Ron Kaniel

University of Rochester - Simon Business School

Jay S. and Jeanne P. Benet Professor of Finance

Rochester, NY 14627

United States

http://rkaniel.simon.rochester.edu

CEPR

London

United Kingdom

  • University of Rochester - Simon Business School

  • CEPR

SCHOLARLY PAPERS

38

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CITATIONS
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326

Scholarly Papers (38)

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1.

Individual Investor Trading and Stock Returns

AFA 2005 Philadelphia Meetings, Johnson School Research Paper Series No. 13-06
Number of pages: 55 Posted: 06 Oct 2004
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 2,060 (6,721)
Citation 123

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Individual investor sentiment, return predictability, behavioral finance, liquidity provision, NYSE, contrarian, market efficiency

2.

Individual Investor Trading and Return Patterns Around Earnings Announcements

Downloads 1,129 ( 17,764)
Citation 21

Individual Investor Trading and Return Patterns Around Earnings Announcements

AFA 2010 Atlanta Meetings Paper
Number of pages: 53 Posted: 16 Feb 2009 Last Revised: 02 Jan 2011
Ron Kaniel, Shuming Liu, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 768 (30,520)
Citation 9

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individual investors, earnings, liquidity, private information

Individual Investor Trading and Return Patterns Around Earnings Announcements

EFA 2009 Bergen Meetings Paper, Johnson School Research Paper No. 07-09
Number of pages: 53 Posted: 23 Jan 2009 Last Revised: 02 Jan 2011
Ron Kaniel, Shuming Liu, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 358 (81,007)
Citation 14

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Individual Investor Trading and Return Patterns Around Earnings Announcements

CEPR Discussion Paper No. DP8259
Number of pages: 55 Posted: 14 Mar 2011
Ron Kaniel, Shuming Liu, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 3 (648,861)
Citation 33
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earnings announcement, individual investors

3.

Individual Investor Sentiment and Stock Returns

Downloads 1,067 ( 19,324)
Citation 1

Individual Investor Sentiment and Stock Returns

NYU Working Paper No. FIN-04-023
Number of pages: 45 Posted: 03 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 681 (35,970)

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Individual Investor Sentiment and Stock Returns

NYU Working Paper No. SC-CFE-04-04
Number of pages: 46 Posted: 07 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 277 (107,806)
Citation 1

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Individual Investor Sentiment and Stock Returns

NYU Working Paper No. FIN-04-012
Number of pages: 45 Posted: 03 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 109 (247,896)

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4.

Madison Avenue Meets Wall Street: Mutual Fund Families, Competition and Advertising

Number of pages: 51 Posted: 31 Jan 2006
Steven Gallaher, Ron Kaniel and Laura T. Starks
University of Texas at Austin - Department of Finance, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 857 (26,638)
Citation 34

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funds, advertising, flows, fundflows

5.

Are Mutual Fund Managers Paid for Investment Skill?

Downloads 695 ( 35,548)
Citation 3

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 72 Posted: 10 Feb 2017 Last Revised: 02 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 680 (36,035)

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Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 14 (571,046)

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Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12241
Number of pages: 75 Posted: 29 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 1 (674,628)
Citation 7
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financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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financial sector income, mutual fund performance, Portfolio manager compensation

6.

Equilibrium Prices in the Presence of Delegated Portfolio Management

Downloads 694 ( 35,610)
Citation 39

Equilibrium Prices in the Presence of Delegated Portfolio Management

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 15 Jan 2001
Domenico Cuoco and Ron Kaniel
University of Pennsylvania - Finance Department and University of Rochester - Simon Business School
Downloads 691 (35,290)
Citation 35

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Equilibrium Prices in the Presence of Delegated Portfolio Management

CEPR Discussion Paper No. DP7453
Number of pages: 66 Posted: 07 Oct 2009
Domenico Cuoco and Ron Kaniel
University of Pennsylvania - Finance Department and University of Rochester - Simon Business School
Downloads 3 (648,861)
Citation 93
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delegation, equilibrium, fund, portfolio

7.

The Investor Recognition Hypothesis: International Evidence and Determinants

AFA 2004 San Diego Meetings; University of Texas at Austin Working Paper
Number of pages: 52 Posted: 28 Jul 2003
Ron Kaniel, Dong Li and Laura T. Starks
University of Rochester - Simon Business School, University of Texas at Austin - Department of Economics and University of Texas at Austin - Department of Finance
Downloads 640 (39,652)
Citation 4

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high volume, high volume premium, investor recognition hypothesis, IRH

8.

The High Volume Return Premium and the Investor Recognition Hypothesis: International Evidence and Determinants

AFA 2004 San Diego Meetings
Number of pages: 53 Posted: 08 Dec 2003
Ron Kaniel, Dong Li and Laura T. Starks
University of Rochester - Simon Business School, University of Texas at Austin - Department of Economics and University of Texas at Austin - Department of Finance
Downloads 622 (41,207)
Citation 8

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9.

Headlines and Bottom Lines: Attention and Learning Effects from Media Coverage of Mutual Funds

Number of pages: 49 Posted: 20 Mar 2005
Ron Kaniel, Laura T. Starks and Vasudha Vasudevan
University of Rochester - Simon Business School, University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 575 (45,750)
Citation 13

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mutual funds, attention, learning, fund flows, media

10.

Advertising and Mutual Funds: From Families to Individual Funds

Downloads 491 ( 55,857)
Citation 16

Advertising and Mutual Funds: From Families to Individual Funds

Number of pages: 51 Posted: 23 Mar 2009
Steven T Gallaher, Ron Kaniel and Laura T. Starks
Southern New Hampshire University, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 488 (55,678)
Citation 17

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mutual fund, flow, advertising, fund flows

Advertising and Mutual Funds: From Families to Individual Funds

CEPR Discussion Paper No. DP10329
Number of pages: 52 Posted: 23 Jan 2015
Steven T Gallaher, Ron Kaniel and Laura T. Starks
Southern New Hampshire University, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 3 (648,861)
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advertising, flow, mutual fund, performance

11.

Price Drift as an Outcome of Differences in Higher Order Beliefs

Downloads 457 ( 61,099)
Citation 54

Price Drift as an Outcome of Differences in Higher Order Beliefs

AFA 2007 Chicago Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 25 Posted: 16 Mar 2006 Last Revised: 30 Nov 2009
Snehal Banerjee, Ron Kaniel and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent
Downloads 457 (60,460)
Citation 54

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price drift, momentum, rational, difference, opinion

Price Drift as an Outcome of Differences in Higher-Order Beliefs

The Review of Financial Studies, Vol. 22, Issue 9, pp. 3707-3734, 2009
Posted: 08 Sep 2009
Snehal Banerjee, Ron Kaniel and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent

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G12

12.

Relative Wealth Concerns and Financial Bubbles

Downloads 405 ( 70,784)
Citation 44

Relative Wealth Concerns and Financial Bubbles

Number of pages: 35 Posted: 05 Dec 2005
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 224 (134,135)
Citation 14

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bubbles, relative, wealth, overlapping, generations

Relative Wealth Concerns and Financial Bubbles

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 35 Posted: 01 Nov 2006
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 181 (164,135)
Citation 43

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Relative Wealth Concerns and Financial Bubbles

The Review of Financial Studies, Vol. 21, No. 1, pp. 19-50, 2008
Posted: 26 Jun 2008
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School

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13.

So What Orders Do Informed Traders Use?

Downloads 383 ( 75,495)

So What Orders Do Informed Traders Use?

Number of pages: 54 Posted: 13 Oct 2004
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Business School
Downloads 383 (74,815)
Citation 13

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market microstructure, limit orders, market orders, informed trader, equilibria

So What Orders Do Informed Traders Use?

Journal of Business, Forthcoming
Posted: 31 May 2005
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Business School

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market microstructure, limit orders, market orders, informed trader, equilibria

14.

Mutual Fund Portfolio Choice in the Presence of Dynamic Flows

Downloads 364 ( 80,094)
Citation 5

Mutual Fund Portfolio Choice in the Presence of Dynamic Flows

Swiss Finance Institute Research Paper
Number of pages: 56 Posted: 18 Nov 2002 Last Revised: 28 Sep 2008
Ron Kaniel and Julien Hugonnier
University of Rochester - Simon Business School and Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 362 (79,966)
Citation 1

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Mutual Fund Portfolio Choice in the Presence of Dynamic Flows

Mathematical Finance, Vol. 20, Issue 2, pp. 187-227, April 2010
Number of pages: 41 Posted: 29 Mar 2010
Julien Hugonnier and Ron Kaniel
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Rochester - Simon Business School
Downloads 2 (660,070)
Citation 16
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15.

Diversification as a Public Good: Community Effects in Portfolio Choice

Twelfth Annual Utah Winter Finance Conference; Texas Finance Festival
Number of pages: 50 Posted: 02 Mar 2002
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 356 (82,180)
Citation 64

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public good, community, diversification, portfolio choice, home bias

16.

Optimism without Illusion: The Impact of Experience on Expectations

Yale SOM Working Paper No. 1302924
Number of pages: 15 Posted: 19 Nov 2008
Ron Kaniel, Cade Massey and David T. Robinson
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Fuqua School of Business, Duke University
Downloads 335 (88,109)
Citation 1

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17.

Tax Management Strategies with Multiple Risky Assets

Downloads 334 ( 87,221)

Tax Management Strategies with Multiple Risky Assets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 59 Posted: 22 Mar 2002
Michael F. Gallmeyer, Ron Kaniel and Stathis Tompaidis
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business
Downloads 334 (87,777)
Citation 25

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Portfolio Choice, Capital Gain Taxation, Short Sales

Tax Management Strategies with Multiple Risky Assets

Journal of Financial Economics, Forthcoming
Posted: 29 Nov 2004
Michael F. Gallmeyer, Ron Kaniel and Stathis Tompaidis
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business

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Portfolio Choice, Capital Gain Taxation, Short Sales

18.

The Real Side of the High-Volume Return Premium

Simon Business School Working Paper No. FR 17-07
Number of pages: 54 Posted: 01 Feb 2017 Last Revised: 16 Apr 2019
Doron Israeli, Ron Kaniel and Suhas A. Sridharan
IDC Herzliya - Arison School of Business, University of Rochester - Simon Business School and Emory University - Goizueta Business School
Downloads 321 (92,365)

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Trading volume; Corporate investment; Financing cash flows; Investor recognition

19.

Are Retail Traders Compensated for Providing Liquidity?

Downloads 309 ( 96,327)
Citation 5

Are Retail Traders Compensated for Providing Liquidity?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 23 Jun 2014 Last Revised: 14 Oct 2015
Jean-Noel Barrot, Ron Kaniel and David Alexandre Sraer
Massachusetts Institute of Technology (MIT), University of Rochester - Simon Business School and University of California, Berkeley
Downloads 309 (95,782)
Citation 3

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retail investor behavior, return predictability, liquidity provision

Are Retail Traders Compensated for Providing Liquidity?

CEPR Discussion Paper No. DP10285
Number of pages: 57 Posted: 08 Dec 2014
Jean-Noel Barrot, Ron Kaniel and David Alexandre Sraer
Massachusetts Institute of Technology (MIT), University of Rochester - Simon Business School and University of California, Berkeley
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financial crisis, individual investor, liquidity, retail investor

Are Retail Traders Compensated for Providing Liquidity?

CEPR Discussion Paper No. DP10820
Number of pages: 49 Posted: 16 Sep 2015
Jean-Noel Barrot, Ron Kaniel and David Alexandre Sraer
Massachusetts Institute of Technology (MIT), University of Rochester - Simon Business School and University of California, Berkeley
Downloads 0
Citation 10
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crisis, liquidity, retail investors

20.

Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales

McCombs School of Business Finance Working Paper
Number of pages: 47 Posted: 25 Jun 2001
Michael F. Gallmeyer, Ron Kaniel and Stathis Tompaidis
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business
Downloads 281 (106,693)

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Taxes, Multiple Assets, Short Sales, Capital Gains, Portfolio Selection, CRRA, Shorting the box

21.

On Measuring the Economic Significance of Asset Return Predictability

AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 70 Posted: 08 Dec 2001
Murray Carlson, Hong Yan, David A. Chapman and Ron Kaniel
University of British Columbia (UBC) - Sauder School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School
Downloads 279 (107,513)
Citation 1

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22.

WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions

Downloads 271 (110,847)
Citation 16

WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions

Journal of Financial Economics (JFE), Vol. 123, No. 2, 2017, Simon Business School Working Paper No. FR 15-07
Number of pages: 57 Posted: 30 Jan 2015 Last Revised: 02 Oct 2018
Ron Kaniel and Robert Parham
University of Rochester - Simon Business School and University of Virginia
Downloads 270 (110,768)
Citation 16

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mutual funds, media, visibility, flows, tracking error

WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions

CEPR Discussion Paper No. DP10923
Number of pages: 59 Posted: 12 Nov 2015
Ron Kaniel and Robert Parham
University of Rochester - Simon Business School and University of Rochester - Simon Business School
Downloads 1 (674,628)
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attention, flows, media, mutual fund, ranking, risk shifting, visibility

23.

Relative Wealth Concerns and Technology Bubbles

Number of pages: 28 Posted: 17 Feb 2005
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 242 (124,580)
Citation 2

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Bubble, technology, relative wealth, Joneses, herding, over-investment

24.

Why Do Institutional Investors Chase Return Trends?

Downloads 198 (151,173)
Citation 5

Why Do Institutional Investors Chase Return Trends?

Number of pages: 41 Posted: 10 Nov 2006 Last Revised: 10 Apr 2012
Aydogan Alti, Uzi Yoeli and Ron Kaniel
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Rochester - Simon Business School
Downloads 195 (153,307)
Citation 3

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Why Do Institutional Investors Chase Return Trends?

CEPR Discussion Paper No. DP8773
Number of pages: 46 Posted: 20 Jan 2012
Aydogan Alti, Ron Kaniel and Uzi Yoeli
University of Texas at Austin - Department of Finance, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 3 (648,861)
Citation 8
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Institutional Investors, momentum, mutual funds, return trends

25.

Optimism and Economic Crisis

Number of pages: 21 Posted: 02 Apr 2010 Last Revised: 22 Jul 2010
Ron Kaniel, Cade Massey and David T. Robinson
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Fuqua School of Business, Duke University
Downloads 193 (154,918)

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optimism, crisis, trait

26.

Relative Pay for Non-Relative Performance: Keeping Up with the Joneses with Optimal Contracts

Downloads 187 (159,355)
Citation 4

Relative Pay for Non-Relative Performance: Keeping Up with the Joneses with Optimal Contracts

Number of pages: 51 Posted: 29 Mar 2016 Last Revised: 07 Apr 2017
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 186 (160,094)
Citation 6

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contracting, externality, keeping up with Joneses, relative performance, moral hazard, peers

Relative Pay for Non-Relative Performance: Keeping Up with the Joneses with Optimal Contracts

CEPR Discussion Paper No. DP11538
Number of pages: 48 Posted: 03 Oct 2016
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 1 (674,628)
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contract, Joneses, manager, pay performance, relative

27.

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows

Downloads 110 (244,946)

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows

Simon Business School Working Paper No. FR 15-09
Number of pages: 47 Posted: 29 Nov 2014 Last Revised: 13 Nov 2017
Ron Kaniel, Stathis Tompaidis and Ti Zhou
University of Rochester - Simon Business School, University of Texas at Austin - McCombs School of Business and Independent
Downloads 110 (246,253)

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managerial commitment, incomplete information, risk taking, mutual funds

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows

CEPR Discussion Paper No. DP12285
Number of pages: 50 Posted: 11 Sep 2017
Ron Kaniel, Stathis Tompaidis and Ti Zhou
University of Rochester - Simon Business School, University of Texas at Austin - McCombs School of Business and Independent
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commitment, flows, mutual fund, portfolio

28.

Filing Speed, Information Leakage, and Price Formation

Number of pages: 53 Posted: 01 May 2019
Jeffrey L. Callen, Ron Kaniel and Dan Segal
University of Toronto - Rotman School of Management, University of Rochester - Simon Business School and Interdisciplinary Center (IDC) Herzliyah
Downloads 87 (286,085)

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Filing Lag, Institutional Trading, 8-K Reports, Private Information

29.

The Importance of Being an Optimist: Evidence from Labor Markets

NBER Working Paper No. w16328
Number of pages: 44 Posted: 07 Sep 2010 Last Revised: 29 Oct 2014
Ron Kaniel, Cade Massey and David T. Robinson
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Fuqua School of Business, Duke University
Downloads 67 (332,717)
Citation 1

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30.

Efficient Computation of Hedging Parameters for Discretely Exercisable Options

Number of pages: 45 Posted: 18 Mar 2005
Ron Kaniel, Stathis Tompaidis and Alexander Zemlianov
University of Rochester - Simon Business School, University of Texas at Austin - McCombs School of Business and University of Texas at Austin - Electrical and Computer Engineering Department
Downloads 67 (332,717)
Citation 8

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Option pricing, greeks, monte carlo simulation, american options

31.

The Delegated Lucas-Tree

AFA 2011 Denver Meetings Paper
Number of pages: 71 Posted: 15 Mar 2010 Last Revised: 28 Sep 2013
Ron Kaniel and Peter Kondor
University of Rochester - Simon Business School and London School of Economics & Political Science (LSE)
Downloads 62 (346,207)
Citation 11

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Mutual funds, Hedge funds, Delegated portfolio management, Asset pricing

32.

The Delegated Lucas Tree

CEPR Discussion Paper No. DP8578
Number of pages: 64 Posted: 29 Sep 2011
Ron Kaniel and Peter Kondor
University of Rochester - Simon Business School and London School of Economics & Political Science (LSE)
Downloads 5 (605,362)
Citation 23
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agency, delegation, equilibrium, funds, money management

33.

Specification Error, Estimation Risk, and Conditional Portfolio Rules

International Review of Finance, Vol. 17, Issue 2, pp. 263-288, 2017
Number of pages: 26 Posted: 03 Jun 2017
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (660,893)
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34.

Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

CEPR Discussion Paper No. DP10328
Number of pages: 57 Posted: 23 Jan 2015
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (660,893)
Citation 1
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consumption, equilibrium, excess returns, hedging, predictable

35.

Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds

The Journal of Finance, Vol. 57, pp. 661-693, 2002
Posted: 19 Nov 2002
Mark M. Carhart, Adam V. Reed, Ron Kaniel and David K. Musto
Kepos Capital LP, University of North Carolina Kenan-Flagler Business School, University of Rochester - Simon Business School and University of Pennsylvania - Finance Department

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36.

The High Volume Return Premium

White Center for Financial Research Working Paper No. 01-99
Posted: 14 Feb 1999
Simon Gervais, Ron Kaniel and Dan Mingelgrin
Duke University - Fuqua School of Business, University of Rochester - Simon Business School and University of Pennsylvania - The Wharton School

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37.

Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?

Rodney L. White Center Working Paper No. 16-98
Posted: 10 Aug 1998
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Business School

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38.

Free Cash Flow, Optimal Contracting, and Takeovers

Rodney L. White Center Working Paper No. 3-97
Posted: 21 Apr 1997
Eitan Goldman, Christopher S. Jones and Ron Kaniel
Indiana University - Kelley School of Business - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Rochester - Simon Business School

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