NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Kent D. Daniel

Graduate School of Business
Columbia University
3022 Broadway, Uris Hall 421
New York, NY 10027
Tel: 212/854-4679

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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

November 2016Applying Asset Pricing Theory to Calibrate the Price of Climate Risk
with Robert B. Litterman, Gernot Wagner: w22795
January 2016Overconfident Investors, Predictable Returns, and Excessive Trading
with David Hirshleifer: w21945

Published: Kent Daniel & David Hirshleifer, 2015. "Overconfident Investors, Predictable Returns, and Excessive Trading," Journal of Economic Perspectives, American Economic Association, vol. 29(4), pages 61-88, Fall. citation courtesy of

August 2014The Carry Trade: Risks and Drawdowns
with Robert J. Hodrick, Zhongjin Lu: w20433
Momentum Crashes
with Tobias J. Moskowitz: w20439
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

 
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