Kenneth A. Froot : Citation Profile


Are you Kenneth A. Froot?

Harvard University (50% share)
National Bureau of Economic Research (NBER) (50% share)

38

H index

55

i10 index

8791

Citations

RESEARCH PRODUCTION:

42

Articles

72

Papers

4

Books

12

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   34 years (1985 - 2019). See details.
   Cites by year: 258
   Journals where Kenneth A. Froot has often published
   Relations with other researchers
   Recent citing documents: 410.    Total self citations: 43 (0.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr60
   Updated: 2023-01-28    RAS profile: 2021-11-06    
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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 Kenneth A. Froot.

Is cited by:

Frankel, Jeffrey (73)

MacDonald, Ronald (72)

Chinn, Menzie (70)

Taylor, Mark (55)

Hommes, Cars (55)

Engel, Charles (50)

Verschoor, Willem (49)

Menkhoff, Lukas (48)

Sarno, Lucio (46)

Cummins, John (46)

Wolff, Christian (43)

Cites to:

Campbell, John (25)

Shleifer, Andrei (22)

Frankel, Jeffrey (21)

Stein, Jeremy (16)

Shiller, Robert (12)

Engel, Charles (12)

Summers, Lawrence (11)

Clarida, Richard (10)

Mankiw, N. Gregory (9)

Stulz, René (9)

Lee, Charles (9)

Main data


Where Kenneth A. Froot has published?


Journals with more than one article published# docs
Journal of Financial Economics5
American Economic Review4
Journal of Applied Corporate Finance3
Journal of Finance3
Journal of International Economics3
Journal of Financial and Quantitative Analysis2
Annals of Economics and Finance2
Risk Management and Insurance Review2
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc49
Economics Working Papers / University of California at Berkeley7
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley7

Recent works citing Kenneth A. Froot (2022 and 2021)


YearTitle of citing document
2022Advertising Arbitrage. (2022). Pagano, Marco ; Kovbasyuk, Sergey. In: Working Papers. RePEc:abo:neswpt:w0287.

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2021What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232.

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2022Reinsurance – an efficient solution of catastrophe risk transfer for the housing stock of Romania. (2022). Radu, Nicoleta. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:139-150.

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2021Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19. (2021). Savona, Roberto ; Colturato, Michele ; Bazzana, Davide. In: FEEM Working Papers. RePEc:ags:feemwp:314928.

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2022A Study on Revenue Insurance Buying for Custard Apple in Taiwan: Perspectives from Prospect Theory and Ambiguity Preference. (2022). Lu, Richard ; Yang, Min-Hsien. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:321779.

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2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform. (2021). Belmonte, Alessandro ; Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola. In: Papers. RePEc:arx:papers:2109.10958.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives. (2022). Dixon, Matthew ; Chatterjee, Arpita ; Domfeh, Dixon. In: Papers. RePEc:arx:papers:2205.04520.

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2022Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

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2022Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2021Does COVID-19 Drive Stock Price Bubbles in Medical Mask?. (2021). Su, Chi-Wei ; Xiao, Yidong ; Li, Zheng Zheng. In: Asian Economics Letters. RePEc:ayb:jrnael:37.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2022Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565.

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2022Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22.

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2021Population aging, relative prices and capital flows across the globe. (2021). Papetti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1333_21.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2022Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:22-05.

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2021Asset managers, market liquidity and bank regulation. (2021). Tarashev, Nikola ; Huang, Wenqian ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:933.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Foreign Currency Debt and Exchange Rate Pass-Through. (2022). Mukhin, Dmitry ; Egorov, Konstantin ; Burova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps93.

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2021Firm life cycle and debt maturity structure: evidence from China. (2021). Xu, Longbing ; Zhang, Xiaofei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:937-976.

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2021Follow friends to invest: evidence from the information role of weak ties. (2021). Zhang, Yanan ; Yuan, Chun ; Xiao, Tusheng ; Geng, Chunxiao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:5999-6035.

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2021Media attention to locations and the cross?section of stock returns. (2021). Zhang, Xueyong ; Tang, Guomei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2301-2336.

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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2022Product market fluidity and religious constraints: evidence from the US market. (2022). Hasanov, Akram Shavkatovich ; Azmi, Wajahat ; Mohamad, Shamsher ; Anwer, Zaheer. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1761-1817.

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2021Impact of exchange rate and exchange rate volatility on foreign direct investment inflow for Mauritius: A dynamic time series approach. (2021). Sookia, Noor ; Seetanah, Boopen ; Moraghen, Warren. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:581-591.

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2022Corporate Environmental Performance and Financial Distress: Evidence from Australia. (2022). Li, Zhongtian ; Jia, Jing. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:2:p:188-200.

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2022Market structure and exchange rate pass?through in the Turkish manufacturing industry: Evidence from sectoral data. (2022). Ifti, Muhsin ; Kal, Suleyman Hilmi. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:995-1016.

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2021COVID?19 and food processing in Canada. (2021). Hailu, Getu. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:2:p:177-187.

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2021FINANCIAL AND INSURANCE SERVICES TRADE: DOES EXCHANGE RATE OR INCOME MATTER?. (2021). Cheng, Ka Ming. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:494-509.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2021Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084.

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2022Economic forecasts, anchoring bias, and stock returns. (2022). Yu, Han ; Dutta, Sandip ; Birz, Gene. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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2022Industry tournament incentives and corporate hedging policies. (2022). Tuncez, Ahmet M ; Nart, Ahmet ; Lonare, Gunratan. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:399-453.

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2022Does dividend policy affect sales growth in product markets? Evidence from the 2003 dividend tax cut. (2022). Ho, Joon ; Chino, Atsushi. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:539-571.

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2021Different ways of managing risk as reported in 10?Ks: A supervised learning approach. (2021). Seiler, Thomas ; Friberg, Richard. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:773-792.

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2021Business Strategy and Labor Investment Efficiency. (2021). Hasan, Mostafa M ; Habib, Ahsan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:58-96.

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2021Behavioral heterogeneity in return expectations across equity style portfolios. (2021). Stork, Philip ; Vidojevic, Milan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250.

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2021Risk Capital: Theory and Applications. (2021). Read, James A ; Myers, Stewart C ; Erel, Isil. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:33:y:2021:i:1:p:8-21.

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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2022High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107.

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2021Foreign Safe Asset Demand and the Dollar Exchange Rate. (2021). KRISHNAMURTHY, ARVIND ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1049-1089.

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2021Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1091-1143.

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2021Dont Take Their Word for It: The Misclassification of Bond Mutual Funds. (2021). Gurun, Umit G ; Cohen, Lauren ; Chen, Huaizhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1699-1730.

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2022How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums. (2022). Ge, Shan. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:449-503.

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2022The Fragility of Market Risk Insurance. (2022). Yogo, Motohiro. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:815-862.

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2021The Firm Next Door: Using Satellite Images to Study Local Information Advantage. (2021). Forester, Yu Ting ; Sticelawrence, Lorien ; Kang, Jung Koo. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:2:p:713-750.

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2021Paying for expertise: The effect of experience on insurance demand. (2021). Wunder, Kenny ; Leverty, James Tyler ; Anand, Vaibhav . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:727-756.

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2021Insurability of pandemic risks. (2021). Kartasheva, Anastasia ; Guxha, Danjela ; Grundl, Helmut ; Schmeiser, Hato. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:863-902.

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2022Asymmetric information and insurance cycles. (2022). Garven, James R ; Dicks, David L. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:449-474.

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2022Cyber risk management in the US banking and insurance industry: A textual and empirical analysis of determinants and value. (2022). Schubert, Madeline ; Gatzert, Nadine. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:725-763.

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2021Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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2021Effects of cross?border capital flows on stock returns of dual?listed firms in mainland China and Hong Kong: Evidence from a natural experiment. (2021). Yang, Zhenyu ; Lin, Jiada ; Wu, Jia ; Dong, Luo. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:2:p:212-240.

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2021Macroeconomic, institutional, and sectoral determinants of outward foreign direct investment: Evidence from Japan. (2021). Chiappini, Raphaël ; Viaud, Franois. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:3:p:404-433.

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2021A Cost?Sharing Mechanism for Multi?Country Partnerships in Disaster Preparedness. (2021). Laporte, Gilbert ; Rancourt, Marieeve ; Balcik, Burcu ; Rodriguezpereira, Jessica. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4541-4565.

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2021Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry. (2021). Corsten, Daniel ; Markou, Panos. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4635-4655.

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2021Operations?Finance Interface in Risk Management: Research Evolution and Opportunities. (2021). Huchzermeier, Arnd ; Zhao, Lima ; Wang, Jiao. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:2:p:355-389.

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2021Supporting Operations with Financial Hedging: Cash Hedging Vs. Cost Hedging in an Automotive Industry. (2021). Turcic, Danko ; Kouvelis, Panos. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:3:p:738-749.

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2021An Empirical Study of the Dynamic and Differential Effects of Prefunding. (2021). You, Weijia ; Fan, Ming ; Wei, Xiahua ; Tan, Yong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:5:p:1331-1349.

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2021The impact of conflict on the exchange rate of developing economies. (2021). Michail, Nektarios A. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:916-930.

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2022Market competition, exchange rate uncertainty, and foreign direct investment. (2022). Chen, Kunming ; Lin, Chiaching. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:405-422.

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2022Aid for Trade, export product diversification, and foreign direct investment. (2022). Gnangnon, Sena Kimm. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:534-561.

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2022Government spending and the exchange rate: Exploring this relationship in Mexico using a cointegrated system of equations. (2022). Sanchezvargas, Armando ; Cruz, Moritz. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:587-605.

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2021Policy uncertainty and foreign direct investment. (2021). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:195-227.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2021Testing the asymmetric effects of exchange rate pass?through in BRICS countries: Does the state of the economy matter?. (2021). Wohar, Mark ; USMAN, OJONUGWA ; Roubaud, David ; Balcilar, Mehmet. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:188-233.

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2021Foreign Direct Investment and Innovations: Transmission Dynamics of Persistent Demand and Technology Shocks in a Macro Model. (2021). Roeger, Werner. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei300.

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2021THE DETERMINANTS OF FOREIGN DIRECT INVESTMENT IN TRANSITION ECONOMIES. (2021). Almajid, Fedaa Abd. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:1:p:88-96.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2021Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027.

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2021All You Need Is Cash: Corporate Cash Holdings and Investment after the Global Financial Crisis. (2021). Van Horen, Neeltje ; Kneer, Christiane ; Joseph, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9053.

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2021On the Capital Structure of Foreign Subsidiaries: Evidence from a Panel Data Quantile Regression Model. (2021). Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9085.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9748.

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2022Negative Tax Incidence with Multiproduct Firms. (2022). Russo, Antonio ; D'Annunzio, Anna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9881.

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2022Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market. (2022). Melvin, Michael ; Giovanardi, Davide ; Franolic, Rob ; Barrios, Aldo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9921.

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15817.

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2021Efficiency or resiliency? Corporate choice between financial and operational hedging. (2021). Acharya, Viral ; Liu, Ping ; Amihud, Yakov ; Almeida, Heitor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15885.

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2022Trade War Risk and Valuations of Companies Listed Overseas: an Empirical Study on China Concept Stocks. (2022). Wei, Lijia ; Li, Song ; Peng, Yan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2022:v:23:i:1:pengliwei.

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2022The Value of Arbitrage. (2022). Parlatore, Cecilia ; Graves, Daniel ; Davila, Eduardo. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2322.

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2021TOQ Effects on the Romanian Foreign Exchange Market. (2021). Razvan, Stefanescu ; Ramona, Dumitriu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:246-253.

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2022Predicting the unpredictable: New experimental evidence on forecasting random walks. (2022). Riyanto, Yohanes ; Corgnet, Brice ; Bao, Te ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: ISER Discussion Paper. RePEc:dpr:wpaper:1181.

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2021Monetary policy and the stock market in the euro area. (2002). MORANA, CLAUDIO ; Cassola, N.. In: Working Paper Series. RePEc:ecb:ecbwps:20020119.

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2021The Impact of Real Exchange Rate Volatility on Foreign Direct Investment Inflows in Tunisia. (2021). Nafti, Sawssen ; Mrad, Fatma ; Boubker, Ahlem ; Hniya, Sakli. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-05-7.

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2021A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48.

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2021Do they recall their past? CEOs’ liquidity policies across firms as they switch jobs. (2021). Davaadorj, Zagdbazar ; Enkhtaivan, Bolortuya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s221463502100006x.

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2021Executives’ gender-diversity, education, and firm’s bankruptcy risk: Evidence from China. (2021). Okafor, Collins ; Cho, Eunho ; Zhang, Linmei ; Ujah, Nacasius. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000447.

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2021Exchange rate exposure and its determinants in China. (2021). Zhang, CE ; Liu, Junyi ; He, Qing. In: China Economic Review. RePEc:eee:chieco:v:65:y:2021:i:c:s1043951x20301760.

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2021Major shareholders’ trust and market risk: Substituting weak institutions with trust. (2021). Batten, Jonathan ; Aysan, Ahmet ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302285.

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2021Do state visits affect cross-border mergers and acquisitions?. (2021). Hao, Zhiwei ; Aleksanyan, Mark ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302443.

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2021Institutional investor distraction and earnings management. (2021). Martin-Flores, Jose M ; Garel, Alexandre ; Scott, Ayesha ; Petit-Romec, Arthur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302455.

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2021Financial analysts career concerns and the cost of private debt. (2021). HASAN, IFTEKHAR ; Zhao, Yijiang ; Wu, Qiang ; Liu, Liuling ; Francis, Bill. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303126.

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2021Institutional investment horizons, corporate governance, and credit ratings: International evidence. (2021). Guedhami, Omrane ; el Ghoul, Sadok ; Drobetz, Wolfgang ; Driss, Hamdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303187.

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2021Financial hedging and corporate investment. (2021). Zeng, Yeqin ; Chen, Zhong ; Alexandridis, George. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000079.

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2021Mandatory governance reform and corporate risk management. (2021). Hege, Ulrich ; Laing, Elaine ; Hutson, Elaine. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000560.

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2021Does the market understand the ex ante risk of expropriation by controlling shareholders?. (2021). Rau, Raghavendra ; Cheung, Yan-Leung ; Tan, Weiqiang ; Stouraitis, Aris. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000675.

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

Kenneth A. Froot has edited the books:


YearTitleTypeCited

Works by Kenneth A. Froot:


YearTitleTypeCited
1987Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations. In: American Economic Review.
[Full Text][Citation analysis]
article480
1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations.(1986) In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 480
paper
1989Exchange Rate Pass-Through When Market Share Matters. In: American Economic Review.
[Full Text][Citation analysis]
article346
1988Exchange Rate Pass-Through When Market Share Matters.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 346
paper
1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market. In: American Economic Review.
[Full Text][Citation analysis]
article283
1991Intrinsic Bubbles: The Case of Stock Prices. In: American Economic Review.
[Full Text][Citation analysis]
article304
1989Intrinsic Bubbles: The Case of Stock Prices.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 304
paper
1990Foreign Exchange. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article463
1998A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article10
1992SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article64
1991Shareholder Trading Practices and Corporate Investment Horizons.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
1994A FRAMEWORK FOR RISK MANAGEMENT In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article48
1992 Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. In: Journal of Finance.
[Full Text][Citation analysis]
article391
1990Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 391
paper
1993 Risk Management: Coordinating Corporate Investment and Financing Policies. In: Journal of Finance.
[Full Text][Citation analysis]
article1043
1992Risk Management: Coordinating Corporate Investment and Financing Policies.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1043
paper
2005Currency Returns, Intrinsic Value, and Institutional?Investor Flows In: Journal of Finance.
[Full Text][Citation analysis]
article108
2007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article51
2003Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2008The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article8
1999The Evolving Market for Catastrophic Event Risk In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article9
1999The Evolving Market for Catastrophic Event Risk.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
1986Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper2
1986Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations..(1986) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1986Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper8
1986Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists..(1986) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1990The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper7
1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1990The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1986Three Essays Using Survey Data on Exchange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper1
1986Three Essays Using Survey Data on Exchange Rate Expectations..(1986) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1988Forward Discount Bias: Is It an Exchange Risk Premium? In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper338
1989Forward Discount Bias: Is it an Exchange Risk Premium?.(1989) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 338
article
1988Forward Discount Bias: Is It an Exchange Risk Premium?.(1988) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 338
paper
1991Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
paper58
1990Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
1991Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market..(1991) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 58
paper
1991Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper144
1991Exchange-rate dynamics under stochastic regime shifts : A unified approach.(1991) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
article
1989Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
paper
2019Currency Hedging Over Long Horizons In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article56
1993Currency Hedging over Long Horizons.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2019The Law of One Price Over 700 Years In: Annals of Economics and Finance.
[Full Text][Citation analysis]
article122
1995The Law of One Price Over 700 Years.(1995) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 122
paper
2001The Law of One Price Over 700 Years.(2001) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
paper
1995The Law of One Price Over 700 Years.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
paper
1989Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article160
2008Style Investing and Institutional Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article46
1991Stochastic Process Switching: Some Simple Solutions. In: Econometrica.
[Full Text][Citation analysis]
article58
1989Stochastic Process Switching: Some Simple Solutions.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2002The persistence of emerging market equity flows In: Emerging Markets Review.
[Full Text][Citation analysis]
article10
2002The Persistence of Emerging Market Equity Flows.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1995Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article10
2004Decomposing the persistence of international equity flows In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2002Decomposing the Persistence of International Equity Flows.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1987How open is the U.S. economy? : R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 In: Journal of International Economics.
[Full Text][Citation analysis]
article0
1988Credibility, real interest rates, and the optimal speed of trade liberalization In: Journal of International Economics.
[Full Text][Citation analysis]
article11
1987Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1995Perspectives on PPP and long-run real exchange rates In: Handbook of International Economics.
[Full Text][Citation analysis]
chapter758
1994Perspectives on PPP and Long-Run Real Exchange Rates.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 758
paper
2008On the pricing of intermediated risks: Theory and application to catastrophe reinsurance In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article61
1997On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
1997On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2017What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article6
1998Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach In: Journal of Financial Economics.
[Full Text][Citation analysis]
article319
1996Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 319
paper
1996Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 319
paper
1999How are stock prices affected by the location of trade? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article203
1998How are Stock Prices Affected by the Location of Trade?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2001The portfolio flows of international investors In: Journal of Financial Economics.
[Full Text][Citation analysis]
article417
1998The Portfolio Flows of International Investors, I.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 417
paper
2001The market for catastrophe risk: a clinical examination In: Journal of Financial Economics.
[Full Text][Citation analysis]
article178
1999The Market for Catastrophe Risk: A Clinical Examination.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
paper
2001The Market for Catastrophe Risk: A Clinical Examination.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
paper
1989On the consistency of short-run and long-run exchange rate expectations In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article52
1988On the Consistency of Short-run and Long-run Exchange Rate Expectations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
1987Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article65
1986Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data.(1986) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
1987Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
1989Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez In: Estudios Económicos.
[Full Text][Citation analysis]
article0
2008Gestão do risco: coordenação dos investimentos corporativos e das políticas de financiamento In: RAE - Revista de Administração de Empresas.
[Full Text][Citation analysis]
article0
2001Bank capital and risk management: operational risks in context In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article1
1989Conditional mean-variance efficiency of the U.S. stock market In: Research Paper.
[Citation analysis]
paper7
1989Conditional Mean-Variance Efficiency of the U.S. Stock Market.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1989Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief. In: International Economic Review.
[Full Text][Citation analysis]
article59
1988Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
paper
1994The Transition in Eastern Europe, Volume 1, Country Studies In: NBER Books.
[Citation analysis]
book46
1994The Transition in Eastern Europe, Volume 2, Restructuring In: NBER Books.
[Citation analysis]
book34
1993Foreign Direct Investment In: NBER Books.
[Citation analysis]
book129
1999The Financing of Catastrophe Risk In: NBER Books.
[Citation analysis]
book147
1991The EMS, the EMU, and the Transition to a Common Currency In: NBER Chapters.
[Full Text][Citation analysis]
chapter137
1991The EMS, the EMU, and the Transition to a Common Currency.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137
paper
The EMS, the EMU, and the Transition to a Common Currency.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137
paper
1994Introduction to The Transition in Eastern Europe, Volume 1 In: NBER Chapters.
[Full Text][Citation analysis]
chapter24
1994International Experiences with Securities Transaction Taxes In: NBER Chapters.
[Full Text][Citation analysis]
chapter49
1993International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
1993Introduction to Foreign Direct Investment In: NBER Chapters.
[Full Text][Citation analysis]
chapter9
1994Foreign Direct Investment in Eastern Europe: Some Economic Considerations In: NBER Chapters.
[Full Text][Citation analysis]
chapter6
1990Multinational Corporations, Exchange Rates, and Direct Investment In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
1995The Tax Treatment of Interest and the Operations of U.S. Multinationals In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1995Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals In: NBER Chapters.
[Full Text][Citation analysis]
chapter24
1994Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
1993Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
1999Introduction to The Financing of Catastrophe Risk In: NBER Chapters.
[Full Text][Citation analysis]
chapter35
1999The Pricing of U.S. Catastrophe Reinsurance In: NBER Chapters.
[Full Text][Citation analysis]
chapter24
1997The Pricing of U.S. Catastrophe Reinsurance.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
1990Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper1
2003The Risk Tolerance of International Investors In: NBER Working Papers.
[Full Text][Citation analysis]
paper8
2004Equity Style Returns and Institutional Investor Flows In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations In: NBER Working Papers.
[Full Text][Citation analysis]
paper220
1986The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists In: NBER Working Papers.
[Full Text][Citation analysis]
paper43
1986Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations In: NBER Working Papers.
[Full Text][Citation analysis]
paper18
2016What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1987Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1987New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
1988LDC Debt: Forgiveness, Indexation, and Investment Incentives In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
1989Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach In: NBER Working Papers.
[Full Text][Citation analysis]
paper582
1991Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach.(1991) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 582
article
1990Short Rates and Expected Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper38
1990New Trading Practices and Short-run Market Efficiency In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
1995New trading practices and short?run market efficiency.(1995) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1991Japanese Foreign Direct Investment In: NBER Working Papers.
[Full Text][Citation analysis]
paper23
1997The Limited Financing of Catastrophe Risk: An Overview In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
2001The Pricing of Event Risks with Parameter Uncertainty In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2002The Pricing of Event Risks with Parameter Uncertainty.(2002) In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2001The Information Content of International Portfolio Flows In: NBER Working Papers.
[Full Text][Citation analysis]
paper60
2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals In: NBER Working Papers.
[Full Text][Citation analysis]
paper30
2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2008Institutional Portfolio Flows and International Investments In: Review of Financial Studies.
[Full Text][Citation analysis]
article85
1987Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt. In: Economics Working Papers.
[Citation analysis]
paper2

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