NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Kent D. Daniel

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

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

Published: Kent Daniel & Sheridan Titman, 2006. "Market Reactions to Tangible and Intangible Information," Journal of Finance, American Finance Association, vol. 61(4), pages 1605-1643, 08. citation courtesy of

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

Published: Financial Analyst Journal (1999).

July 1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
with Sheridan Titman, K.C. John Wei: w7246

Published: Daniel, Kent, Sheridan Titman and K. C. John Wei. "Explaining The Cross-Section Of Stock Returns In Japan: Factors Or Characteristics?," Journal of Finance, 2001, v56(2,Apr), 743-766.

June 1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
with Sheridan Titman: w5604

Published: Journal of Finance, March 1997. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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