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Discussion of: "Testing behavioral finance theories using trends and consistency in financial performance," (by Wesley Chan, Richard Frankel, and S. P. Kothari)

Daniel, Kent - In: Journal of accounting & economics 38 (2004) 1/3, pp. 51-64

Persistent link: https://www.econbiz.de/10002606222

Discussion of "Why don't issuers get upset about leaving money on the table in IPO's?

Daniel, Kent - In: The review of financial studies 15 (2002) 2, pp. 445-454

Persistent link: https://www.econbiz.de/10001688799

Evidence on the characteristics of cross sectional variation in stock returns

Daniel, Kent; Titman, Sheridan - 1996

Persistent link: https://www.econbiz.de/10000592269

A theory of overconfidence, self-attribution, and security market under- and over-reactions

Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - 1997

Persistent link: https://www.econbiz.de/10000958854

Market reactions to tangible and intangible information

Daniel, Kent; Titman, Sheridan - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1605-1643

Persistent link: https://www.econbiz.de/10003357783

Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - 2013

Across numerous asset classes, momentum strategies have historically generated high Sharpe ratios and strong positive alphas relative to standard asset pricing models. However, the returns to momentum strategies are negatively skewed: they experience infrequent but strong and persistent strings...

Persistent link: https://www.econbiz.de/10010257503