Ron Kaniel

University of Rochester - Simon Business School

Jay S. and Jeanne P. Benet Professor of Finance

Rochester, NY 14627

United States

http://rkaniel.simon.rochester.edu

CEPR

London

United Kingdom

SCHOLARLY PAPERS

45

DOWNLOADS
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Top 2,816

in Total Papers Downloads

16,865

SSRN CITATIONS
Rank 1,092

SSRN RANKINGS

Top 1,092

in Total Papers Citations

512

CROSSREF CITATIONS

584

Scholarly Papers (45)

1.

Individual Investor Trading and Stock Returns

AFA 2005 Philadelphia Meetings, Johnson School Research Paper Series No. 13-06
Number of pages: 55 Posted: 06 Oct 2004
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 2,185 (8,862)
Citation 92

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Individual investor sentiment, return predictability, behavioral finance, liquidity provision, NYSE, contrarian, market efficiency

2.
Downloads 1,195 ( 22,795)
Citation 2

Individual Investor Sentiment and Stock Returns

NYU Working Paper No. FIN-04-023
Number of pages: 45 Posted: 03 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 717 (46,004)

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Individual Investor Sentiment and Stock Returns

NYU Working Paper No. SC-CFE-04-04
Number of pages: 46 Posted: 07 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 305 (129,284)
Citation 1

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Individual Investor Sentiment and Stock Returns

NYU Working Paper No. FIN-04-012
Number of pages: 45 Posted: 03 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 173 (223,872)

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Individual Investor Trading and Return Patterns Around Earnings Announcements

AFA 2010 Atlanta Meetings Paper
Number of pages: 53 Posted: 16 Feb 2009 Last Revised: 02 Jan 2011
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 806 (39,339)
Citation 19

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individual investors, earnings, liquidity, private information

Individual Investor Trading and Return Patterns Around Earnings Announcements

EFA 2009 Bergen Meetings Paper, Johnson School Research Paper No. 07-09
Number of pages: 53 Posted: 23 Jan 2009 Last Revised: 02 Jan 2011
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 385 (99,787)
Citation 4

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Individual Investor Trading and Return Patterns Around Earnings Announcements

Number of pages: 55 Posted: 14 Mar 2011
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 3 (825,264)
Citation 10
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earnings announcement, individual investors

4.

Madison Avenue Meets Wall Street: Mutual Fund Families, Competition and Advertising

Number of pages: 51 Posted: 31 Jan 2006
University of Texas at Austin - Department of Finance, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 940 (32,193)
Citation 46

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funds, advertising, flows, fundflows

5.
Downloads 811 ( 39,537)
Citation 17

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 72 Posted: 10 Feb 2017 Last Revised: 02 Aug 2017
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 788 (40,532)

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Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017 Last Revised: 13 Nov 2021
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 22 (664,919)

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Are Mutual Fund Managers Paid for Investment Skill?

Number of pages: 75 Posted: 29 Aug 2017
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 1 (849,922)
Citation 7
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financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

Number of pages: 66 Posted: 02 May 2017
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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Citation 1
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financial sector income, mutual fund performance, Portfolio manager compensation

Equilibrium Prices in the Presence of Delegated Portfolio Management

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 15 Jan 2001
Domenico Cuoco and Ron Kaniel
University of Pennsylvania - Finance Department and University of Rochester - Simon Business School
Downloads 704 (47,210)
Citation 9

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Equilibrium Prices in the Presence of Delegated Portfolio Management

Number of pages: 66 Posted: 07 Oct 2009
Domenico Cuoco and Ron Kaniel
University of Pennsylvania - Finance Department and University of Rochester - Simon Business School
Downloads 3 (825,264)
Citation 19
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delegation, equilibrium, fund, portfolio

7.

Headlines and Bottom Lines: Attention and Learning Effects from Media Coverage of Mutual Funds

Number of pages: 49 Posted: 20 Mar 2005
University of Rochester - Simon Business School, University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 677 (50,439)
Citation 13

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mutual funds, attention, learning, fund flows, media

8.

The Investor Recognition Hypothesis: International Evidence and Determinants

Number of pages: 52 Posted: 28 Jul 2003
Ron Kaniel, Dong Li and Laura T. Starks
University of Rochester - Simon Business School, University of Texas at Austin - Department of Economics and University of Texas at Austin - Department of Finance
Downloads 664 (51,641)
Citation 5

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high volume, high volume premium, investor recognition hypothesis, IRH

9.

The High Volume Return Premium and the Investor Recognition Hypothesis: International Evidence and Determinants

Number of pages: 53 Posted: 08 Dec 2003
Ron Kaniel, Dong Li and Laura T. Starks
University of Rochester - Simon Business School, University of Texas at Austin - Department of Economics and University of Texas at Austin - Department of Finance
Downloads 655 (52,609)
Citation 6

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Advertising and Mutual Funds: From Families to Individual Funds

Number of pages: 51 Posted: 23 Mar 2009
Southern New Hampshire University, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 560 (63,662)
Citation 26

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mutual fund, flow, advertising, fund flows

Advertising and Mutual Funds: From Families to Individual Funds

Number of pages: 52 Posted: 23 Jan 2015
Southern New Hampshire University, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 4 (816,161)
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advertising, flow, mutual fund, performance

11.

Machine-Learning the Skill of Mutual Fund Managers

Number of pages: 56 Posted: 07 Dec 2021 Last Revised: 09 Dec 2021
University of Rochester - Simon Business School, Stanford University, Stanford University - Department of Management Science & Engineering and Columbia University Graduate School of Business
Downloads 499 (74,274)

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Mutual fund performance, fund flow, momentum, machine learning, sentiment, big data, neural networks

Price Drift as an Outcome of Differences in Higher Order Beliefs

AFA 2007 Chicago Meetings Paper, Review of Financial Studies, Forthcoming
Number of pages: 25 Posted: 16 Mar 2006 Last Revised: 30 Nov 2009
Snehal Banerjee, Ron Kaniel and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent
Downloads 477 (77,536)
Citation 10

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price drift, momentum, rational, difference, opinion

Price Drift as an Outcome of Differences in Higher-Order Beliefs

The Review of Financial Studies, Vol. 22, Issue 9, pp. 3707-3734, 2009
Posted: 08 Sep 2009
Snehal Banerjee, Ron Kaniel and Ilan Kremer
University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and Independent

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G12

13.
Downloads 466 ( 80,500)
Citation 4

The Real Side of the High-Volume Return Premium

Management Science, Forthcoming
Number of pages: 59 Posted: 01 Feb 2017 Last Revised: 09 Nov 2020
IDC Herzliya - Arison School of Business, University of Rochester - Simon Business School and Emory University - Goizueta Business School
Downloads 466 (79,756)
Citation 4

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Trading volume; Corporate investment; Financing cash flows; Investor recognition

The Real Side of the High-Volume Return Premium

Number of pages: 64 Posted: 08 May 2020
IDC Herzliya - Arison School of Business, University of Rochester - Simon Business School and Emory University - Goizueta Business School
Downloads 0
Citation 1
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corporate investment, Financing cash flows, Investor recognition, trading volume

14.
Downloads 436 ( 87,162)
Citation 26

Relative Wealth Concerns and Financial Bubbles

Number of pages: 35 Posted: 05 Dec 2005
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 228 (173,830)
Citation 5

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bubbles, relative, wealth, overlapping, generations

Relative Wealth Concerns and Financial Bubbles

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 35 Posted: 01 Nov 2006
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 208 (189,698)
Citation 26

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Relative Wealth Concerns and Financial Bubbles

The Review of Financial Studies, Vol. 21, No. 1, pp. 19-50, 2008
Posted: 26 Jun 2008
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School

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15.

Unmasking Mutual Fund Derivative Use

Number of pages: 74 Posted: 15 Sep 2020 Last Revised: 13 Jan 2022
Ron Kaniel and Pingle Wang
University of Rochester - Simon Business School and University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance
Downloads 419 (91,222)
Citation 2

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COVID-19, Derivatives, Mutual Funds

So What Orders Do Informed Traders Use?

Number of pages: 54 Posted: 13 Oct 2004
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Business School
Downloads 414 (91,667)
Citation 79

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market microstructure, limit orders, market orders, informed trader, equilibria

So What Orders Do Informed Traders Use?

Journal of Business, Forthcoming
Posted: 31 May 2005
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Business School

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market microstructure, limit orders, market orders, informed trader, equilibria

Mutual Fund Portfolio Choice in the Presence of Dynamic Flows

Swiss Finance Institute Research Paper
Number of pages: 56 Posted: 18 Nov 2002 Last Revised: 28 Sep 2008
Ron Kaniel and Julien Hugonnier
University of Rochester - Simon Business School and Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
Downloads 372 (103,795)
Citation 1

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Mutual Fund Portfolio Choice in the Presence of Dynamic Flows

Mathematical Finance, Vol. 20, Issue 2, pp. 187-227, April 2010
Number of pages: 41 Posted: 29 Mar 2010
Julien Hugonnier and Ron Kaniel
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Rochester - Simon Business School
Downloads 2 (836,224)
Citation 4
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18.

Diversification as a Public Good: Community Effects in Portfolio Choice

Number of pages: 50 Posted: 02 Mar 2002
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 369 (105,534)
Citation 34

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public good, community, diversification, portfolio choice, home bias

19.
Downloads 364 (107,217)
Citation 22

Are Retail Traders Compensated for Providing Liquidity?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 23 Jun 2014 Last Revised: 14 Oct 2015
HEC ParisHEC Paris, University of Rochester - Simon Business School and Princeton UniversityUniversity of California, Berkeley
Downloads 364 (106,413)
Citation 4

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retail investor behavior, return predictability, liquidity provision

Are Retail Traders Compensated for Providing Liquidity?

Number of pages: 57 Posted: 08 Dec 2014
HEC ParisHEC Paris, University of Rochester - Simon Business School and Princeton UniversityUniversity of California, Berkeley
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financial crisis, individual investor, liquidity, retail investor

Are Retail Traders Compensated for Providing Liquidity?

Number of pages: 49 Posted: 16 Sep 2015
HEC ParisHEC Paris, University of Rochester - Simon Business School and Princeton UniversityUniversity of California, Berkeley
Downloads 0
Citation 11
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crisis, liquidity, retail investors

WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions

Journal of Financial Economics (JFE), Vol. 123, No. 2, 2017, Simon Business School Working Paper No. FR 15-07
Number of pages: 57 Posted: 30 Jan 2015 Last Revised: 02 Oct 2018
Ron Kaniel and Robert Parham
University of Rochester - Simon Business School and University of Virginia - McIntire School of Commerce
Downloads 352 (110,467)
Citation 35

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mutual funds, media, visibility, flows, tracking error

WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions

Number of pages: 59 Posted: 12 Nov 2015
Ron Kaniel and Robert Parham
University of Rochester - Simon Business School and University of Rochester - Simon Business School
Downloads 1 (849,922)
Citation 1
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attention, flows, media, mutual fund, ranking, risk shifting, visibility

21.
Downloads 346 (111,932)
Citation 12

Tax Management Strategies with Multiple Risky Assets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 59 Posted: 22 Mar 2002
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business
Downloads 346 (112,607)
Citation 12

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Portfolio Choice, Capital Gain Taxation, Short Sales

Tax Management Strategies with Multiple Risky Assets

Posted: 29 Nov 2004
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business

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Portfolio Choice, Capital Gain Taxation, Short Sales

22.

Optimism without Illusion: The Impact of Experience on Expectations

Yale SOM Working Paper No. 1302924
Number of pages: 15 Posted: 19 Nov 2008
Ron Kaniel, Cade Massey and David T. Robinson
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Fuqua School of Business, Duke University
Downloads 341 (115,256)
Citation 1

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23.

Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales

McCombs School of Business Finance Working Paper
Number of pages: 47 Posted: 25 Jun 2001
University of Virginia (UVA) - McIntire School of Commerce, University of Rochester - Simon Business School and University of Texas at Austin - McCombs School of Business
Downloads 287 (138,639)

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Taxes, Multiple Assets, Short Sales, Capital Gains, Portfolio Selection, CRRA, Shorting the box

24.

On Measuring the Economic Significance of Asset Return Predictability

AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 70 Posted: 08 Dec 2001
University of British Columbia (UBC) - Sauder School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), McIntire School, University of Virginia and University of Rochester - Simon Business School
Downloads 285 (139,620)
Citation 1

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25.

Relative Wealth Concerns and Technology Bubbles

Number of pages: 28 Posted: 17 Feb 2005
Peter M. DeMarzo, Ron Kaniel and Ilan Kremer
Stanford Graduate School of Business, University of Rochester - Simon Business School and Independent
Downloads 254 (157,013)
Citation 2

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Bubble, technology, relative wealth, Joneses, herding, over-investment

Relative Pay for Non-Relative Performance: Keeping Up with the Joneses with Optimal Contracts

Number of pages: 51 Posted: 29 Mar 2016 Last Revised: 07 Apr 2017
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 247 (160,756)
Citation 11

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contracting, externality, keeping up with Joneses, relative performance, moral hazard, peers

Relative Pay for Non-Relative Performance: Keeping Up with the Joneses with Optimal Contracts

Number of pages: 48 Posted: 03 Oct 2016
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 1 (849,922)
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contract, Joneses, manager, pay performance, relative

27.

Optimism and Economic Crisis

Number of pages: 21 Posted: 02 Apr 2010 Last Revised: 22 Jul 2010
Ron Kaniel, Cade Massey and David T. Robinson
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Fuqua School of Business, Duke University
Downloads 220 (180,218)

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optimism, crisis, trait

28.
Downloads 204 (193,398)
Citation 9

Why Do Institutional Investors Chase Return Trends?

Number of pages: 41 Posted: 10 Nov 2006 Last Revised: 10 Apr 2012
Aydogan Alti, Uzi Yoeli and Ron Kaniel
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Rochester - Simon Business School
Downloads 201 (195,888)
Citation 3

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Why Do Institutional Investors Chase Return Trends?

Number of pages: 46 Posted: 20 Jan 2012
Aydogan Alti, Ron Kaniel and Uzi Yoeli
University of Texas at Austin - Department of Finance, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 3 (825,264)
Citation 1
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Institutional Investors, momentum, mutual funds, return trends

Filing Speed, Information Leakage, and Price Formation

Number of pages: 49 Posted: 01 May 2019 Last Revised: 03 Sep 2021
Jeffrey L. Callen, Ron Kaniel and Dan Segal
University of Toronto - Rotman School of Management, University of Rochester - Simon Business School and Interdisciplinary Center (IDC) Herzliyah
Downloads 199 (197,640)

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Filing Lag, Institutional Trading, 8-K Reports, Private Information

Filing Speed, Information Leakage, and Price Formation

Number of pages: 51 Posted: 22 Sep 2021
Jeffrey L. Callen, Ron Kaniel and Dan Segal
University of Toronto - Rotman School of Management, University of Rochester - Simon Business School and Interdisciplinary Center (IDC) Herzliyah
Downloads 0
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8K reports, Filing Lag, Institutional Trading, private information

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows

Simon Business School Working Paper No. FR 15-09
Number of pages: 47 Posted: 29 Nov 2014 Last Revised: 13 Nov 2017
Ron Kaniel, Stathis Tompaidis and Ti Zhou
University of Rochester - Simon Business School, University of Texas at Austin - McCombs School of Business and Independent
Downloads 146 (258,442)

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managerial commitment, incomplete information, risk taking, mutual funds

Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows

Number of pages: 50 Posted: 11 Sep 2017
Ron Kaniel, Stathis Tompaidis and Ti Zhou
University of Rochester - Simon Business School, University of Texas at Austin - McCombs School of Business and Independent
Downloads 0
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commitment, flows, mutual fund, portfolio

Intermediated Asymmetric Information, Compensation, and Career Prospects

Number of pages: 101 Posted: 03 Mar 2020
Ron Kaniel and Dmitry Orlov
University of Rochester - Simon Business School and University of Wisconsin School of Business
Downloads 124 (293,526)
Citation 1

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dynamic signaling, dynamic adverse selection, compensation, career concerns, real options

Intermediated Asymmetric Information, Compensation, and Career Prospects

Number of pages: 105 Posted: 08 May 2020
Ron Kaniel and Dmitry Orlov
University of Rochester - Simon Business School and University of Wisconsin School of Business
Downloads 0
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career concerns, Compensation, Dynamic adverse selection, Dynamic signaling, real options

32.

Firm Characteristics and Stock Price Levels: A Long-Term Discount Rate Perspective

Number of pages: 56 Posted: 28 Jun 2021 Last Revised: 17 Nov 2021
Yixin Chen and Ron Kaniel
University of Rochester - Simon Business School and University of Rochester - Simon Business School
Downloads 106 (326,242)

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Stock Price Level, Discount Rate, Asset Pricing Anomaly

33.

The Importance of Being an Optimist: Evidence from Labor Markets

NBER Working Paper No. w16328
Number of pages: 44 Posted: 07 Sep 2010 Last Revised: 14 Aug 2021
Ron Kaniel, Cade Massey and David T. Robinson
University of Rochester - Simon Business School, University of Pennsylvania - The Wharton School and Fuqua School of Business, Duke University
Downloads 71 (416,188)

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34.

Efficient Computation of Hedging Parameters for Discretely Exercisable Options

Number of pages: 45 Posted: 18 Mar 2005
University of Rochester - Simon Business School, University of Texas at Austin - McCombs School of Business and University of Texas at Austin - Electrical and Computer Engineering Department
Downloads 71 (416,188)
Citation 4

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Option pricing, greeks, monte carlo simulation, american options

35.

The Delegated Lucas-Tree

AFA 2011 Denver Meetings Paper
Number of pages: 71 Posted: 15 Mar 2010 Last Revised: 28 Sep 2013
Ron Kaniel, Peter Kondor and Peter Kondor
University of Rochester - Simon Business School and London School of Economics & Political Science (LSE)Central European University (CEU)
Downloads 70 (419,396)
Citation 8

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Mutual funds, Hedge funds, Delegated portfolio management, Asset pricing

36.

On the Voluntary Disclosure of Redundant Information

Number of pages: 23 Posted: 11 Oct 2021
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management, University of Rochester - Simon Business School and University of WarwickHebrew University of Jerusalem
Downloads 63 (443,006)

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costly voluntary disclosure, information acquisition, redundant information

37.
Downloads 61 (450,034)

Contracting in Peer Networks

Number of pages: 66 Posted: 18 Feb 2021
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 55 (480,184)

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contracting, peer performance, keeping up with Joneses, peer, relative wage, network, moral hazard

Contracting in Peer Networks

NBER Working Paper No. w28378
Number of pages: 67 Posted: 27 Jan 2021 Last Revised: 15 Jan 2022
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 6 (798,822)
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Contracting in Peer Networks

Number of pages: 71 Posted: 14 Jul 2021
Peter M. DeMarzo and Ron Kaniel
Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 0
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38.

The Delegated Lucas Tree

Number of pages: 64 Posted: 29 Sep 2011
Ron Kaniel, Peter Kondor and Peter Kondor
University of Rochester - Simon Business School and London School of Economics & Political Science (LSE)Central European University (CEU)
Downloads 5 (775,218)
Citation 4
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agency, delegation, equilibrium, funds, money management

39.

Hiding Behind the Window Blinds: Strategic Trading under Portfolio Partial Disclosure

Number of pages: 63
University of Rochester - Simon Business School, INSEAD, Shanghai Stock Exchange and Durham University
Downloads 1

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Mutual Fund, Strategic Trading, Concealing Behavior, Window Dressing, Portfolio Disclosure Policy

40.

Specification Error, Estimation Risk, and Conditional Portfolio Rules

International Review of Finance, Vol. 17, Issue 2, pp. 263-288, 2017
Number of pages: 26 Posted: 03 Jun 2017
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (830,407)
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41.

Asset Return Predictability in a Heterogeneous Agent Equilibrium Model

Number of pages: 57 Posted: 23 Jan 2015
University of British Columbia (UBC) - Sauder School of Business, McIntire School, University of Virginia, University of Rochester - Simon Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 0 (830,407)
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consumption, equilibrium, excess returns, hedging, predictable

42.

Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds

Posted: 19 Nov 2002
Kepos Capital LP, University of North Carolina Kenan-Flagler Business School, University of Rochester - Simon Business School and University of Pennsylvania - Finance Department

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43.

The High Volume Return Premium

White Center for Financial Research Working Paper No. 01-99
Posted: 14 Feb 1999
Simon Gervais, Ron Kaniel and Dan Mingelgrin
Duke University - Fuqua School of Business, University of Rochester - Simon Business School and University of Pennsylvania - The Wharton School

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44.

Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?

Rodney L. White Center Working Paper No. 16-98
Posted: 10 Aug 1998
Hong Liu and Ron Kaniel
Washington University in St. Louis - Olin Business School and University of Rochester - Simon Business School

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45.

Free Cash Flow, Optimal Contracting, and Takeovers

Rodney L. White Center Working Paper No. 3-97
Posted: 21 Apr 1997
Indiana University - Kelley School of Business - Department of Finance, University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Rochester - Simon Business School

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