Ronald J. Balvers : Citation Profile


Are you Ronald J. Balvers?

McMaster University

12

H index

12

i10 index

586

Citations

RESEARCH PRODUCTION:

31

Articles

9

Papers

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 20
   Journals where Ronald J. Balvers has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 18 (2.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba211
   Updated: 2020-09-26    RAS profile: 2020-02-05    
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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:

Wieland, Volker (15)

Kim, Hyeongwoo (13)

Williams, John (10)

Huang, Dayong (9)

Wong, Wing-Keung (9)

Malin, Mirela (8)

Bornholt, Graham (7)

Guidolin, Massimo (7)

mirman, leonard (7)

Santugini, Marc (7)

McAleer, Michael (6)

Cites to:

Fama, Eugene (15)

French, Kenneth (15)

Shanken, Jay (13)

Stockman, Alan (7)

Cochrane, John (7)

Huang, Dayong (7)

Mark, Nelson (7)

Summers, Lawrence (7)

Quiggin, John (6)

Campbell, John (6)

Zhou, Guofu (6)

Main data


Where Ronald J. Balvers has published?


Journals with more than one article published# docs
Economic Inquiry4
Journal of Economic Dynamics and Control3
Journal of International Money and Finance3
Journal of Banking & Finance2
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 (2020 and 2019)


YearTitle of citing document
2019Empirical investigation of state-of-the-art mean reversion strategies for equity markets. (2019). Moon, Byung-Ro ; Kim, Yong-Hyuk. In: Papers. RePEc:arx:papers:1909.04327.

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

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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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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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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Sustainable Investing in Equilibrium. (2019). Taylor, Lucian ; Stambaugh, Robert F ; Pastor, Lubo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14171.

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2019Institutional investors and corporate social responsibility. (2019). Varma, Abhishek ; Sulaeman, Johan ; Nofsinger, John R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:700-725.

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2019Consumption-portfolio choice with preferences for cash. (2019). Kraft, Holger ; Weiss, Farina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:40-59.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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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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2019Product market competition and earnings exposure to productivity shocks. (2019). Abdoh, Hussein . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:31-34.

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2019Pricing sin stocks: Ethical preference vs. risk aversion. (2019). Gioffré, Alessandro ; Curatola, Giuliano ; Colonnello, Stefano ; Gioffre, Alessandro. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:69-100.

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2019The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies. (2019). Chen, Ruiyuan ; Boubakri, Narjess ; Li, Xinming ; Guedhami, Omrane. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:210-224.

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2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

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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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2019Price range and the cross-section of expected country and industry returns. (2019). Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:174-189.

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2019Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors. (2019). Li, Bin ; Shi, QI. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:125-128.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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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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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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2019Listing strategies and housing busts: Cutting loss or cutting list price?. (2019). van der Vlist, Arno J ; Liu, Xiaolong. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:102-117.

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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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2019Non-macro-based Google searches, uncertainty, and real economic activity. (2019). Gerotto, Luca ; Donadelli, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:111-142.

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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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2019On the role of speed adaptation and spacing indifference in traffic instability: Evidence from car-following experiments and its stochastic model. (2019). Jia, Bin ; Gao, Zi-You ; Jiang, Rui ; Treiber, Martin ; Zhang, H M ; Tian, Junfang. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:129:y:2019:i:c:p:334-350.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2019Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies. (2019). Tabak, Benjamin ; Silva, Thiago ; Ferreira, Idamar Magalhes. In: Complexity. RePEc:hin:complx:4325125.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model. (2019). Wang, Shujing ; Li, Haitao ; Rica, E. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:8:p:3585-3604.

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2019Momentum and reversal in financial markets with persistent heterogeneity. (2019). Giachini, Daniele ; Dindo, Pietro ; Bottazzi, Giulio. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:4:d:10.1007_s10436-019-00353-0.

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2019Can Variations in Temperature Explain the Systemic Risk of European Firms?. (2019). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:4:d:10.1007_s10640-019-00385-0.

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2020Portfolio creation using artificial neural networks and classification probabilities: a Canadian study. (2020). Comeau, Jules ; Morris, Tania. 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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2019Corporate Culture and Investment–Cash Flow Sensitivity. (2019). Jiang, Fuxiu ; Shi, Beibei ; Nofsinger, John R ; Ma, Yunbiao ; Kim, Kenneth A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:154:y:2019:i:2:d:10.1007_s10551-017-3444-3.

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2019Pricing and risk of swing contracts in natural gas markets. (2019). Kohrs, Hendrik ; Schuhmacher, Frank ; Auer, Benjamin R ; Muhlichen, Hermann. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9146-x.

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2020Why does stock-market investor sentiment influence corporate investment?. (2020). Hu, OU ; Du, Ding. 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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2019Understanding Macro and Asset Price Dynamics During the Climate Transition. (2019). Hitzemann, Steffen ; Gruning, Patrick ; Donadelli, Michael. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:18.

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2019Sustainable Investing in Equilibrium. (2019). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: NBER Working Papers. RePEc:nbr:nberwo:26549.

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2019Pricing Better. (2019). Bergen, Mark ; Levy, Daniel ; Wang, LI ; Ray, Sourav . In: MPRA Paper. RePEc:pra:mprapa:95596.

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2019Pricing Better. (2019). Bergen, Mark ; Levy, Daniel ; Wang, LI ; Ray, Sourav . In: MPRA Paper. RePEc:pra:mprapa:95654.

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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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2019Technology Shocks and Hours Revisited: Evidence from Household Data. (). Saijo, Hikaru. In: Review of Economic Dynamics. RePEc:red:issued:18-247.

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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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2019Temperature Volatility Risk. (2019). Jüppner, Marcus ; Schlag, Christian ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael. In: Working Papers. RePEc:ven:wpaper:2019:05.

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2019Derivatives pricing with liquidity risk. (2019). Ding, Shusheng ; Zhang, Yongmin ; Duygun, Meryem. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:11:p:1471-1485.

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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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paper1
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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article137
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
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article134
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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article13
2017Social Screens and Systematic Investor Boycott Risk In: Journal of Financial and Quantitative Analysis.
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article14
1990Actively Learning about Demand and the Dynamics of Price Adjustment. In: Economic Journal.
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article34
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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article2
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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article20
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
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article55
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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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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article7
2007Productivity-based asset pricing: Theory and evidence In: Journal of Financial Economics.
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article25
2005Productivity-Based Asset Pricing: Theory and Evidence.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 25
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1997Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence In: Journal of International Money and Finance.
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article16
2002Government expenditure and equilibrium real exchange rates In: Journal of International Money and Finance.
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article17
2014Currency risk premia and uncovered interest parity in the International CAPM In: Journal of International Money and Finance.
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article7
2002Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study In: Working Papers.
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paper0
1990Variability and the Duration of Search. In: International Economic Review.
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article7
1997Autocorrelated Returns and Optimal Intertemporal Portfolio Choice In: Management Science.
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article8
2016Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk? In: Journal of Business Ethics.
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article2
1992A Keynesian general equilibrium model with competitive firms and rational expectations In: Journal of Economics.
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article0
1988Money Supply Variability in a Macro Model of Monopolistic Competition. In: Economic Inquiry.
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article0
1992Factor Demand under Conditions of Product Demand and Supply Uncertainty. In: Economic Inquiry.
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article3
2000Precaution and Liquidity in the Demand for Housing. In: Economic Inquiry.
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article3
2004Time Preference and Life Cycle Consumption with Endogenous Survival In: Economic Inquiry.
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article5
1994Inflation Variability and Gradualist Monetary Policy In: Review of Economic Studies.
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article50
2000Exchange Rate Shocks and the Speed of Trade Price Adjustment In: Southern Economic Journal.
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article2
2017Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions In: Journal of Money, Credit and Banking.
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article1
2005Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems In: Working Papers.
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paper0
2009What Do Financial Markets Reveal about Global Warming? In: Working Papers.
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