Details about Ron Kaniel

Access statistics for papers by Ron Kaniel.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: pka1052

Working Papers

2023

1. Benefits of Partial vs Full Mandatory Mutual Fund Disclosure
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Machine-Learning the Skill of Mutual Fund Managers
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022) View citations (3)
   See also Journal Article Machine-learning the skill of mutual fund managers, Journal of Financial Economics, Elsevier (2023) View citations (5) (2023)

2022

3. On the Voluntary Disclosure of Redundant Information
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article On the voluntary disclosure of redundant information, Journal of Economic Theory, Elsevier (2023) (2023)
4. Unmasking Mutual Fund Derivative Use
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

5. Contracting in Peer Networks
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
6. Filing Speed, Information Leakage, and Price Formation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Filing speed, information leakage, and price formation, Review of Accounting Studies, Springer (2023) (2023)

2020

7. Intermediated Asymmetric Information, Compensation, and Career Prospects
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
8. The Real Side of the High-Volume Return Premium
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article The Real Side of the High-Volume Return Premium, Management Science, INFORMS (2022) (2022)

2017

9. Are Mutual Fund Managers Paid For Investment Skill?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (10)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (11)
   See also Journal Article Are Mutual Fund Managers Paid for Investment Skill?, The Review of Financial Studies, Society for Financial Studies (2018) View citations (20) (2018)
10. Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows, Management Science, INFORMS (2019) View citations (3) (2019)

2016

11. Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2015

12. Advertising and Mutual Funds: From Families to Individual Funds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
13. Are retail traders compensated for providing liquidity?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (2)
    See also Journal Article Are retail traders compensated for providing liquidity?, Journal of Financial Economics, Elsevier (2016) View citations (55) (2016)
14. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article Asset Return Predictability in a Heterogeneous Agent Equilibrium Model, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2015) View citations (2) (2015)
15. WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions, Journal of Financial Economics, Elsevier (2017) View citations (57) (2017)

2012

16. Why Do Institutional Investors Chase Return Trends?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
    See also Journal Article Why do institutional investors chase return trends?, Journal of Financial Intermediation, Elsevier (2012) View citations (19) (2012)

2011

17. Individual Investor Trading and Return Patterns around Earnings Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article Individual Investor Trading and Return Patterns around Earnings Announcements, Journal of Finance, American Finance Association (2012) View citations (143) (2012)
18. The delegated Lucas tree
    2011 Meeting Papers, Society for Economic Dynamics View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (2)
    See also Journal Article The Delegated Lucas Tree, The Review of Financial Studies, Society for Financial Studies (2013) View citations (32) (2013)

2010

19. The Importance of Being an Optimist: Evidence from Labor Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2009

20. Equilibrium Prices in the Presence of Delegated Portfolio Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article Equilibrium prices in the presence of delegated portfolio management, Journal of Financial Economics, Elsevier (2011) View citations (94) (2011)

Undated

21. 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 View citations (2)
22. 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
23. Mutual Fund Returns and Market Microstructure
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
24. The High Volume Return Premium
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (157)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (5)
    See also Journal Article The High‐Volume Return Premium, Journal of Finance, American Finance Association (2001) View citations (259) (2001)
25. Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Journal Articles

2023

1. Filing speed, information leakage, and price formation
   Review of Accounting Studies, 2023, 28, (3), 1618-1656
   See also Working Paper Filing Speed, Information Leakage, and Price Formation, CEPR Discussion Papers (2021) (2021)
2. Machine-learning the skill of mutual fund managers
   Journal of Financial Economics, 2023, 150, (1), 94-138 View citations (5)
   See also Working Paper Machine-Learning the Skill of Mutual Fund Managers, CEPR Discussion Papers (2023) (2023)
3. On the voluntary disclosure of redundant information
   Journal of Economic Theory, 2023, 214, (C)
   See also Working Paper On the Voluntary Disclosure of Redundant Information, CEPR Discussion Papers (2022) (2022)

2022

4. The Real Side of the High-Volume Return Premium
   Management Science, 2022, 68, (2), 1426-1449
   See also Working Paper The Real Side of the High-Volume Return Premium, CEPR Discussion Papers (2020) View citations (1) (2020)

2019

5. Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows
   Management Science, 2019, 65, (7), 3174-3195 View citations (3)
   See also Working Paper Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows, CEPR Discussion Papers (2017) (2017)

2018

6. Are Mutual Fund Managers Paid for Investment Skill?
   The Review of Financial Studies, 2018, 31, (2), 715-772 View citations (20)
   See also Working Paper Are Mutual Fund Managers Paid For Investment Skill?, CEPR Discussion Papers (2017) View citations (10) (2017)

2017

7. Specification Error, Estimation Risk, and Conditional Portfolio Rules
   International Review of Finance, 2017, 17, (2), 263-288
8. WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions
   Journal of Financial Economics, 2017, 123, (2), 337-356 View citations (57)
   See also Working Paper WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions, CEPR Discussion Papers (2015) View citations (1) (2015)

2016

9. Are retail traders compensated for providing liquidity?
   Journal of Financial Economics, 2016, 120, (1), 146-168 View citations (55)
   See also Working Paper Are retail traders compensated for providing liquidity?, CEPR Discussion Papers (2015) View citations (1) (2015)

2015

10. Asset Return Predictability in a Heterogeneous Agent Equilibrium Model
    Quarterly Journal of Finance (QJF), 2015, 05, (02), 1-45 View citations (2)
    See also Working Paper Asset Return Predictability in a Heterogeneous Agent Equilibrium Model, CEPR Discussion Papers (2015) View citations (2) (2015)

2013

11. The Delegated Lucas Tree
    The Review of Financial Studies, 2013, 26, (4), 929-984 View citations (32)
    See also Working Paper The delegated Lucas tree, 2011 Meeting Papers (2011) View citations (8) (2011)

2012

12. Individual Investor Trading and Return Patterns around Earnings Announcements
    Journal of Finance, 2012, 67, (2), 639-680 View citations (143)
    See also Working Paper Individual Investor Trading and Return Patterns around Earnings Announcements, CEPR Discussion Papers (2011) View citations (2) (2011)
13. The high volume return premium: Cross-country evidence
    Journal of Financial Economics, 2012, 103, (2), 255-279 View citations (38)
14. Why do institutional investors chase return trends?
    Journal of Financial Intermediation, 2012, 21, (4), 694-721 View citations (19)
    See also Working Paper Why Do Institutional Investors Chase Return Trends?, CEPR Discussion Papers (2012) View citations (19) (2012)

2011

15. Equilibrium prices in the presence of delegated portfolio management
    Journal of Financial Economics, 2011, 101, (2), 264-296 View citations (94)
    See also Working Paper Equilibrium Prices in the Presence of Delegated Portfolio Management, CEPR Discussion Papers (2009) (2009)

2009

16. Price Drift as an Outcome of Differences in Higher-Order Beliefs
    The Review of Financial Studies, 2009, 22, (9), 3707-3734 View citations (56)

2008

17. Efficient Computation of Hedging Parameters for Discretely Exercisable Options
    Operations Research, 2008, 56, (4), 811-826 View citations (3)
18. Individual Investor Trading and Stock Returns
    Journal of Finance, 2008, 63, (1), 273-310 View citations (303)
19. Relative Wealth Concerns and Financial Bubbles
    The Review of Financial Studies, 2008, 21, (1), 19-50 View citations (58)

2007

20. Technological innovation and real investment booms and busts
    Journal of Financial Economics, 2007, 85, (3), 735-754 View citations (39)

2006

21. So What Orders Do Informed Traders Use?
    The Journal of Business, 2006, 79, (4), 1867-1914 View citations (125)
22. Tax management strategies with multiple risky assets
    Journal of Financial Economics, 2006, 80, (2), 243-291 View citations (21)

2002

23. Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds
    Journal of Finance, 2002, 57, (2), 661-693 View citations (73)

2001

24. The High‐Volume Return Premium
    Journal of Finance, 2001, 56, (3), 877-919 View citations (259)
    See also Working Paper The High Volume Return Premium, Rodney L. White Center for Financial Research Working Papers View citations (157)