Rui Albuquerque : Citation Profile


Are you Rui Albuquerque?

Boston University
Centre for Economic Policy Research (CEPR)

14

H index

14

i10 index

634

Citations

RESEARCH PRODUCTION:

12

Articles

33

Papers

RESEARCH ACTIVITY:

   18 years (1997 - 2015). See details.
   Cites by year: 35
   Journals where Rui Albuquerque has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 19 (2.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal94
   Updated: 2019-11-16    RAS profile: 2013-01-14    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rui Albuquerque.

Is cited by:

Razin, Assaf (25)

Fratzscher, Marcel (14)

Tille, Cédric (13)

Wei, Shang-Jin (11)

Kose, Ayhan (11)

Ülkü, Numan (10)

van Wincoop, Eric (10)

Warnock, Francis (9)

De Nardi, Mariacristina (8)

Rebelo, Sergio (8)

Eichenbaum, Martin (8)

Cites to:

Harvey, Campbell (36)

Bekaert, Geert (20)

Campbell, John (19)

Stulz, René (15)

Schneider, Martin (11)

Zhou, Guofu (10)

Froot, Kenneth (10)

Cao, Huining (10)

Hodrick, Robert (10)

Bauer, Gregory (9)

Hamao, Yasushi (8)

Main data


Where Rui Albuquerque has published?


Journals with more than one article published# docs
Journal of International Economics3
Journal of Finance2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
International Finance / University Library of Munich, Germany5
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
2008 Meeting Papers / Society for Economic Dynamics2

Recent works citing Rui Albuquerque (2018 and 2017)


YearTitle of citing document
2018Macroeconomic uncertainty and FDI in developing countries. (2018). Das, Pradeep Kumar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:15-30.

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2017Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data. (2017). Awad, Ibrahim M ; Al-Ewesat, Abdel-Rahman . In: Review of Economics & Finance. RePEc:bap:journl:170307.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Measuring financial cycle time. (2018). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: BIS Working Papers. RePEc:bis:biswps:755.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2017Political hazards and firms geographic concentration. (2017). Jia, Nan ; Mayer, Kyle J. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:2:p:203-231.

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2019Measuring financial cycle time. (2019). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0776.

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2018Tax Competition in Developed, Emerging and Developing Regions - Same Same but Different?. (2018). Stimmelmayr, Michael ; Mardan, Mohammed. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7090.

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2018Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk. (2018). Legendre, François ; Lopez, Oscar Manco ; Botero, Oscar ; Hurtado, Santiago Medina . In: ESTUDIOS GERENCIALES. RePEc:col:000129:016212.

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2017Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. (2017). Bacchetta, Philippe ; van Wincoop, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11983.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631.

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2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017Problems and Prospects of the Foreign Direct Investment-based Organization in Bangladesh. (2017). Chowdhury, Rashid Ahmed ; Tooheen, Rahat Bari ; Saha, Jyotirmoy ; Abdullah, Mohammad Nayeem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-58.

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2017New evidence on Trade and FDI: how large is the Euro effect?. (2017). Tamarit, Cecilio ; Gómez-Herrera, Estrella ; Camarero, Mariam ; Gomez-Herrera, Estrella. In: Working Papers. RePEc:eec:wpaper:1709.

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2018How to explain corporate investment heterogeneity in Chinas new normal: Structural models with state-owned property rights. (2018). Shi, Jinchuan ; Zhang, Xiaoqian. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:1-16.

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2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

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2017The effects of financial development on foreign direct investment. (2017). Wei, Shang-Jin ; Desbordes, Rodolphe. In: Journal of Development Economics. RePEc:eee:deveco:v:127:y:2017:i:c:p:153-168.

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2017Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2017Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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2017An intertemporal CAPM with higher-order moments. (2017). Jang, Jeewon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:314-337.

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2018Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F. In: Ecological Economics. RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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2017CEO power and its effect on performance and governance: Evidence from Chinese banks. (2017). Ting, Hsiu-I, ; Chang, Pang-Ru ; Chueh, Horace. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:42-61.

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2019Controlling shareholders and investment-risk sensitivity in an emerging economy. (2019). Kabbach, Luiz Ricardo ; Guimares, Aquiles Elie ; Caixe, Daniel Ferreira . In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:133-153.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2018A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2019Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings. (2019). Wu, Eliza ; Kim, Suk-Joong ; Cai, Peilin. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:110-125.

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2019Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets. (2019). Gu, Jun ; Chen, Ding ; Zhang, Qiyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:38-56.

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2019Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30.

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2018Multi-dimensional portfolio risk and its diversification: A note. (2018). Kim, Tae-Hwan ; Bang, Seungbeom . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:147-156.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Do locals know better? A comparison of the performance of local and foreign institutional investors. (2017). Ferreira, Miguel ; Pires, Pedro ; Pereira, Joo Pedro ; Matos, Pedro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:151-164.

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2018Country transparency and the global transmission of financial shocks. (2018). Brandao-Marques, Luis ; Melgar, Natalia ; Gelos, Gaston . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

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2018CEOs’ power and perks: Evidence from Chinese banks. (2018). Ting, Hsiu-I, ; Huang, Po-Kai . In: Journal of Economics and Business. RePEc:eee:jebusi:v:97:y:2018:i:c:p:19-27.

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2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

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2017Diversification and cash dynamics. (2017). Bakke, Tor-Erik ; Gu, Tiantian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:580-601.

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2017Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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2018Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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2018Bid anticipation, information revelation, and merger gains. (2018). Wang, Wenyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:320-343.

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2018Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2018Do stocks outperform Treasury bills?. (2018). Bessembinder, Hendrik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:440-457.

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2019In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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2017The great moderation in international capital flows: A global phenomenon?. (2017). Schmitz, Martin ; McQuade, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:188-212.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018Uncertainty, capital flows, and maturity mismatch. (2018). Converse, Nathan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:260-275.

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2017Expropriation risk and FDI in developing countries: Does return of capital dominate return on capital?. (2017). Hajzler, Christopher ; Berg, Nathan ; Akhtaruzzaman, M. In: European Journal of Political Economy. RePEc:eee:poleco:v:49:y:2017:i:c:p:84-107.

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2018Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:103-117.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2017Nonlinear relationship between institutional factors and FDI flows: Dynamic panel threshold analysis. (2017). Kurul, Zuhal . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:148-160.

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2017Hot money and cross-section of stock returns during the global financial crisis. (2017). Kim, Daehwan ; Iwasawa, Seiichiro . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:8-22.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2019Ownership structure, overinvestment and underinvestment: Evidence from Brazil. (2019). Guimares, Aquiles Elie ; Pellicani, Aline Damasceno . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:475-482.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne . In: ECMI Papers. RePEc:eps:ecmiwp:13956.

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2017.

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2019Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics. (2019). Watugala, Sumudu W ; Tran, Brigitte Roth ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-54.

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2019What Drives Stops in Cross-Border Bond Flows?. (2019). Song, Chi-Young ; Baek, Seung-Gwan . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3763-:d:247025.

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2019How Does Information Transmission Influence the Value Creation Capability of a Digital Ecosystem? An Empirical Study of the Crypto-Digital Ecosystem Ethereum. (2019). Huang, HE. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5345-:d:271388.

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2017Financial Globalization and the Labor Share in Developing Countries: The Type of Capital Matters. (2017). Wacker, Konstantin ; van Treeck, Katharina. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:219.

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2019Les plateformes collaboratives : Éléments de caractérisation et stratégies de développement. (2019). Vercher-Chaptal, Corinne ; Morel, Lionel ; Eynaud, Philippe ; Compain, Guillaume. In: CEPN Working Papers. RePEc:hal:cepnwp:halshs-02140103.

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2019Alternative Platforms and Societal Horizon : Characterisation and Strategies for Development. (2019). Vercher-Chaptal, Corinne ; Morel, Lionel ; Eynaud, Philippe ; Compain, Guillaume. In: Post-Print. RePEc:hal:journl:halshs-02140104.

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2018Learning about Commodity Cycles and Saving-Investment Dynamics in a Commodity-Exporting Economy. (2018). Kirchner, Markus ; Fornero, Jorge. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:5.

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2019“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”. (2019). Sosvilla-Rivero, Simon ; Gomez-Deniza, Emilio ; Perez-Rodriguez, Jorge. In: IREA Working Papers. RePEc:ira:wpaper:201907.

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2017Dynamics of net foreign asset components in the EMU. (2017). de santis, roberta ; Cesaroni, Tatiana. In: Working Papers. RePEc:itt:wpaper:wp2017-5.

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2019Character Cues and Contracting Costs: The Relationship Between Philanthropy and the Cost of Capital. (2019). Zolotoy, Leon ; Klein, Jill ; Osullivan, Don. In: Journal of Business Ethics. RePEc:kap:jbuset:v:154:y:2019:i:2:d:10.1007_s10551-017-3475-9.

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2018New Evidence on Trade and FDI: how Large is the Euro Effect?. (2018). Gómez-Herrera, Estrella ; Camarero, Mariam ; Tamarit, Cecilio ; Gomez-Herrera, Estrella. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-018-9479-y.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017The Effects of Financial Development on Foreign Direct Investment. (2017). Wei, Shang-Jin ; Desbordes, Rodolphe. In: NBER Working Papers. RePEc:nbr:nberwo:23309.

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2017East Asian Financial and Economic Development. (2017). Morck, Randall ; Yeung, Bernard . In: NBER Working Papers. RePEc:nbr:nberwo:23845.

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2018Global Portfolio Rebalancing and Exchange Rates. (2018). Rey, Helene ; Hau, Harald ; Camanho, Nelson. In: NBER Working Papers. RePEc:nbr:nberwo:24320.

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2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1701.

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2017The effects of information voids on capital flows in emerging markets. (2017). Kingsley, Allison F ; Benjamin, . In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:3:d:10.1057_s41267-016-0056-6.

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2017Lucas Paradox in The Long Run. (2017). Keskinsoy, Bilal. In: MPRA Paper. RePEc:pra:mprapa:78126.

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2017Taxi, Takeoff and Landing: Behavioural Patterns of Capital Flows to Emerging Markets. (2017). Keskinsoy, Bilal. In: MPRA Paper. RePEc:pra:mprapa:78129.

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2017Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun. In: MPRA Paper. RePEc:pra:mprapa:83617.

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2017THE ROLE OF THE INTERNATIONAL MONETARY FUND IN PROMOTING GLOBAL ECONOMIC STABILITY. (2017). Hagiu, Alina ; Apostol, Luiza Madalina. In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2017:i:3:p:90-103.

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2018Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2018). Süssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard. In: Review of Economic Dynamics. RePEc:red:issued:14-26.

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2017Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan . In: 2017 Meeting Papers. RePEc:red:sed017:377.

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2019.

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2018Capital flows in Montenegro: SVAR model. (2018). Ivanovi, Maja ; Lipovina-Boovi, Milena. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:647-675.

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2017Surges and stops in greenfield and M&A FDI flows to developing countries: analysis by mode of entry. (2017). Ianchovichina, Elena ; Burger, Martijn. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:2:d:10.1007_s10290-017-0276-2.

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2017The Effect of Private Benefits of Control on Minority Shareholders: A Theoretical Model and Empirical Evidence from State Ownership. (2017). Liu, Kerry. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:10:y:2017:i:2:p:26-34.

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2019Time-Series Momentum: A Monte-Carlo Approach. (2019). Struck, Clemens C ; Cheng, Enoch. In: Working Papers. RePEc:ucn:wpaper:201906.

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2018Internationalization and firm valuation: New evidence from first offshore bond issuances of US firms. (2018). Orlov, Vitaly ; Dimic, Nebosja. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:03.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2018OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS. (2018). Faias, Jose Afonso ; Castel-Branco, Tiago. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:06:n:s0219024918500437.

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More than 100 citations found, this list is not complete...

Works by Rui Albuquerque:


YearTitleTypeCited
2004International Equity Flows and Returns: A Quantitative Equilibrium Approach In: Staff Working Papers.
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2005International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2005) In: CEPR Discussion Papers.
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2004International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2004) In: International Finance.
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2005International equity flows and returns: a quantitative equilibrium approach.(2005) In: International Finance.
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2008Agency Conflicts, Investment, and Asset Pricing In: Journal of Finance.
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2005Agency Conflicts, Investment and Asset Pricing.(2005) In: CEPR Discussion Papers.
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2007Agency Conflicts, Investment, and Asset Pricing.(2007) In: NBER Working Papers.
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2005Agency Conflicts, Investment, and Asset Pricing.(2005) In: Computing in Economics and Finance 2005.
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2008Marketwide Private Information in Stocks: Forecasting Currency Returns In: Journal of Finance.
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article27
2006Marketwide Private Information in Stocks: Forecasting Currency Returns.(2006) In: CEPR Discussion Papers.
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2006CEO Power, Compensation, and Governance In: Boston University - Department of Economics - Working Papers Series.
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paper2
2006CEO Power, Compensation and Governance.(2006) In: CEPR Discussion Papers.
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2001Advance Information and Asset Prices In: Boston University - Department of Economics - Working Papers Series.
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paper14
2007Advance Information and Asset Prices.(2007) In: CEPR Discussion Papers.
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2008Advance Information and Asset Prices.(2008) In: 2008 Meeting Papers.
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2006Asymmetric Information in the Stock Market: Economic News and Co-movement In: CEPR Discussion Papers.
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paper3
2006Global Private Information in International Equity Markets In: CEPR Discussion Papers.
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paper52
2009Global private information in international equity markets.(2009) In: Journal of Financial Economics.
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2008Determinants of the Block Premium and of Private Benefits of Control In: CEPR Discussion Papers.
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2008DETERMINANTS OF THE BLOCK PREMIUM AND OF PRIVATE BENEFITS OF CONTROL.(2008) In: 2008 Meeting Papers.
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2009Quantifying private benefits of control from a structural model of block trades In: CEPR Discussion Papers.
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paper27
2010Quantifying private benefits of control from a structural model of block trades.(2010) In: Journal of Financial Economics.
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2009Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity In: CEPR Discussion Papers.
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2010Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns In: CEPR Discussion Papers.
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paper24
2012Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns.(2012) In: Review of Financial Studies.
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2011Trade Credit and International Return Comovement In: CEPR Discussion Papers.
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2012The Value of Control and the Costs of Illiquidity In: CEPR Discussion Papers.
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2008The forward premium puzzle in a model of imperfect information In: Economics Letters.
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article2
2007Optimal currency hedging In: Global Finance Journal.
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article9
2004Optimal Currency Hedging.(2004) In: Finance.
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2000On the dynamics of trade reform In: Journal of International Economics.
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article19
1998On the Dynamics of Trade Reform.(1998) In: NBER Working Papers.
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2003The composition of international capital flows: risk sharing through foreign direct investment In: Journal of International Economics.
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article140
2004The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment.(2004) In: International Finance.
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2005World market integration through the lens of foreign direct investors In: Journal of International Economics.
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article108
2003World market integration through the lens of foreign direct investors.(2003) In: Policy Research Working Paper Series.
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2010Comment on: Optimal taxation in the presence of bailouts In: Journal of Monetary Economics.
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2012Valuation Risk and Asset Pricing In: NBER Working Papers.
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2015Long-run Bulls and Bears In: NBER Working Papers.
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paper8
2009Economic News and International Stock Market Co-movement In: Review of Finance.
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article17
2004Investor Protection and Exchange Rates In: 2004 Meeting Papers.
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paper0
1997Optimal Dynamic Lending Contracts with Imperfect Enforceability. In: RCER Working Papers.
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paper36
2002Optimal Lending Contracts and Firm Dynamics In: RCER Working Papers.
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paper24
2004Characterizing Asymmetric Information in International Equity Markets In: International Finance.
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paper5
2004The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence In: International Finance.
[Full Text][Citation analysis]
paper0

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