NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Kent D. Daniel

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

June 2012Tail Risk in Momentum Strategy Returns
with Ravi Jagannathan, Soohun Kim: w18169
June 2003Market Reactions to Tangible and Intangible Information
with Sheridan Titman: w9743
March 2000Covariance Risk, Mispricing, and the Cross Section of Security Returns
with David Hirshleifer, Avanidhar Subrahmanyam: w7615
January 2000Market Efficiency in an Irrational World
with Sheridan Titman: w7489
July 1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
with Sheridan Titman, K.C. John Wei: w7246
June 1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
with Sheridan Titman: w5604

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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