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Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001217982
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The equity premium puzzle and the risk-free rate puzzle at long horizons
Daniel, Kent; Marshall, David Aaron - 1996
Persistent link: https://www.econbiz.de/10000966998
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
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Short- and long-horizon behavioral factors
Daniel, Kent; Hirshleifer, David; Sun, Lin - In: The review of financial studies 33 (2020) 4, pp. 1673-1736
Persistent link: https://www.econbiz.de/10012198449
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Short and long horizon behavioral factors
Daniel, Kent; Hirshleifer, David; Sun, Lin - 2017
Persistent link: https://www.econbiz.de/10011789202
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The cross-section of risk and return
Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - 2017
Persistent link: https://www.econbiz.de/10011789209
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Equity-premium and risk-free-rate puzzles at long horizons
Daniel, Kent; Marshall, David Aaron - In: Macroeconomic dynamics 1 (1997) 2, pp. 452-484
Persistent link: https://www.econbiz.de/10001630063
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Covariance risk, mispricing, and the cross section of security returns
Daniel, Kent (contributor); Hirshleifer, David (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522681
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Consumption-based modeling of long-horizon returns
Daniel, Kent; Marshall, David Aaron - 1998
Persistent link: https://www.econbiz.de/10001442555
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Tail risk in momentum strategy returns
Daniel, Kent; Jagannathan, Ravi; Kim, Soohun - 2012
Persistent link: https://www.econbiz.de/10009562288