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Details about Ron Kaniel

Homepage:http://rkaniel.simon.rochester.edu/
Workplace:William E. Simon Graduate School of Business Administration, University of Rochester, (more information at EDIRC)

Access statistics for papers by Ron Kaniel.

Last updated 2017-11-12. Update your information in the RePEc Author Service.

Short-id: pka1052


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Working Papers

2017

  1. Are Mutual Fund Managers Paid For Investment Skill?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (3)
  2. Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2016

  1. Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2015

  1. Advertising and Mutual Funds: From Families to Individual Funds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
  2. Are retail traders compensated for providing liquidity?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2016)
  3. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Quarterly Journal of Finance (QJF) (2015)
  4. WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2017)

2012

  1. Why Do Institutional Investors Chase Return Trends?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    See also Journal Article in Journal of Financial Intermediation (2012)

2011

  1. Individual Investor Trading and Return Patterns around Earnings Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Finance (2012)
  2. The delegated Lucas tree
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (6)

    See also Journal Article in Review of Financial Studies (2013)

2010

  1. The Importance of Being an Optimist: Evidence from Labor Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2009

  1. Equilibrium Prices in the Presence of Delegated Portfolio Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Financial Economics (2011)

Undated

  1. Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)
  2. Free Cash Flow, Optimal Contracting, and Takeovers
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  3. Mutual Fund Returns and Market Microstructure
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)
  4. The High Volume Return Premium
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (4)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (45)
  5. Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

Journal Articles

2017

  1. WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions
    Journal of Financial Economics, 2017, 123, (2), 337-356 Downloads View citations (5)
    See also Working Paper (2015)

2016

  1. Are retail traders compensated for providing liquidity?
    Journal of Financial Economics, 2016, 120, (1), 146-168 Downloads View citations (8)
    See also Working Paper (2015)

2015

  1. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
    Quarterly Journal of Finance (QJF), 2015, 05, (02), 1-45 Downloads View citations (1)
    See also Working Paper (2015)

2013

  1. The Delegated Lucas Tree
    Review of Financial Studies, 2013, 26, (4), 929-984 Downloads View citations (18)
    See also Working Paper (2011)

2012

  1. Individual Investor Trading and Return Patterns around Earnings Announcements
    Journal of Finance, 2012, 67, (2), 639-680 Downloads View citations (58)
    See also Working Paper (2011)
  2. The high volume return premium: Cross-country evidence
    Journal of Financial Economics, 2012, 103, (2), 255-279 Downloads View citations (11)
  3. Why do institutional investors chase return trends?
    Journal of Financial Intermediation, 2012, 21, (4), 694-721 Downloads View citations (9)
    See also Working Paper (2012)

2011

  1. Equilibrium prices in the presence of delegated portfolio management
    Journal of Financial Economics, 2011, 101, (2), 264-296 Downloads View citations (55)
    See also Working Paper (2009)

2009

  1. Price Drift as an Outcome of Differences in Higher-Order Beliefs
    Review of Financial Studies, 2009, 22, (9), 3707-3734 Downloads View citations (21)

2008

  1. Efficient Computation of Hedging Parameters for Discretely Exercisable Options
    Operations Research, 2008, 56, (4), 811-826 Downloads View citations (1)
  2. Individual Investor Trading and Stock Returns
    Journal of Finance, 2008, 63, (1), 273-310 Downloads View citations (163)
  3. Relative Wealth Concerns and Financial Bubbles
    Review of Financial Studies, 2008, 21, (1), 19-50 Downloads View citations (27)

2007

  1. Technological innovation and real investment booms and busts
    Journal of Financial Economics, 2007, 85, (3), 735-754 Downloads View citations (23)

2006

  1. So What Orders Do Informed Traders Use?
    The Journal of Business, 2006, 79, (4), 1867-1914 Downloads View citations (83)
  2. Tax management strategies with multiple risky assets
    Journal of Financial Economics, 2006, 80, (2), 243-291 Downloads View citations (14)
 
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