Ronald J. Balvers : Citation Profile


Are you Ronald J. Balvers?

McMaster University

11

H index

11

i10 index

537

Citations

RESEARCH PRODUCTION:

31

Articles

9

Papers

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 18
   Journals where Ronald J. Balvers has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 17 (3.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba211
   Updated: 2019-09-14    RAS profile: 2018-03-27    
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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 (8)

Malin, Mirela (7)

Bornholt, Graham (7)

mirman, leonard (7)

Santugini, Marc (7)

Guidolin, Massimo (6)

Ellison, Martin (6)

Cites to:

French, Kenneth (14)

Fama, Eugene (14)

Shanken, Jay (13)

Summers, Lawrence (7)

Mark, Nelson (7)

Wu, Yangru (7)

Stockman, Alan (7)

Quiggin, John (6)

Campbell, John (6)

Huang, Dayong (6)

Cochrane, John (6)

Main data


Where Ronald J. Balvers has published?


Journals with more than one article published# docs
Economic Inquiry4
Journal of International Money and Finance3
Journal of Economic Dynamics and Control3
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 (2018 and 2017)


YearTitle of citing document
2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

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2017Spatial competition with demand uncertainty: A laboratory experiment. (2017). Turolla, Stéphane ; Bonein, Aurélie. In: Working Papers. RePEc:ags:inrasl:266260.

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2018An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2018Non†myopic portfolio choice with unpredictable returns: The jump†to†default case. (2018). Battauz, Anna ; Sbuelz, Alessandro. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:192-208.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Patro, Dilip ; Wu, Yangru ; Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248.

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2017The winner-loser effect in the Tunisian stock market: A multidimensional risk-based explanation. (2017). Boussaidi, Ramzi. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:3:p:178-189.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2018The promise and problems of price subsidization in social entrepreneurship. (2018). McMullen, Jeffery S ; Bergman, Brian J. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:4:p:609-621.

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2017Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355.

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2018Asset allocation with time series momentum and reversal. (2018). Li, Youwei ; He, Xuezhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457.

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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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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2018Size matters everywhere: Decomposing the small country and small industry premia. (2018). Umutlu, Mehmet ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:1-18.

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2018London calling: Nonlinear mean reversion across national stock markets. (2018). Kim, Hyeongwoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:265-277.

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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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2018Retail location competition under carbon penalty. (2018). Dilek, Hande ; Nadar, Emre ; Karaer, Ozgen. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:146-158.

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2018ARC algorithm: A novel approach to forecast and manage daily electrical maximum demand. (2018). Wu, Da-Chun ; Chen, Jie ; Razban, Ali ; Amini, Amin . In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:383-389.

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2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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2017Performance persistence of government bond factor premia. (2017). Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:182-189.

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2017Macroeconomic risk and seasonality in momentum profits. (2017). Martin, Spencer J ; Yao, Yaqiong ; Ji, Xiuqing . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:76-90.

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2018Fishing the Corporate Social Responsibility risk factors. (2018). Ciciretti, Rocco ; Becchetti, Leonardo ; Dalo, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:25-48.

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2017Emerging markets: Is the trend still your friend?. (2017). Conover, Mitchell C ; Szakmary, Andrew C ; Johnson, Robert R ; Jensen, Gerald R. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:128-148.

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2018Does higher openness cause more real exchange rate volatility?. (2018). Kubota, Megumi ; Calderon, Cesar. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:176-204.

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2018A structural model of productivity, uncertain demand, and export dynamics. (2018). Li, Shengyu. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:1-15.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2018A new risk factor based on equity duration. (2018). Mohrschladt, Hannes ; Nolte, Sven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:126-135.

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2018The power of positivity? The influence of positive psychological capital language on crowdfunding performance. (2018). Anglin, Aaron H ; Allison, Thomas H ; McKenny, Aaron F ; Stevenson, Regan M ; Drover, Will ; Short, Jeremy C. In: Journal of Business Venturing. RePEc:eee:jbvent:v:33:y:2018:i:4:p:470-492.

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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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2017Competitive Retailer Strategies for New Market Research, Entry and Positioning Decisions. (2017). Yang, Xiaodong ; Chen, Ying-Ju ; Cai, Gangshu. In: Journal of Retailing. RePEc:eee:jouret:v:93:y:2017:i:2:p:172-186.

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2018What is the cost of faith? An empirical investigation of Islamic purification. (2018). Hutchinson, Mark C ; O'Brien, John ; Mulcahy, Mark. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

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2017The long-run relationship between precious metal prices and the business cycle. (2017). Kucher, Oleg ; McCoskey, Suzanne . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:263-275.

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2017Momentum in strategic asset allocation. (2017). Wu, Hui ; Yue, Shengjie ; Ma, Chaoqun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:115-127.

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2017Conditional asset pricing in international equity markets. (2017). Huynh, Thanh D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:168-189.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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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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2018Country Risk and Expected Returns Across Global Equity Markets. (2018). Zaremba, Adam. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:4:p:374-398.

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2018Alpha Beta Risk and Stock Returns—A Decomposition Analysis of Idiosyncratic Volatility with Conditional Models. (2018). Fu, Chengbo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:124-:d:178727.

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2018Dynamically Controlled Length of Training Data for Sustainable Portfolio Selection. (2018). Raudys, Sarunas ; Pabarskaite, Zidrina. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1911-:d:151260.

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2017Divesting Fossil Fuels. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan. In: Research Report. RePEc:gro:rugsom:17001-eef.

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2018Volatility Estimation and Jump Detection for drift-diffusion Processes. (2018). Shi, Shuping ; Laurent, Sebastien. In: Working Papers. RePEc:hal:wpaper:halshs-01944449.

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2017Strong and Weak Price Momentum Components: Evidence from 10 Arabic Market Indices. (2017). Gharaibeh, Omar . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:1:p:151-161.

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2017Analysis of the Relationships between Financing and Value of Companies in Tehran Stock Exchange. (2017). Hajian, Mahdi ; SEPEHRI, Fatemeh ; Oghbaee, Fatemeh . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:3:p:24-37.

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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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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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2018The pricing of common exchange rate factors in the U.S. equity market. (2018). Du, Ding. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0646-9.

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2017The Impact of Attention to News about Tax Changes on the Stock Market. (2017). Stejskalova, Jolana. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065062113.

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2017The Investment CAPM. (2017). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:23226.

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2017The economic effects of labour immigration in developing countries: A literature review. (2017). Böhme, Marcus ; Kups, Sarah ; Bohme, Markus H. In: OECD Development Centre Working Papers. RePEc:oec:devaaa:335-en.

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2018Adding-Up Problem and Wage–Productivity Gap in Exports of Developing Countries: A Source of the Middle-Income Trap. (2018). Lee, Keun ; Ramanayake, Sanika Sulochani. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:30:y:2018:i:5:d:10.1057_s41287-017-0124-1.

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2017Divesting Fossil Fuels: The Implications for Investment Portfolios. (2017). Trinks, Arjan ; Scholtens, Bert ; Mulder, Machiel ; Dam, Lammertjan. In: MPRA Paper. RePEc:pra:mprapa:76383.

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2018Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888.

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

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

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2017Spatial competition with demand uncertainty: A laboratory experiment. (2017). Turolla, Stéphane ; Bonein, Aurélie. In: Working Papers SMART - LERECO. RePEc:rae:wpaper:201712.

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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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2018Asset Prices and Climate Policy. (2018). Rezai, Armon ; Karp, Larry. In: 2018 Meeting Papers. RePEc:red:sed018:595.

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2018Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets. (2018). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2078-z.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/04.

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2017The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:10:y:2017:i:1:p:88-106.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: Working Papers. RePEc:ven:wpaper:2018:03.

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

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2017Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market. (2017). Schasfoort, Joeri ; Stockermans, Christopher. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201763.

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2017Pricing sin stocks: Ethical preference vs. risk aversion. (2017). Gioffré, Alessandro ; Colonnello, Stefano ; Gioffre, Alessandro ; Curatola, Giuliano. In: IWH Discussion Papers. RePEc:zbw:iwhdps:202017.

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2017Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, Max ; Juppner, Marcus. In: SAFE Working Paper Series. RePEc:zbw:safewp:177.

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2017Consumption-Portfolio Choice with Preferences for Cash. (2017). Kraft, Holger ; Weiss, Farina. In: SAFE Working Paper Series. RePEc:zbw:safewp:181.

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2018Pricing sin stocks: Ethical preference vs. risk aversion. (2018). Gioffré, Alessandro ; Colonnello, Stefano ; Gioffre, Alessandro ; Curatola, Giuliano. In: SAFE Working Paper Series. RePEc:zbw:safewp:216.

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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.
[Citation analysis]
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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article128
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
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article124
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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article7
1990Actively Learning about Demand and the Dynamics of Price Adjustment. In: Economic Journal.
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article32
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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article19
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
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article46
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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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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article4
2007Productivity-based asset pricing: Theory and evidence In: Journal of Financial Economics.
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article20
2005Productivity-Based Asset Pricing: Theory and Evidence.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 20
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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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article6
2002Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study In: Working Papers.
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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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article7
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.
[Citation analysis]
article3
2000Precaution and Liquidity in the Demand for Housing. In: Economic Inquiry.
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article2
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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article51
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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article0
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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paper0

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