Author Page for Eugene Kandel

Liquidity Beyond the Inside Spread: Measuring and Using Information in the Limit Order Book

Number of pages: 36 Posted: 17 Aug 2000

Paul J. Irvine, George J. Benston and Eugene Kandel

Neeley School of Business, Emory University - Department of Accounting and Hebrew University of Jerusalem - Department of Economics

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Citation 58

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2.

Mutual Fund Performance Evaluation with Active Peer Benchmarks

Downloads 1,599 (24,038)

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 1,323 (31,356)

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 276 (227,246)

Citation 1

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3.

Limit Order Book as a Market for Liquidity

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Citation 86

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Limit Order Book as a Market for Liquidity

Number of pages: 60 Posted: 30 May 2001

Thierry Foucault, Ohad Kadan and Eugene Kandel

HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Downloads 1,486 (26,407)

Citation 19

Abstract:

Limit Order Book as a Market for Liquidity

Number of pages: 67 Posted: 11 Sep 2001

Thierry Foucault, Ohad Kadan and Eugene Kandel

HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Downloads 49 (820,024)

Citation 67

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Limit Order Book as a Market for Liquidity

The Review of Financial Studies, Vol. 18, Issue 4, pp. 1171-1217, 2005

Posted: 29 Feb 2008

Thierry Foucault, Ohad Kadan and Eugene Kandel

HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Abstract:

4.

Liquidity Cycles and Make/Take Fees in Electronic Markets

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Citation 19

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Liquidity Cycles and Make/Take Fees in Electronic Markets

Journal of Finance, Fforthcoming, EFA 2009 Bergen Meetings Paper

Number of pages: 71 Posted: 16 Feb 2009 Last Revised: 15 Mar 2013

Thierry Foucault, Ohad Kadan and Eugene Kandel

HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Downloads 1,266 (33,436)

Citation 9

Abstract:

Liquidity Cycles and Make/Take Fees in Electronic Markets

CEPR Discussion Paper No. DP7551

Number of pages: 50 Posted: 11 Jan 2010

Thierry Foucault, Ohad Kadan and Eugene Kandel

HEC Paris - Finance Department, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

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Citation 10

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5.

Brokerage Commissions and Institutional Trading Patterns

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Citation 46

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Brokerage Commissions and Institutional Trading Patterns

Number of pages: 46 Posted: 12 Apr 2004 Last Revised: 04 Aug 2008

Paul J. Irvine, Michael A. Goldstein, Eugene Kandel and Zvi Wiener

Neeley School of Business, Babson College - Finance Division, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 897 (54,670)

Citation 46

Abstract:

Brokerage Commissions and Institutional Trading Patterns

The Review of Financial Studies, Vol. 22, Issue 12, pp. 5175-5212, 2009

Posted: 24 Nov 2009

Michael A. Goldstein, Paul J. Irvine, Eugene Kandel and Zvi Wiener

Babson College - Finance Division, Neeley School of Business, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

6.

Shareholder Diversification and the Decision to Go Public

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Citation 16

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Shareholder Diversification and the Decision to Go Public

Number of pages: 47 Posted: 04 Dec 2004

Andriy Bodnaruk, Massimo Massa, Eugene Kandel and Andrei Simonov

University of Illinois at Chicago, INSEAD - Finance, Hebrew University of Jerusalem - Department of Economics and Michigan State University - Eli Broad Graduate School of Management

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Citation 16

Abstract:

Shareholder Diversification and the Decision to Go Public

Review of Financial Studies, 2007

Posted: 07 Dec 2006

Massimo Massa, Andriy Bodnaruk, Eugene Kandel and Andrei Simonov

INSEAD - Finance, University of Illinois at Chicago, Hebrew University of Jerusalem - Department of Economics and Michigan State University - Eli Broad Graduate School of Management

Abstract:

Shareholder Diversification and the Decision to Go Public

The Review of Financial Studies, Vol. 21, Issue 6, pp. 2779-2824, 2008

Posted: 15 Dec 2008

Andriy Bodnaruk, Eugene Kandel, Massimo Massa and Andrei Simonov

University of Illinois at Chicago, Hebrew University of Jerusalem - Department of Economics, INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management

Abstract:

7.

Dividend Stickiness and Strategic Pooling

Review of Financial Studies, Vol. 23, 2010

Number of pages: 59 Posted: 13 Sep 2007 Last Revised: 26 Oct 2011

Ilan Guttman, Ohad Kadan and Eugene Kandel

Leonard N. Stern School of Business, New York University, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Downloads 672 (81,244)

Citation 6

Abstract:

8.

The Effect of a Closing Call Auction on Market Quality and Trading Strategies

Number of pages: 45 Posted: 28 May 2008 Last Revised: 07 Aug 2010

Eugene Kandel, Barbara Rindi and Luisella Bosetti

Hebrew University of Jerusalem - Department of Economics, Bocconi University, IGIER and Baffi Carefin and Borsa Italiana S.p.A.

Downloads 496 (119,034)

Citation 6

Abstract:

9.

Stock-Based Compensation and CEO (Dis)Incentives

Downloads 442 (136,665)

Citation 60

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Stock-Based Compensation and CEO (Dis)Incentives

Number of pages: 53 Posted: 27 Mar 2008

Efraim Benmelech, Eugene Kandel and Pietro Veronesi

Northwestern University - Kellogg School of Management, Hebrew University of Jerusalem - Department of Economics and University of Chicago - Booth School of Business

Downloads 347 (177,965)

Citation 2

Abstract:

Stock-Based Compensation and CEO (Dis)Incentives

NBER Working Paper No. w13732

Number of pages: 54 Posted: 11 Jan 2008 Last Revised: 09 Jan 2022

Efraim Benmelech, Pietro Veronesi and Eugene Kandel

Northwestern University - Kellogg School of Management, University of Chicago - Booth School of Business and Hebrew University of Jerusalem - Department of Economics

Downloads 90 (593,924)

Abstract:

Stock-Based Compensation and CEO (Dis)Incentives

CEPR Discussion Paper No. DP6515

Number of pages: 52 Posted: 05 Jun 2008

Efraim Benmelech, Eugene Kandel and Pietro Veronesi

Northwestern University - Kellogg School of Management, Hebrew University of Jerusalem - Department of Economics and University of Chicago - Booth School of Business

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Citation 58

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10.

A Rational Expectations Theory of Kinks in Financial Reporting

Accounting Review, Volume 81, 2006

Number of pages: 45 Posted: 08 Jun 2006 Last Revised: 29 Dec 2009

Ilan Guttman, Ohad Kadan and Eugene Kandel

Leonard N. Stern School of Business, New York University, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Downloads 425 (143,060)

Citation 10

Abstract:

11.

VC Funds: Aging Brings Myopia

EFA 2006 Zurich Meetings Paper

Number of pages: 55 Posted: 02 Jun 2006

Eugene Kandel, Dima Leshchinskii and Harry Yuklea

Hebrew University of Jerusalem - Department of Economics, Menlo College and The Technion, IE&M Faculty

Downloads 312 (201,130)

Citation 15

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12.

The Great Pyramids of America: A Revised History of US Business Groups, Corporate Ownership and Regulation, 1930-1950

NBER Working Paper No. w19691, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 449/2015

Number of pages: 64 Posted: 15 Apr 2015

Eugene Kandel, Konstantin Kosenko, Randall Morck and Yishay Yafeh

Hebrew University of Jerusalem - Department of Economics, Bank of Israel, University of Alberta - Department of Finance and Statistical Analysis and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 265 (238,356)

Citation 7

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Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment

Downloads 259 (243,951)

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Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment

Journal of Law, Finance & Accounting, Vol. 2, No. 1, 2017

Number of pages: 38 Posted: 22 Sep 2015 Last Revised: 30 Sep 2017

Assaf Hamdani, Eugene Kandel, Yevgeny Mugerman and Yishay Yafeh

Tel Aviv University; Buchman Faculty of Law; Coller School of Management, Hebrew University of Jerusalem - Department of Economics, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 259 (242,432)

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Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment in Israel

CEPR Discussion Paper No. DP10911

Number of pages: 40 Posted: 04 Nov 2015

Assaf Hamdani, Eugene Kandel, Yevgeny Mugerman and Yishay Yafeh

Tel Aviv University; Buchman Faculty of Law; Coller School of Management, Hebrew University of Jerusalem - Department of Economics, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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14.

Do Small Shareholders Count?

Number of pages: 48 Posted: 15 Jun 2010

Eugene Kandel, Massimo Massa and Andrei Simonov

Hebrew University of Jerusalem - Department of Economics, INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management

Downloads 191 (326,527)

Citation 5

Abstract:

15.

Avoiding Soes Bandits

Number of pages: 17 Posted: 27 Nov 1997

Leslie M. Marx and Eugene Kandel

Duke University - Fuqua School of Business, Economics Group and Hebrew University of Jerusalem - Department of Economics

Downloads 169 (364,305)

Abstract:

16.

Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 459/2016

Number of pages: 49 Posted: 17 Feb 2016

Assaf Hamdani, Eugene Kandel, Yevgeny Mugerman and Yishay Yafeh

Tel Aviv University; Buchman Faculty of Law; Coller School of Management, Hebrew University of Jerusalem - Department of Economics, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 167 (368,073)

Citation 1

Abstract:

17.

The Impact of a Closing Call Auction on Market Quality and Trading Strategies

Number of pages: 38 Posted: 02 Mar 2007

Eugene Kandel, Barbara Rindi and Luisella Bosetti

Hebrew University of Jerusalem - Department of Economics, Bocconi University, IGIER and Baffi Carefin and Borsa Italiana S.p.A.

Downloads 135 (438,411)

Citation 1

Abstract:

18.

The Great Pyramids of America: A Revised History of Us Business Groups, Corporate Ownership and Regulation, 1930-1950

Downloads 94 (571,524)

Citation 13

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The Great Pyramids of America: A Revised History of Us Business Groups, Corporate Ownership and Regulation, 1930-1950

NBER Working Paper No. w19691

Number of pages: 59 Posted: 10 Dec 2013 Last Revised: 22 Apr 2023

Eugene Kandel, Konstantin Kosenko, Randall Morck and Yishay Yafeh

Hebrew University of Jerusalem - Department of Economics, Bank of Israel, University of Alberta - Department of Finance and Statistical Analysis and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 87 (606,614)

Citation 11

Abstract:

Business Groups in the United States: A Revised History of Corporate Ownership, Pyramids and Regulation, 1930-1950

CEPR Discussion Paper No. DP9759

Number of pages: 62 Posted: 25 Nov 2013

Eugene Kandel, Konstantin Kosenko, Randall Morck and Yishay Yafeh

Hebrew University of Jerusalem - Department of Economics, Bank of Israel, University of Alberta - Department of Finance and Statistical Analysis and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 7 (1,284,207)

Citation 2

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19.

Between Search and Walras

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Between Search and Walras

Number of pages: 33 Posted: 21 Nov 2000

Eugene Kandel and Avi Simhon

Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem

Downloads 79 (642,883)

Abstract:

Between Search and Walras

Posted: 21 Nov 2000

Eugene Kandel and Avi Simhon

Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem

Abstract:

20.

Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment

NBER Working Paper No. w22634

Number of pages: 48 Posted: 20 Sep 2016 Last Revised: 07 May 2023

Assaf Hamdani, Eugene Kandel, Yevgeny Mugerman and Yishay Yafeh

Tel Aviv University; Buchman Faculty of Law; Coller School of Management, Hebrew University of Jerusalem - Department of Economics, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 53 (773,981)

Citation 7

Abstract:

21.

The Cost of Liquidity: Results from a Natural Experiment

Number of pages: 26 Posted: 14 Oct 2009

Eugene Kandel and Isabel Tkatch

Hebrew University of Jerusalem - Department of Economics and Georgia State University - J. Mack Robinson College of Business

Downloads 44 (838,399)

Abstract:

22.

Shareholder Diversification and Ipos

Number of pages: 43 Posted: 13 Apr 2005

Andriy Bodnaruk, Massimo Massa, Eugene Kandel and Andrei Simonov

University of Illinois at Chicago, INSEAD - Finance, Hebrew University of Jerusalem - Department of Economics and Michigan State University - Eli Broad Graduate School of Management

Downloads 33 (933,512)

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23.

A Rational Expectations Theory of the Kink in Earnings Reports

Number of pages: 42 Posted: 01 Nov 2004

Ilan Guttman, Ohad Kadan and Eugene Kandel

Leonard N. Stern School of Business, New York University, Washington University in St. Louis - John M. Olin Business School and Hebrew University of Jerusalem - Department of Economics

Downloads 25 (1,016,267)

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Abstract:

24.

In Search of Reasonable Executive Compensation

CESifo Economic Studies, Vol. 55, Issue 3-4, pp. 405-433, 2009

Posted: 08 Dec 2009

Eugene Kandel

Hebrew University of Jerusalem - Department of Economics

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The Value of Flexibility in the Labor Market

Bradley Policy Research Center Working Paper, FR-95-04

Posted: 10 Oct 1998

Eugene Kandel and Neil D. Pearson

Hebrew University of Jerusalem - Department of Economics and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

26.

NASDAQ Market Structure and Spreads Patterns

Posted: 25 Jul 1998

Eugene Kandel and Leslie M. Marx

Hebrew University of Jerusalem - Department of Economics and Duke University - Fuqua School of Business, Economics Group

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27.

The Effects of Transaction Costs on Stock Prices and Trading Volume

Posted: 16 Jul 1998

Michael J. Barclay, Eugene Kandel and Leslie M. Marx

University of Rochester - Simon School (Deceased), Hebrew University of Jerusalem - Department of Economics and Duke University - Fuqua School of Business, Economics Group

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28.

Differential Interpretation of Information and Trade in Speculative Markets

JOURNAL OF POLITICAL ECONOMY, 1995

Posted: 14 May 1998

Eugene Kandel and Neil D. Pearson

Hebrew University of Jerusalem - Department of Economics and University of Illinois at Urbana-Champaign - Department of Finance

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29.

Transaction Costs and Liquidity: An Empirical Investigation

Posted: 11 Feb 1998

Michael J. Barclay, Leslie M. Marx and Eugene Kandel

University of Rochester - Simon School (Deceased), Duke University - Fuqua School of Business, Economics Group and Hebrew University of Jerusalem - Department of Economics

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30.

The Costs of Trading NASDAQ Issues: The Impact of Limit Orders and Ecn Quotes

Posted: 10 Feb 1998

Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz

University of Rochester - Simon School (Deceased), Vanderbilt University - Finance, American University - Department of Finance and Real Estate, Hebrew University of Jerusalem - Department of Economics and University of Notre Dame - Department of Finance

Abstract:

31.

Brokerage Commissions and Information Allocation

Posted: 11 Mar 1997

Paul J. Irvine, Eugene Kandel and Zvi Wiener

Neeley School of Business, Hebrew University of Jerusalem - Department of Economics and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

32.

Payments for Order Flow on NASDAQ

Posted: 10 Feb 1997

Eugene Kandel and Leslie M. Marx

Hebrew University of Jerusalem - Department of Economics and Duke University - Fuqua School of Business, Economics Group

Abstract:

33.

A Dynamic Model of the Value of Labor Force Flexibility

Simon School of Business Working Paper FR 95-04

Posted: 15 May 1996

Eugene Kandel and Neil D. Pearson

Hebrew University of Jerusalem - Department of Economics and University of Illinois at Urbana-Champaign - Department of Finance

Eugene Kandel

Hebrew University of Jerusalem - Department of Economics

Associate Professor

Centre for Economic Policy Research (CEPR)

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Scholarly Papers (33)

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Limit Order Book as a Market for Liquidity

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Liquidity Cycles and Make/Take Fees in Electronic Markets

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Stock-Based Compensation and CEO (Dis)Incentives

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Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment in Israel

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Business Groups in the United States: A Revised History of Corporate Ownership, Pyramids and Regulation, 1930-1950

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Shareholder Diversification and Ipos

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A Rational Expectations Theory of the Kink in Earnings Reports

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Other Papers (1)

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