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Shmuel Kandel

Global rank #1624 98%

Institution: Unknown

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1984

Most Recent: 2014

RePEc ID: pka646 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 21.95 3.02 0.00 47.76

Publication Statistics

Raw Publications 27
Coauthorship-Adjusted Count 26.76

Publications (27)

Year Article Journal Tier Authors
2014 Mutual fund performance evaluation with active peer benchmarks Journal of Financial Economics A 4
2012 Measuring investor sentiment with mutual fund flows Journal of Financial Economics A 3
2011 The Price Pressure of Aggregate Mutual Fund Flows Journal of Financial and Quantitative Analysis B 3
2008 A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion European Economic Review B 3
2002 Real and nominal effects of central bank monetary policy Journal of Monetary Economics A 3
2001 Do investors prefer round stock prices? Evidence from Israeli IPO auctions Journal of Banking & Finance B 3
1999 The Demand for Stocks: An Analysis of IPO Auctions. The Review of Financial Studies A 3
1996 Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis. Journal of Finance A 3
1996 On the Predictability of Stock Returns: An Asset-Allocation Perspective. Journal of Finance A 2
1995 Portfolio Inefficiency and the Cross-Section of Expected Returns. Journal of Finance A 2
1995 Bayesian Inference and Portfolio Efficiency. The Review of Financial Studies A 3
1994 A Mean-Variance Framework for Tests of Asset Pricing Models: Correction. The Review of Financial Studies A 2
1993 On the incentives for money managers : A signalling approach European Economic Review B 2
1993 Learning from Trading. The Review of Financial Studies A 3
1991 Expected inflation, unexpected inflation, and relative price dispersion : An empirical analysis Economics Letters C 3
1991 Asset returns and intertemporal preferences Journal of Monetary Economics A 2
1990 Expectations and Volatility of Consumption and Asset Returns. The Review of Financial Studies A 2
1989 Firms' fiscal years, size and industry Economics Letters C 2
1989 A Mean-Variance Framework for Tests of Asset Pricing Models. The Review of Financial Studies A 2
1987 Mimicking Portfolios and Exact Arbitrage Pricing. Journal of Finance A 3
1987 Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas. Journal of Finance A 3
1987 Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests: Discussion. Journal of Finance A 1
1987 Mean-Variance Spanning. Journal of Finance A 2
1987 On correlations and inferences about mean-variance efficiency Journal of Financial Economics A 2
1986 The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return. Journal of Finance A 1
1984 On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio. Journal of Finance A 1
1984 The likelihood ratio test statistic of mean-variance efficiency without a riskless asset Journal of Financial Economics A 1