Ronald J. Balvers : Citation Profile


Are you Ronald J. Balvers?

McMaster University

12

H index

13

i10 index

678

Citations

RESEARCH PRODUCTION:

33

Articles

9

Papers

RESEARCH ACTIVITY:

   33 years (1988 - 2021). See details.
   Cites by year: 20
   Journals where Ronald J. Balvers has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 20 (2.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba211
   Updated: 2022-06-25    RAS profile: 2021-12-24    
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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 Ronald J. Balvers.

Is cited by:

Zaremba, Adam (25)

Wieland, Volker (15)

Kim, Hyeongwoo (13)

Williams, John (10)

Huang, Dayong (9)

Bornholt, Graham (8)

Malin, Mirela (8)

Guidolin, Massimo (7)

mirman, leonard (7)

Santugini, Marc (7)

Wong, Wing-Keung (6)

Cites to:

French, Kenneth (18)

Fama, Eugene (18)

Shanken, Jay (16)

Zhang, Lu (12)

Cochrane, John (12)

Rogoff, Kenneth (10)

Henry, Peter (9)

Huang, Dayong (8)

Campbell, John (8)

Mark, Nelson (8)

Wu, Yangru (7)

Main data


Where Ronald J. Balvers has published?


Journals with more than one article published# docs
Economic Inquiry4
Journal of International Money and Finance4
Journal of Banking & Finance3
Journal of Economic Dynamics and Control3
Journal of Financial and Quantitative Analysis2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, West Virginia University5
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing Ronald J. Balvers (2021 and 2020)


YearTitle of citing document
2020Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection. (2019). Upadhye, Neelesh S ; Sen, Rituparna ; Sikaria, Shubhangi. In: Papers. RePEc:arx:papers:1911.07526.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

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2020Sustainable Investing in Equilibrium. (2020). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: Working Papers. RePEc:bfi:wpaper:2020-24.

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2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

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2020Good for managers, bad for society? Causal evidence on the association between risk?taking incentives and corporate social responsibility. (2020). Mayberry, Michael. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:9-10:p:1182-1214.

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2020Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales. (2020). Choudhry, Taufiq. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:504-529.

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2020Could the Stock Market Adjust Itself? An Empirical Study Based on Mean Reversion Theory. (2020). Liming, Wang ; Xuefeng, HU ; Shuangjie, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:2:p:97-115:n:1.

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2020Modelling Demand for ESG. (2020). Satchell, S ; Gao, Y ; Ahmed, M F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2093.

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2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

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2021Do Retail Investors Value Environmental Impact? A Lab-in-the-Field Experiment with Crowdfunders. (2021). Siemroth, Christoph ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9197.

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2021Do banks fuel climate change?. (2021). Reghezza, Alessio ; Marques-Ibanez, David ; Altunbas, Yener ; Spaggiari, Martina ; Dacri, Costanza Rodriguez ; Marques-Ibaez, David. In: Working Paper Series. RePEc:ecb:ecbwps:20212550.

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2021The impact of temperature increase on firm profitability. Empirical evidence from the European energy and gas sectors. (2021). Anton, Sorin Gabriel. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s0306261921005092.

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2020Impact of social capital on tone ambiguity in banks’ 10-K filings. (2020). Kanagaretnam, Kiridaran ; Zhou, Zejiang ; Shi, Guifeng ; Mawani, Amin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303385.

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2020Permutation transition entropy: Measuring the dynamical complexity of financial time series. (2020). Shang, Pengjian ; Zhang, NA ; Ji, Mengfan ; Zhao, Xiaojun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303611.

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2021Herding for profits: Market breadth and the cross-section of global equity returns. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szyszka, Adam ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:348-364.

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2020Tornado activity, house prices, and stock returns. (2020). Jüppner, Marcus ; Ghisletti, M ; Paradiso, A ; Juppner, M ; Donadelli, M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300590.

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2021Real options for an entrepreneur with preferences for liquidity. (2021). Lu, Ting ; Luo, Pengfei ; Song, Dandan. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100166x.

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2021Inflation and cryptocurrencies revisited: A time-scale analysis. (2021). Corbet, Shaen ; McGee, Richard J ; Conlon, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002731.

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2020Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:259-290.

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2020An analysis of dollar cost averaging and market timing investment strategies. (2020). Nguyen, Duy ; Mitra, Sovan ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1168-1186.

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2020The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199.

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2021Do financial variables help predict the conditional distribution of the market portfolio?. (2021). Zamenjani, Azam Shamsi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:327-345.

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2021Does it pay to invest in environmental stocks?. (2021). Mamatzakis, Emmanuel C ; Tzouvanas, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001472.

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2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Mercik, Aleksander ; Long, Huaigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349.

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2022Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568.

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2021Women oppose sin stocks more than men do. (2021). Biaek, Micha ; Niszczota, Pawe. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316172.

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2020Long-term time series reversal: International evidence. (2020). Malin, Mirela ; Kobinger, Sonja ; Bornholt, Graham. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030069x.

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2021The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Demir, Ender ; Aharon, David Y ; Tzouvanas, Panagiotis ; Kizys, Renatas ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000032.

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2021The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x.

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2020Asset pricing implications of money: New evidence. (2020). Silva, Andre ; Maio, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302181.

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2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

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2021Long-run reversal in commodity returns: Insights from seven centuries of evidence. (2021). Zaremba, Adam ; Mikutowski, Mateusz ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001977.

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2022The effects of mutual fund decarbonization on stock prices and carbon emissions. (2022). Zink, Jonas ; Wilkens, Marco ; Rohleder, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003034.

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2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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2021Long-term reversals in the corporate bond market. (2021). Wen, Quan ; Subrahmanyam, Avanidhar ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:656-677.

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2021Sustainable investing in equilibrium. (2021). Pastor, Lubos ; Taylor, Lucian A ; Stambaugh, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:550-571.

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2021Responsible investing: The ESG-efficient frontier. (2021). Pomorski, Lukasz ; Fitzgibbons, Shaun ; Pedersen, Lasse Heje. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:572-597.

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2020Recent evidence on international stock market’s overreaction. (2020). Alves, Paulo ; Carvalho, Luis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300268.

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2021Why was the ECB’s reaction to Covid-19 crisis faster than after the 2008 financial crash?. (2021). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:1-14.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2020Business sentiment and the cross-section of global equity returns. (2020). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554.

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2021Media exposure on corporate social irresponsibility and firm performance. (2021). Yang, Jimmy J ; Teng, Chia-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001116.

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2020Ethical Investing Has No Portfolio Performance Cost. (2020). Blazenko, George ; Wright, Danika ; Fu, Yufen . In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918305257.

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2022The COVID-19 black swan crisis: Reaction and recovery of various financial markets. (2022). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001422.

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2021Open Source Cross-Sectional Asset Pricing. (2021). Zimmermann, Tom ; Chen, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-37.

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2021Did Politicians Use Non-Public Macroeconomic Information in Their Stock Trades? Evidence from the STOCK Act of 2012. (2021). Hall, Joshua ; Tammy, Minh Tam ; Karadas, Serkan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:256-:d:570702.

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2021A New Measure of Market Inefficiency. (2021). Gordillo, Jose Luis ; Benink, Harald A ; Stephens, Christopher R ; Pardo-Guerra, Juan Pablo . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:263-:d:572629.

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2020Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets. (2020). Malik, Zoya ; Mehmood, Rashid ; Tayachi, Tahar ; Hunjra, Ahmed Imran. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:37-:d:345151.

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2020The Impact of Flood Risk on the Activity of the Residential Land Market in a Polish Cultural Heritage Town. (2020). Trystua, Agnieszka ; Klimach, Anna ; Kocur-Bera, Katarzyna ; Bacior, Stanisaw ; Cellmer, Radosaw ; Prus, Barbara ; Dudziska, Magorzata. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:10098-:d:455685.

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2021A Classification of Different Approaches to Green Finance and Green Monetary Policy. (2021). Dziwok, Ewa ; Jager, Johannes . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11902-:d:666499.

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2021Quel rendement attendre de l’épargne retraite pour pallier la baisse projetée des taux de remplacement en répartition ?. (2021). Pradat, Yannick ; Legros, Florence ; Hamayon, Stephane. In: Working Papers. RePEc:hal:wpaper:hal-03429170.

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2021A Simple Rule for Pricing with Limited Knowledge of Demand. (2021). Pindyck, Robert S ; Perakis, Georgia ; Cohen, Maxime C. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1608-1621.

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2021A Filtering Strategy for Improving Charateristics-Based Portfolios. (2021). Suh, Sangwon. In: Journal of Economic Development. RePEc:jed:journl:v:46:y:2021:i:2:p:119-153.

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2020Economic Forces and the Stock Market Performance in Developing Countries: Evidence From Sudan. (2020). Elrahman, Elzibeer Fath ; Abbas, Nawal Hussein. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:4:p:130-143.

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2021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Juppner, Marcus ; Donadelli, Michael ; Schlag, Christian ; Paradiso, Antonio. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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2020Portfolio creation using artificial neural networks and classification probabilities: a Canadian study. (2020). Morris, Tania ; Comeau, Jules. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00350-8.

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2020Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence. (2020). Otchere, Isaac ; Abukari, Kobana. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:4:d:10.1007_s11408-020-00363-3.

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2021Seasonalities in the German stock market. (2021). Keiber, Karl Ludwig ; Hofmann, Daniel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00373-1.

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2020Why does stock-market investor sentiment influence corporate investment?. (2020). Du, Ding ; Hu, OU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00823-6.

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2021The technology balance of payments and international competitiveness: a panel data analysis of southern European countries, 2000-2017. (2021). , Aurora. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:18:y:2021:i:1:p:105-136.

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2021Expected and realized returns on stocks with high- and low-ESG exposure. (2021). Stotz, Olaf. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00203-z.

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2020Reinforcement learning applied to airline revenue management. (2020). Acuna-Agost, Rodrigo ; Fiig, Thomas ; Nguyen, Anh Quan ; Bondoux, Nicolas. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:19:y:2020:i:5:d:10.1057_s41272-020-00228-4.

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2020Recent Evidence on International Stock Markets Overreaction. (2020). Alves, Paulo ; Carvalho, Luis. In: MPRA Paper. RePEc:pra:mprapa:97983.

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2021Herding and Anti-Herding Across ESG Funds. (2021). Ciciretti, Rocco ; Ferri, Giovanni ; Dalo, Ambrogio. In: CEIS Research Paper. RePEc:rtv:ceisrp:524.

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2021Effects of Financial Market Information on Firms’ Productivity Under Operating Pressure and Financial Constraints: Evidence From the Chinese Stock Market. (2021). Feng, Qingxiang ; Zhu, Sha ; Lai, Fujun ; Yao, YI. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211061377.

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2022Momentum investing: a systematic literature review and bibliometric analysis. (2022). Walia, Nidhi ; Singh, Simarjeet. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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2021The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries. (2021). Sahabi, Bahram ; Zolfaghari, Mehdi. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:7:d:10.1007_s11846-020-00413-0.

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2020Calm before the storm: an early warning approach before and during the COVID-19 crisis. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:34483.

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2021Bayesian learning. (2021). Baley, Isaac ; Veldkamp, Laura. In: Economics Working Papers. RePEc:upf:upfgen:1797.

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2021Forecasting volatility by integrating financial risk with environmental, social, and governance risk. (2021). Russo, Angeloantonio ; Ielasi, Federica ; Capelli, Paolo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:5:p:1483-1495.

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2021Momentum profits: Fundamentals or time varying unsystematic risk. (2021). ben mabrouk, houda ; Souayeh, Ismahen ; Benmabrouk, Houda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:777-789.

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2021Determining the causality between U.S. presidential prediction markets and global financial markets. (2021). Dimitrov, Stanko ; Abolghasemi, Yaser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4534-4556.

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2021Cointegration, information transmission, and the lead?lag effect between industry portfolios and the stock market. (2021). Wied, Dominik ; Taamouti, Abderrahim ; Penalva, Jose ; Troster, Victor. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1291-1309.

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2020Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004.

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Works by Ronald J. Balvers:


YearTitleTypeCited
2012The Adverse Impact of Gradual Temperature Change on Capital Investment In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
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paper2
1992Profits under Conditions of Uncertainty. In: Australian Economic Papers.
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article0
1988Monopoly Power and Downward Price Rigidity under Costly Price Adjustment. In: Bulletin of Economic Research.
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article1
1990 Predicting Stock Returns in an Efficient Market. In: Journal of Finance.
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article148
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
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article160
2012TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION In: Journal of Financial Research.
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article0
2009Money and the C-CAPM In: Journal of Financial and Quantitative Analysis.
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article16
2017Social Screens and Systematic Investor Boycott Risk In: Journal of Financial and Quantitative Analysis.
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article26
1990Actively Learning about Demand and the Dynamics of Price Adjustment. In: Economic Journal.
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article39
1993Periodic learning about a hidden state variable In: Journal of Economic Dynamics and Control.
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article12
2000Efficient gradualism in intertemporal portfolios In: Journal of Economic Dynamics and Control.
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article3
2007Reducing the dimensionality of linear quadratic control problems In: Journal of Economic Dynamics and Control.
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article0
2001Reducing the Dimensionality of Linear Quadratic Control Problems.(2001) In: Tinbergen Institute Discussion Papers.
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1996Location in the Hotelling duopoly model with demand uncertainty In: European Economic Review.
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article21
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
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article71
2010Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration In: Journal of Financial Markets.
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article2
2005Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2021Determinants and predictability of commodity producer returns In: Journal of Banking & Finance.
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2009Evaluation of linear asset pricing models by implied portfolio performance In: Journal of Banking & Finance.
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article8
2005EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2005EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2017Temperature shocks and the cost of equity capital: Implications for climate change perceptions In: Journal of Banking & Finance.
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