Kent Daniel

National Bureau of Economic Research — United States

Economics, Econometrics and Finance · Social Sciences

37h-index20.0kcitations96works1.82yr avg
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Research Topics

Financial Markets and Investment Strategies(74), Corporate Finance and Governance(20), Market Dynamics and Volatility(17), Monetary Policy and Economic Impact(16), Auditing, Earnings Management, Governance(12)

Publications96 total

Inefficiencies in the Securities Lending Market
SSRN Electronic Journal·2025Open Access
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
2024Open Access
Optimists, Pessimists, and Stock Prices
Annual Review of Financial Economics·2024· 6 citedOpen Access
Optimists, Pessimists and Stock Prices
SSRN Electronic Journal·2024· 3 citedOpen Access
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
SSRN Electronic Journal·2024Open Access
Declining CO₂ price paths
RePEc: Research Papers in Economics·2023· 21 citedOpen Access
The Dynamics of Disagreement
Review of Financial Studies·2022· 34 citedOpen Access
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
SSRN Electronic Journal·2022· 5 citedOpen Access
Monetary Policy and Reaching for Income
The Journal of Finance·2021· 88 citedOpen Access
Teaching Slides on Short and Long Horizon Behavioral Factors
SSRN Electronic Journal·2021· 1 citedOpen Access
The Cross-Section of Risk and Returns
Review of Financial Studies·2020· 139 cited
The FIN and PEAD Factors: Motivation, Construction, and Availability
SSRN Electronic Journal·2020· 2 citedOpen Access
Declining CO <sub>2</sub> price paths
Proceedings of the National Academy of Sciences·2019· 118 citedOpen Access
Liquidity regimes and optimal dynamic asset allocation
Journal of Financial Economics·2019· 47 citedOpen Access
The Dynamics of Disagreement
2018· 4 cited
Monetary Policy and Reaching for Income
2018· 15 citedOpen Access
A Theory of Costly Sequential Bidding (Presentation Slides)
eScholarship (California Digital Library)·2018· 7 cited
A Theory of Costly Sequential Bidding
European Finance Review·2018· 48 citedOpen Access
Liquidity Regimes and Optimal Dynamic Asset Allocation
2018· 1 citedOpen Access
Overconfidence, Information Diffusion, and Mispricing Persistence
SSRN Electronic Journal·2018· 6 citedOpen Access
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Frequent Co-authors

David Hirshleifer(14), Sheridan Titman(13), Avanidhar Subrahmanyam(8), Tobias J. Moskowitz(3), Robert B. Litterman(3), Gernot Wagner(3), David A. Marshall(3), Mark Grinblatt(2), Russ Wermers(2), Siew Hong Teoh(2), Simon Rottke(2), Lorenzo Garlappi(2), Kairong Xiao(2), Robert J. Hodrick(2), Zhongjin Lu(2), Ravi Jagannathan(2), Soohun Kim(2), Pierre Collin‐Dufresne(2), Mehmet Sağlam(2), K.C. John Wei(1)