Papers (15)

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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 (8,989)
Citation 18

Abstract:

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

2.

Mutual Fund Performance Evaluation with Active Peer Benchmarks

Downloads 1,115 ( 14,716)
Citation 5

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 903 (19,884)
Citation 5

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 212 (120,084)
Citation 5

Abstract:

3.

The Demand for Stocks: An Analysis of IPO Auctions

Downloads 436 ( 54,002)
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 436 (53,458)
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 (69,042)
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 (122,131)

Abstract:

6.

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

Downloads 126 (189,431)

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 126 (190,096)
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 (224,458)
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 (222,953)
Citation 55

Abstract:

9.

Bayesian Inference and Portfolio Efficiency

Downloads 43 (352,465)

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 43 (359,082)
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 (418,400)
Citation 1
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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 (433,477)
Citation 3
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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:

15.

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

Downloads 0 (565,074)

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:

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