Kent Daniel

All Institutions: Columbia University; Florida State University; National Bureau of Economic Research; Kellogg School of Management, Northwestern University; University of Amsterdam; Graduate School of Business, University of Amsterdam

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Evidence on the Characteristics of Cross-Sectional Variation in Stock Returns

Year: 1996
Journal: Journal of Finance
Authors: Kent Daniel; Sheridan Titman

Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics

Year: 1999
Journal: Journal of Finance
Authors: Kent Daniel; Sheridan Titman; K.C. John Wei

Market Reactions to Tangible and Intangible Information

Year: 2003
Journal: Journal of Finance
Authors: Kent Daniel; Sheridan Titman

Tail Risk in Momentum Strategy Returns

Year: 2012
Journal: No Journal Matched
Authors: Kent Daniel; Ravi Jagannathan; Soohun Kim

Momentum Crashes

Year: 2014
Journal: Journal of Financial Economics
Authors: Kent Daniel; Tobias J. Moskowitz

The Carry Trade: Risks and Drawdowns

Year: 2014
Journal: Critical Finance Review
Authors: Kent Daniel; Robert J. Hodrick; Zhongjin Lu

Overconfident Investors, Predictable Returns, and Excessive Trading

Year: 2016
Journal: Journal of Economic Perspectives
Authors: Kent Daniel; David Hirshleifer

Short and Long-Horizon Behavioral Factors

Year: 2017
Journal: Review of Financial Studies
Authors: Kent Daniel; David Hirshleifer; Lin Sun

The Cross-Section of Risk and Return

Year: 2017
Journal: Review of Financial Studies
Authors: Kent Daniel; Lira Mota; Simon Rottke; Tano Santos

Liquidity Regimes and Optimal Dynamic Asset Allocation

Year: 2018
Journal: No Journal Matched
Authors: Pierre Collin-Dufresne; Kent Daniel; Mehmet Saglam

Monetary Policy and Reaching for Income

Year: 2018
Journal: Journal of Finance
Authors: Kent Daniel; Lorenzo Garlappi; Kairong Xiao

The Dynamics of Disagreement

Year: 2018
Journal: Review of Financial Studies
Authors: Kent Daniel; Alexander Klos; Simon Rottke

Author Disambiguation

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