|Years active||Since 2010|
|Awards||Amundi Smith Breedan best paper|
|Website||Daniel at Columbia|
Kent Daniel is currently a professor at the Graduate School of Business at Columbia University. His work, both theoretical and empirical, has been primarily in the areas of asset pricing and behavioral finance. Prior to his coming to Columbia, Daniel taught at Northwestern University from 1996 to 2006. Daniel also was employed between 2004 and 2010 with the Quantitative Investment Strategies group at Goldman Sachs Asset Management.
|2013||Swiss Finance Institute Outstanding Paper Award||Momentum Crashes|
|2000||NTU International Conference (best paper)||Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?|
|1999||Smith Breedan (best paper)||Investor Psychology and Security Market Under - and Overreaction|
|1997||Smith Breedan (best paper)||Evidence on the Characteristics of Cross Sectional Variation in Stock Returns|
- "Swiss Finance Institute Outstanding Paper Award". Swiss Finance Institute. Retrieved December 29, 2015.
- "Amundi Smith Breeden Prizes". American Finance Association. Retrieved December 17, 2015.
- Daniel, Kent; Moskowitz, Tobias (2013). Momentum Crashes.
- Daniel, Kent; Titman, Sheridan; Wei, KC (2001). Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?. The Journal of Finance: American Finance Association. pp. 743–766.
- Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidha (1999). Investor Psychology and Security Market Under - and Overreaction. The Journal of Finance: Blackwell Publishers, Inc. pp. 1839–1885.
- Daniel, Kent; Titman, Sheridan (1997). Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. The Journal of Finance: American Finance Association. pp. 1–33.
- Home page
- Author page, Academic search (beta)
- Google Scholars page
- Author page, NBER
- Author page,SSRN