Daniel Nadler

Kensho Technologies

CEO

20 University Road

Cambridge, MA 02138

United States

Harvard University

1875 Cambridge Street

Cambridge, MA 02138

United States

  • Kensho Technologies

  • Harvard University

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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4

CROSSREF CITATIONS

13

Scholarly Papers (13)

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1.

Momentum Strategies for the ETF-Based Portfolios

Number of pages: 20 Posted: 14 Nov 2018 Last Revised: 24 Apr 2019
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering
Downloads 1,736 (16,973)
Citation 1

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Momentum Strategies, Portfolio Management, ETFs

2.

Portfolio Theory in Terms of Partial Covariance

Number of pages: 19 Posted: 14 May 2014 Last Revised: 14 Jun 2016
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering
Downloads 958 (40,632)
Citation 2

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portfolio theory, portfolio performance, partial correlations

3.

Beta Hedging: Performance Measures, Momentum Weighting, and Rebalancing Effects

Number of pages: 10 Posted: 22 Apr 2018 Last Revised: 07 May 2018
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering
Downloads 455 (106,355)

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beta hedging, portfolio performance

4.

Data Management in Institutional Investing: A New Budgetary Approach

Number of pages: 30 Posted: 09 Aug 2017
Ashby Monk, Daniel Nadler and Dane Rook
Stanford University, Kensho Technologies and Stanford University
Downloads 447 (108,555)
Citation 1

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data management, institutional investing, resource accounting, strategic efficiency

5.

Market Impact of Macroeconomic Announcements: Do Surprises Matter?

Number of pages: 23 Posted: 14 Jun 2014 Last Revised: 30 Jul 2015
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering
Downloads 293 (173,224)
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market impact; macroeconomic announcements; ARMA GARCH model

6.

Which Candidates Do the Public Discuss Online in an Election Campaign?: The Use of Social Media by 2012 Presidential Candidates and its Impact on Candidate Salience

Government Information Quarterly, Volume 29, Issue 4, October 2012, Pages 455–461
Number of pages: 32 Posted: 11 Sep 2013 Last Revised: 02 Feb 2015
Sounman Hong and Daniel Nadler
Yonsei University and Kensho Technologies
Downloads 284 (178,947)
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candidate salience, election campaigns, mass media, social media, Twitter, U.S. presidential candidates, electronic government, digital democracy

7.

Political and Institutional Determinants of Tax-Exempt Bond Yields

Number of pages: 25 Posted: 06 Oct 2013 Last Revised: 08 Jul 2015
Daniel Nadler and Sounman Hong
Kensho Technologies and Yonsei University
Downloads 55 (609,105)
Citation 2

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8.

Do (German) State Bond Markets Discount Politics?

Number of pages: 23 Posted: 28 Jun 2016
Sounman Hong, Daniel Nadler and Camillo von Muller
Yonsei University, Kensho Technologies and University of St Gallen, Institute of Management
Downloads 31 (758,463)
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9.

The Impact of Political Institutions on U.S. State Bond Yields During Crises: Evidence from the 2008 Credit Market Seizure

Journal of Economic Policy Reform, Forthcoming
Number of pages: 25 Posted: 31 Jul 2015
Sounman Hong and Daniel Nadler
Yonsei University and Kensho Technologies
Downloads 30 (766,177)
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Sovereign risk, Economic crisis, Public-sector union, Government credit risk, Collective bargaining

10.

The Unheavenly Chorus: Political Voices of Organized Interests on Social Media

Policy & Internet, Forthcoming
Number of pages: 29 Posted: 22 Sep 2015
Sounman Hong and Daniel Nadler
Yonsei University and Kensho Technologies
Downloads 27 (789,537)

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Social media, Twitter, Facebook, Organized Interest Groups

11.

Persistent Interest Portfolios: Marrying Web Search Data with Mean Variance Theory

Journal of Investing, Vol. 25, No. 3, 2016, pp.135-141.
Posted: 14 Oct 2015 Last Revised: 23 Sep 2016
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering

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web search, mean variance theory

12.

Impact of Macroeconomic Announcements on ETF Trading Volumes

Journal of Trading, 2015, v10, N3, pp.31-35
Posted: 05 Apr 2015 Last Revised: 08 Jul 2015
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering

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daily trading volume, macroeconomic anouncements, ARIMA model

13.

Impact of Macroeconomic Announcements on US Equity Prices: 2009-2013

Journal of Forecasting 35, pp.34-42 (2016).
Posted: 26 Sep 2014 Last Revised: 31 Dec 2015
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Finance and Risk Engineering, NYU Tandon School of Engineering

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asset returns, macroeconomic announcements, ARMA GARCH model