Investor psychology and security market under‐and overreactions K Daniel, D Hirshleifer, A Subrahmanyam The Journal of Finance 53 (6), 1839-1885, 1998 | 8816 | 1998 |
Measuring mutual fund performance with characteristic‐based benchmarks K Daniel, M Grinblatt, S Titman, R Wermers The Journal of finance 52 (3), 1035-1058, 1997 | 3986 | 1997 |
Evidence on the characteristics of cross sectional variation in stock returns K Daniel, S Titman Journal of Finance 52 (1), 1-33, 1997 | 3076 | 1997 |
Market reactions to tangible and intangible information K Daniel, S Titman The Journal of Finance 61 (4), 1605-1643, 2006 | 1539 | 2006 |
Momentum crashes K Daniel, TJ Moskowitz Journal of Financial Economics 122 (2), 221-247, 2016 | 1533 | 2016 |
Overconfidence, arbitrage, and equilibrium asset pricing KD Daniel, D Hirshleifer, A Subrahmanyam The Journal of Finance 56 (3), 921-965, 2001 | 1530 | 2001 |
Investor psychology in capital markets: Evidence and policy implications K Daniel, D Hirshleifer, SH Teoh Journal of monetary economics 49 (1), 139-209, 2002 | 1117 | 2002 |
Market efficiency in an irrational world K Daniel, S Titman Financial Analysts Journal 55 (6), 28-40, 1999 | 749 | 1999 |
Explaining the cross‐section of stock returns in Japan: factors or characteristics? K Daniel, S Titman, KCJ Wei The Journal of Finance 56 (2), 743-766, 2001 | 560 | 2001 |
Short-and long-horizon behavioral factors K Daniel, D Hirshleifer, L Sun Review of Financial Studies 33 (4), 1673-1736, 2020 | 418 | 2020 |
Overconfident investors, predictable returns, and excessive trading K Daniel, D Hirshleifer Journal of Economic Perspectives 29 (4), 61-88, 2015 | 408 | 2015 |
Testing factor-model explanations of market anomalies K Daniel, S Titman Critical Finance Review 1 (1), 103-139, 2012 | 253* | 2012 |
A theory of costly sequential bidding KD Daniel, DA Hirshleifer Review of Finance 22 (5), 1631-1665, 2018 | 180* | 2018 |
The cross-section of risk and returns K Daniel, L Mota, S Rottke, T Santos The Review of Financial Studies 33 (5), 1927-1979, 2020 | 143 | 2020 |
Declining CO2 price paths KD Daniel, RB Litterman, G Wagner Proceedings of the National Academy of Sciences 116 (42), 20886-20891, 2019 | 143 | 2019 |
Tail risk in momentum strategy returns K Daniel, R Jagannathan, S Kim National Bureau of Economic Research, 2012 | 133 | 2012 |
Equity-premium and risk-free-rate puzzles at long horizons K Daniel, D Marshall Macroeconomic Dynamics 1 (2), 452-484, 1997 | 129 | 1997 |
The Carry Trade: Risks and Drawdowns K Daniel, R Hodrick, Z Lu Critical Finance Review 6 (2), 211-262, 2017 | 124 | 2017 |
Characteristics or covariances K Daniel, S Titman Journal of Portfolio Management 24 (4), 24-33, 1998 | 115 | 1998 |
Applying asset pricing theory to calibrate the price of climate risk KD Daniel, RB Litterman, G Wagner National Bureau of Economic Research, 2016 | 107 | 2016 |