search query: @author Daniel, K. / total: 4
references: 1-4 / 4
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1.
The power and size of mean reversion tests
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 493-535
 2001 Daniel, K.
2.
Explaining the cross-section of stock returns in Japan: factors or characteristics?
Journal of Finance
2001 : APR, VOL. 56:2, p. 743-766
 2001 Daniel, K.
Titman, S.
Wei, K.C.J.
3.
Investor psychology and security market under- and overreactions
Journal of Finance
1998 : DEC, VOL. 53:6, p. 1839-1885
 1998 Daniel, K.
Hirshleifer, D,
Subrahmanyam, A.
4.
Evidence of the characteristics of cross sectional variation in stock returns.
Journal of Finance
1997 : MAR, VOL. 52:1, p. 1-33
 1997 Daniel, K.
Titman, S.
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