Shmuel Kandel

5.3k total citations · 1 hit paper
48 papers, 3.3k citations indexed

About

Shmuel Kandel is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Shmuel Kandel has authored 48 papers receiving a total of 3.3k indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 33 papers in Economics and Econometrics and 15 papers in General Economics, Econometrics and Finance. Recurrent topics in Shmuel Kandel's work include Financial Markets and Investment Strategies (42 papers), Monetary Policy and Economic Impact (15 papers) and Housing Market and Economics (11 papers). Shmuel Kandel is often cited by papers focused on Financial Markets and Investment Strategies (42 papers), Monetary Policy and Economic Impact (15 papers) and Housing Market and Economics (11 papers). Shmuel Kandel collaborates with scholars based in Israel, United States and Australia. Shmuel Kandel's co-authors include Robert F. Stambaugh, Gur Huberman, Avi Wohl, Oded Sarig, Wayne E. Ferson, Azi Ben-Rephael, Aharon R. Ofer, Eugene Kandel, Russ Wermers and Robert McCulloch and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Shmuel Kandel

47 papers receiving 3.0k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

On the Predictability of Stock Returns: An Asset‐Allocation Perspective

1996 538 citations Shmuel Kandel, Robert F. Stambaugh The Journal of Finance profile →

Peers

Shmuel Kandel

FINAN

EE

GEEF

ACCOU

MSOR

Douglas T. Breeden United States

Tuomo Vuolteenaho United States

Vikas Agarwal United States

Jules H. van Binsbergen United States

Michael S. Rozeff United States

Andrew Christie United States

George Pennacchi United States

Philippe Bacchetta Switzerland

Jack Glen Kazakhstan

Anthony W. Lynch United States

Douglas T. Breeden United States

Shmuel Kandel

2.5k ×0.9

FINAN

2.1k ×1.1

EE

968 ×0.9

GEEF

605 ×0.6

ACCOU

171 ×0.4

MSOR

Citations per year, relative to Shmuel Kandel Shmuel Kandel (= 1×) peers Douglas T. Breeden

Countries citing papers authored by Shmuel Kandel

Since Specialization

Citations

This map shows the geographic impact of Shmuel Kandel's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Shmuel Kandel with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Shmuel Kandel more than expected).

Fields of papers citing papers by Shmuel Kandel

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Shmuel Kandel. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Shmuel Kandel. The network helps show where Shmuel Kandel may publish in the future.

Co-authorship network of co-authors of Shmuel Kandel

This figure shows the co-authorship network connecting the top 25 collaborators of Shmuel Kandel. A scholar is included among the top collaborators of Shmuel Kandel based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Shmuel Kandel. Shmuel Kandel is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Kandel, Eugene, et al.. (2011). Endogenous Benchmarks. SSRN Electronic Journal. 8 indexed citations

2.

Ben-Rephael, Azi, Shmuel Kandel, & Avi Wohl. (2008). The Price Pressure of Aggregate Mutual Fund Flows. SSRN Electronic Journal. 15 indexed citations

3.

Kandel, Shmuel, et al.. (2007). Aggregate Mutual Fund Flows and Subsequent Market Returns. SSRN Electronic Journal. 3 indexed citations

4.

Kandel, Shmuel, et al.. (2005). The (Bad?) Performance of Mutual Fund Investors. SSRN Electronic Journal. 8 indexed citations

5.

Kandel, Shmuel, et al.. (2004). A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002. SSRN Electronic Journal.

6.

Kandel, Shmuel, et al.. (2004). A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion. SSRN Electronic Journal. 2 indexed citations

7.

Kandel, Shmuel, Oded Sarig, & Avi Wohl. (2001). Do investors prefer round stock prices? Evidence from Israeli IPO auctions. Journal of Banking & Finance. 25(8). 1543–1551. 61 indexed citations

8.

Kandel, Shmuel, Oded Sarig, & Avi Wohl. (1999). The Demand for Stocks: An Analysis of IPO Auctions. Review of Financial Studies. 12(2). 227–247. 120 indexed citations

9.

Kandel, Shmuel, et al.. (1998). Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach. SSRN Electronic Journal. 2 indexed citations

10.

Kandel, Shmuel, Aharon R. Ofer, & Oded Sarig. (1996). Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis. The Journal of Finance. 51(1). 205–225. 95 indexed citations

11.

Kandel, Shmuel & Robert F. Stambaugh. (1996). On the Predictability of Stock Returns: An Asset-Allocation Perspective. The Journal of Finance. 51(2). 385–385. 111 indexed citations

12.

Kandel, Shmuel & Robert F. Stambaugh. (1995). Portfolio Inefficiency and the Cross-Section of Expected Returns. The Journal of Finance. 50(1). 157–157. 39 indexed citations

13.

Huberman, Gur & Shmuel Kandel. (1993). On the incentives for money managers. European Economic Review. 37(5). 1065–1081. 22 indexed citations

14.

Kandel, Shmuel, Aharon R. Ofer, & Oded Sarig. (1991). Expected inflation, unexpected inflation, and relative price dispersion. Economics Letters. 37(4). 383–390. 5 indexed citations

15.

Huberman, Gur, Shmuel Kandel, & Robert F. Stambaugh. (1987). Mimicking Portfolios and Exact Arbitrage Pricing. The Journal of Finance. 42(1). 1–9. 149 indexed citations

16.

Huberman, Gur, Shmuel Kandel, & Robert F. Stambaugh. (1987). Mimicking Portfolios and Exact Arbitrage Pricing. The Journal of Finance. 42(1). 1–1. 43 indexed citations

17.

Huberman, Gur & Shmuel Kandel. (1987). Mean-Variance Spanning. The Journal of Finance. 42(4). 873–873. 99 indexed citations

18.

Huberman, Gur & Shmuel Kandel. (1987). Value Line Rank and Firm Size. The Journal of Business. 60(4). 577–577. 44 indexed citations

19.

Kandel, Shmuel. (1984). On the Exclusion of Assets from Tests of the Mean Variance Efficiency of the Market Portfolio. The Journal of Finance. 39(1). 63–75. 26 indexed citations

20.

Kandel, Shmuel. (1983). Essays in portfolio theory. University Microfilms International eBooks. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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