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D-Index & Metrics

Economics and Finance

D-Index
40
Citations
29154
World Ranking
2214
National Ranking
1262

Overview

Kent Daniel is a researcher affiliated with Columbia University in the United States. Their academic work primarily spans the fields of Economics, Econometrics and Finance, as well as Business, Management and Accounting. Within these areas, their subfield expertise includes Finance, Accounting, Economics and Econometrics, Management Science and Operations Research, and General Economics, Econometrics and Finance.

The research topics covered by Kent Daniel focus strongly on aspects related to financial markets and investment strategies. They have contributed to the literature on:

  • Financial Markets and Investment Strategies
  • Financial Literacy, Pension, Retirement Analysis
  • Housing Market and Economics
  • Corporate Finance and Governance
  • Economic theories and models
  • Financial Risk and Volatility Modeling
  • Risk and Portfolio Optimization

Kent Daniel has published extensively in various academic venues. The most frequent publication outlets include:

  • SSRN Electronic Journal
  • Review of Financial Studies
  • The Journal of Finance
  • Annual Review of Financial Economics

Their recent papers demonstrate recurring engagement with high-profile journals, illustrating ongoing research activity. Some of the notable publications are:

  • "The Cross-Section of Risk and Returns" (2020), Review of Financial Studies
  • "Monetary Policy and Reaching for Income" (2021), The Journal of Finance
  • "The Dynamics of Disagreement" (2022), Review of Financial Studies
  • "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands" (2022), SSRN Electronic Journal
  • "Optimists, Pessimists, and Stock Prices" (2024), Annual Review of Financial Economics

Collaboration is an element of Kent Daniel's research process. Frequent coauthors include Simon Rottke, Alexander Klos, Pierre Collin-Dufresne, Mehmet Sağlam, and David Hirshleifer. These collaborations contribute to the interdisciplinary nature of their work in finance and economics.

Best Publications

  • Investor Psychology and Security Market Under- and Overreactions

    Kent Daniel;David Hirshleifer;Avanidhar Subrahmanyam

  • Measuring mutual fund performance with characteristic-based benchmarks

    Kent Daniel;Mark Grinblatt;Sheridan Titman;Russ Wermers

  • Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

    Kent Daniel;Sheridan Titman

  • Earnings management and the underperformance of seasoned equity offerings

    Siew Hong Teoh;Ivo Welch;T.J. Wong

  • Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    Kent D. Daniel;David Hirshleifer;Avanidhar Subrahmanyam

  • Market Reactions to Tangible and Intangible Information

    Kent Daniel;Sheridan Titman

  • Market Efficiency in an Irrational World

    Kent Daniel;Sheridan Titman

  • Investor Psychology in Capital Markets: Evidence and Policy Implications

    Kent D Daniel;Kent D Daniel;David A Hirshleifer;Siew Hong Teoh

  • Investor Psychology and Security Market Under- and Over-Reactions

    Kent D. Daniel;Kent D. Daniel;David A. Hirshleifer;David A. Hirshleifer;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam

  • Momentum crashes

    Unknown

  • Measuring Mutual Fund Performance with Characteristic-Based Benchmarks

    Unknown

  • Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

    Kent D. Daniel;Kent D. Daniel;Sheridan Titman;Sheridan Titman

  • Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?

    Kent Daniel;Sheridan Titman;K.C. John Wei

  • Overconfident Investors, Predictable Returns, and Excessive Trading

    Kent Daniel;David Hirshleifer

  • Overconfident Investors, Predictable Returns, and Excessive Trading †

    Kent Daniel;David Hirshleifer

  • Market Reactions to Tangible and Intangible Information

    Kent D. Daniel;Kent D. Daniel;Sheridan Titman;Sheridan Titman

  • A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions

    Kent D. Daniel;David Hirshleifer;Avanidhar Subrahmanyam

  • Testing Factor-Model Explanations of Market Anomalies

    Kent Daniel;Sheridan Titman

  • Short- and Long-Horizon Behavioral Factors

    Kent Daniel;David Hirshleifer;Lin Sun

  • A Theory of Costly Sequential Bidding

    Kent D. Daniel;David A. Hirshleifer

  • A Theory of Costly Sequential Bidding

    Kent D. Daniel;Kent D. Daniel;David A. Hirshleifer;David A. Hirshleifer

  • Declining CO2 Price Paths

    Kent D. Daniel;Robert B. Litterman;Gernot Wagner

  • Investor Psychology in Capital Markets: Evidence and Policy Implications

    Kent D. Daniel;Kent D. Daniel;David A. Hirshleifer;David A. Hirshleifer;David A. Hirshleifer;Siew Hong Teoh

  • A theory of overconfidence, self-attribution, and security market under- and overreactions

    Kent Daniel;Kent Daniel

  • EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS

    Kent Daniel;David Marshall

  • Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

    Kent Daniel;Sheridan Titman

Frequent Co-Authors

David A. Hirshleifer
David A. Hirshleifer University of Southern California
Sheridan Titman
Sheridan Titman The University of Texas at Austin
Avanidhar Subrahmanyam
Avanidhar Subrahmanyam University of California, Los Angeles
Pierre Collin-Dufresne
Pierre Collin-Dufresne École Polytechnique Fédérale de Lausanne
Robert J. Hodrick
Robert J. Hodrick Columbia University
Ravi Jagannathan
Ravi Jagannathan Northwestern University
K.C. John Wei
K.C. John Wei Hong Kong Polytechnic University
Robert A. Korajczyk
Robert A. Korajczyk Northwestern University
Siew Hong Teoh
Siew Hong Teoh University of California, Los Angeles

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