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Explaining the cross-section of stock returns in Japan : factors or characteristics?
Daniel, Kent; Titman, Sheridan; Wei, K. C. John - 1999
Persistent link: https://www.econbiz.de/10001399563
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Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent; Titman, Sheridan - 1996
Persistent link: https://www.econbiz.de/10000592269
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Market reactions to tangible and intangible information
Daniel, Kent; Titman, Sheridan - 2003
Persistent link: https://www.econbiz.de/10001762987
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Market efficiency in an irrational world
Daniel, Kent; Titman, Sheridan - 2000
Persistent link: https://www.econbiz.de/10001440686
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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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Overconfident investors, predictable returns, and excessive trading
Daniel, Kent; Hirshleifer, David - 2016
Persistent link: https://www.econbiz.de/10011435949
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Monetary policy and reaching for income
Daniel, Kent; Garlappi, Lorenzo; Xiao, Kairong - 2018
Persistent link: https://www.econbiz.de/10011980599
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Overconfidence, information diffusion, and mispricing persistence
Daniel, Kent; Klos, Alexander; Rottke, Simon - 2018
Persistent link: https://www.econbiz.de/10011980707
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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