Shmuel Kandel

Finance · 1996–2012

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it
• Economics and Econometrics — 17 citations into it
• Accounting — 13 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Shmuel Kandel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. Russ Wermers
3. Donald W. K. Andrews
4. Halbert White
5. Avanidhar Subrahmanyam

Who trusts Shmuel Kandel overall

1. Allan G. Timmermann
2. Guofu Zhou
3. Andrew Ang
4. Davide Pettenuzzo
5. Bradley S. Paye
6. Yingzi Zhu
7. Lionel Martellini
8. Gary Chamberlain
9. Gurdip Bakshi
10. Tomasz R. Bielecki

Papers from Shmuel Kandel's perspective

Ordered by how strongly the researchers Shmuel Kandel trusts endorse each paper. Same corpus, a different order for every researcher.

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
3. Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence
4. Tests for Parameter Instability and Structural Change with Unknown Change Point
5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
6. What are Stock Investors' Actual Historical Returns? Evidence from Dollar-Weighted Returns
7. Asset Fire Sales (and Purchases) in Equity Markets
8. Behavioural Finance: A Review and Synthesis
9. Better Bootstrap Confidence Intervals
10. The Cross Section of Expected Stock Returns

Their papers

• Measuring Investor Sentiment with Mutual Fund Flows (2012) — 350 citations
• The Price Pressure of Aggregate Mutual Fund Flows (2010) — 128 citations
• On the Predictability of Stock Returns: An Asset-Allocation Perspective (1996)