Kenneth A. Froot : Citation Profile

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

39

H index

59

i10 index

9385

Citations

RESEARCH PRODUCTION:

43

Articles

73

Papers

4

Books

12

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   37 years (1985 - 2022). See details.
   Cites by year: 253
   Journals where Kenneth A. Froot has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 43 (0.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr60
   Updated: 2025-04-19    RAS profile: 2024-03-06    
   Missing citations? Add them    Incorrect content? Let us know

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 (75)

MacDonald, Ronald (72)

Chinn, Menzie (71)

Hommes, Cars (58)

Taylor, Mark (56)

Verschoor, Willem (54)

Engel, Charles (50)

Menkhoff, Lukas (49)

Sarno, Lucio (46)

Cummins, John (46)

Dionne, Georges (44)

Cites to:

Campbell, John (28)

Frankel, Jeffrey (27)

Shleifer, Andrei (25)

Engel, Charles (17)

Stein, Jeremy (16)

Clarida, Richard (13)

Summers, Lawrence (13)

Shiller, Robert (12)

Meese, Richard (10)

Stulz, René (9)

Mankiw, N. Gregory (9)

Main data

Production by document typechapterpaperarticlebook19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025202620270200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202205001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 39Most cited documents123456789101112131415161718192021222324252627282930313233343536373839404105001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040204060h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Kenneth A. Froot has published?

Journals with more than one article published# docs
Journal of Financial Economics5
American Economic Review4
Journal of International Economics3
Journal of Finance3
Journal of Applied Corporate Finance3
Annals of Economics and Finance2
The Review of Financial Studies2
Journal of Financial and Quantitative Analysis2
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
Working Paper / Harvard University OpenScholar2

Recent works citing Kenneth A. Froot (2027 and 2026)

Year  ↓Title of citing document  ↓
2024Multi-Asset Bubbles Equilibrium Price Dynamics. (2022). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468.

Full description at Econpapers || Download paper

2025Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461.

Full description at Econpapers || Download paper

2025Integration of Food Markets in Mexico. (2025). Nez, Hctor M. In: Working Papers. RePEc:bdm:wpaper:2025-01.

Full description at Econpapers || Download paper

2024The monetary policy trilemma from the perspective of European integration. (2024). Tomat, Gian Maria. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12231.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Corporate cash holdings and industry risk. (2024). Lee, Jinsook. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:435-470.

Full description at Econpapers || Download paper

2024Insurers climate change risk management quality and natural disasters. (2024). Scharner, Philipp ; Fritzsch, Simon ; Berrystlzle, Thomas R ; Weiss, Gregor. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:263-298.

Full description at Econpapers || Download paper

2024A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Xiao, Feng ; Gao, Yijia ; He, Chaolin ; Khan, Yasir ; Tang, Liangling. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87.

Full description at Econpapers || Download paper

2024Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi ; Tanigawa, Yasuhiko. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396.

Full description at Econpapers || Download paper

2024ANALYSIS OF INFLUENCES ON PERFORMANCE AND RISKS IN THE ROMANIAN PRINTING INDUSTRY. (2024). Dumitru, Cinciulescu. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:6i:p:115-123.

Full description at Econpapers || Download paper

2024Interest Rate Risk in Banking. (2024). Krishnamurthy, Arvind ; Demarzo, Peter ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581.

Full description at Econpapers || Download paper

2024How does currency risk impact firms? New evidence from bank loan contracts. (2024). Hunter, Delroy M ; Francis, Bill B ; Bergbrant, Mikael C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x.

Full description at Econpapers || Download paper

2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

Full description at Econpapers || Download paper

2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

Full description at Econpapers || Download paper

2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

Full description at Econpapers || Download paper

2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

Full description at Econpapers || Download paper

2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

Full description at Econpapers || Download paper

2024Tail risks and private equity performance. (2024). Markarian, Garen ; Kurtovi, Hrvoje. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

Full description at Econpapers || Download paper

2024Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x.

Full description at Econpapers || Download paper

2024Long-term issues with the Energy-Only Market design in the context of deep decarbonization. (2024). Saguan, Marcelo ; Quemin, Simon ; Petitet, Marie ; Lebeau, Alexis. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001269.

Full description at Econpapers || Download paper

2024The Black Swan problem: The role of capital, liquidity and operating flexibility. (2024). Marinelli, Nicoletta ; Jankensgrd, Hkan ; Christie, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005409.

Full description at Econpapers || Download paper

2024Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

Full description at Econpapers || Download paper

2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

Full description at Econpapers || Download paper

2024Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

Full description at Econpapers || Download paper

2024Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665.

Full description at Econpapers || Download paper

2024Over-hedging in the shadow of weaker litigation threat. (2024). Freund, Steven ; Luu, Nguyen H ; Nguyen, Hien T ; Phan, Hieu V. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011516.

Full description at Econpapers || Download paper

2024Intra-African migration and the real exchange rate. (2024). Tien, Morel. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000490.

Full description at Econpapers || Download paper

2024Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495.

Full description at Econpapers || Download paper

2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

Full description at Econpapers || Download paper

2024When gambling for resurrection is too risky. (2024). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000451.

Full description at Econpapers || Download paper

2024Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x.

Full description at Econpapers || Download paper

2024Scalability, venture capital availability, and unicorns: Evidence from the valuation and timing of IPOs. (2024). You, Jingya ; Somaya, Deepak. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000599.

Full description at Econpapers || Download paper

2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

Full description at Econpapers || Download paper

2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

Full description at Econpapers || Download paper

2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

Full description at Econpapers || Download paper

2024Collateral requirements and corporate policy decisions. (2024). Stahl, Jrg R ; Biguri, Kizkitza. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000329.

Full description at Econpapers || Download paper

2024Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894.

Full description at Econpapers || Download paper

2024Adjusting toward long-run purchasing power parity. (2024). Ong, Kian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001918.

Full description at Econpapers || Download paper

2024The bright side of staggered boards: Evidence from labor investment efficiency. (2024). Do, Trung K ; Huang, Henry Hongren ; Le, Anh-Tuan. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:3:s1815566924000390.

Full description at Econpapers || Download paper

2024Profitability of technical trading rules in the Chinese stock market. (2024). Xu, Jin ; Wang, Zixuan ; Chuang, Hui-Ching. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000295.

Full description at Econpapers || Download paper

2024Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373.

Full description at Econpapers || Download paper

2024Hedging global currency risk: A dynamic machine learning approach. (2024). Pagnottoni, Paolo ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576.

Full description at Econpapers || Download paper

2024Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103.

Full description at Econpapers || Download paper

2024Strategic interactions and the sensitivity of cash savings to stock price. (2024). Zhang, Rongrong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000735.

Full description at Econpapers || Download paper

2024Information disclosure by industry and the cost of equity: Evidence from a quasi-natural experiment in China. (2024). Huang, Hao ; Zhao, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:196-212.

Full description at Econpapers || Download paper

2024External financing, corporate governance and the value of cash holdings. (2024). Tut, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:156-179.

Full description at Econpapers || Download paper

2024Performance of financial hedging and earnings management under diverse corporate information quality. (2024). Shiah-Hou, Shin-Rong ; Chang, Feng-Yi ; Hsin, Chin-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:782-810.

Full description at Econpapers || Download paper

2024Do corporate hedge theories explain the natural hedge strategies of firms? A meta-analytic review. (2024). Rajendran, Madhumathi ; Saharan, Anureet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003381.

Full description at Econpapers || Download paper

2024Socio-economic issues and bank stability: The moderating role of competition. (2024). Akbar, Syed Waqar ; Ijaz, Muhammad Shahzad ; Arshad, Imran ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002423.

Full description at Econpapers || Download paper

2024Central banks and the absorption of international shocks (1891-2019). (2024). Monnet, Eric ; Morys, Matthias ; Bazot, Guillaume. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04778323.

Full description at Econpapers || Download paper

2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

Full description at Econpapers || Download paper

2024Foreign Institutional Ownership and Firm Value: Evidence of “Locust Foreign Capital” in Brazil. (2024). Pestana, Pedro Cesar ; Maganini, Natalia Diniz ; Sheng, Hsia Hua ; Caixe, Daniel Ferreira. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:2:p:310-327.

Full description at Econpapers || Download paper

2024Bank Competition and Strategic Adaptation to Climate Change. (2024). Phan, Toan ; Olson, Luke M ; Kim, Dasol. In: Working Papers. RePEc:ofr:wpaper:24-03.

Full description at Econpapers || Download paper

2024Financial Hedging and Optimal Currency of Invoicing. (2024). Xie, Oliver. In: SocArXiv. RePEc:osf:socarx:v8zdk_v1.

Full description at Econpapers || Download paper

2024Do Nonfinancial Firms Use Financial Assets to Take Risk?. (2024). Duchin, Ran ; Chen, Zhiyao. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:1-37..

Full description at Econpapers || Download paper

2024Transition climate risks and corporate risky asset holdings: evidence from US firms. (2024). Apergis, Nicholas. In: Economics and Business Letters. RePEc:ove:journl:aid:21321.

Full description at Econpapers || Download paper

2025Explaining the Great Moderation Exchange Rate Volatility Puzzle. (2025). Tang, Jenny ; Stavrakeva, Vania. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:1:d:10.1057_s41308-024-00264-9.

Full description at Econpapers || Download paper

2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

Full description at Econpapers || Download paper

2024Foreign exchange developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123014.

Full description at Econpapers || Download paper

2024The Impact of Hedge Accounting on a Firm Market Value. (2024). Iperov, Lenka. In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2024:y:2024:i:1:id:284:p:21-37.

Full description at Econpapers || Download paper

2024Effect of Exchange Rate Volatility on Exports: An Empirical Analysis of Disaggregated Data of the Indian Manufacturing Sector. (2024). Bhatt, K N. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:244-268.

Full description at Econpapers || Download paper

2024Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior. (2024). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:3:d:10.1007_s10479-023-05497-x.

Full description at Econpapers || Download paper

2024Does climate policy uncertainty really affect corporate financialization?. (2024). Ren, Xiaohang ; Li, Weichen ; Duan, Kun ; Zhang, Xinru. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-023-02905-x.

Full description at Econpapers || Download paper

2025Spatial analysis of speculation in the US housing market. (2025). Mamkhezri, Jamal ; Amani, Ramin ; Manochehri, Salaheddin. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00439-4.

Full description at Econpapers || Download paper

2024Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8.

Full description at Econpapers || Download paper

2024Animal spirits, bankruptcies, and monetary policy effectiveness in a hybrid macroeconomic agent-based financial accelerator model. (2024). Bazzana, Davide. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:1:d:10.1007_s00191-024-00856-8.

Full description at Econpapers || Download paper

2024Management of Global Value Chains and Risk: An Application to Emerging Markets. (2024). Grosse, Robert ; Kalala, Seraphin ; Wocke, Albert. In: Management International Review. RePEc:spr:manint:v:64:y:2024:i:6:d:10.1007_s11575-024-00555-3.

Full description at Econpapers || Download paper

2024Beyond the public universal health insurance system: The effect of population aging on insurer’s responses. (2024). Sugano, Saki ; Yuda, Michio. In: TUPD Discussion Papers. RePEc:toh:tupdaa:58.

Full description at Econpapers || Download paper

2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

Full description at Econpapers || Download paper

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

Kenneth A. Froot has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Kenneth A. Froot:

Year  ↓Title  ↓Type  ↓Cited  ↓
1987Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations. In: American Economic Review.
[Full Text][Citation analysis]		article495
1989Exchange Rate Pass-Through When Market Share Matters. In: American Economic Review.
[Full Text][Citation analysis]		article359
1988Exchange Rate Pass-Through When Market Share Matters.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 359		paper
1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market. In: American Economic Review.
[Full Text][Citation analysis]		article307
1991Intrinsic Bubbles: The Case of Stock Prices. In: American Economic Review.
[Full Text][Citation analysis]		article323
1989Intrinsic Bubbles: The Case of Stock Prices.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 323		paper
1990Foreign Exchange. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article462
1998A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article11
1992SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article70
1991Shareholder Trading Practices and Corporate Investment Horizons.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
1994A FRAMEWORK FOR RISK MANAGEMENT In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article52
1992 Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. In: Journal of Finance.
[Full Text][Citation analysis]		article457
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 nother version. Agregated cites: 457		paper
1993 Risk Management: Coordinating Corporate Investment and Financing Policies. In: Journal of Finance.
[Full Text][Citation analysis]		article1168
1992Risk Management: Coordinating Corporate Investment and Financing Policies.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1168		paper
2005Currency Returns, Intrinsic Value, and Institutional‐Investor Flows In: Journal of Finance.
[Full Text][Citation analysis]		article118
2007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article60
2003Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		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]		article11
1999The Evolving Market for Catastrophic Event Risk.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper2
1986Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper2
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]		paper6
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]		paper1
1986Three Essays Using Survey Data on Exchange Rate Expectations In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper1
1988Forward Discount Bias: Is It an Exchange Risk Premium? In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper1
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]		paper5
1991Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper148
1991Exchange-rate dynamics under stochastic regime shifts : A unified approach.(1991) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		article
1989Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		paper
2019Currency Hedging Over Long Horizons In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article59
1993Currency Hedging over Long Horizons.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2019The Law of One Price Over 700 Years In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article130
1995The Law of One Price Over 700 Years.(1995) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 130		paper
2001The Law of One Price Over 700 Years.(2001) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		paper
1995The Law of One Price Over 700 Years.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		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]		article179
2008Style Investing and Institutional Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article53
1991Stochastic Process Switching: Some Simple Solutions. In: Econometrica.
[Full Text][Citation analysis]		article59
1989Stochastic Process Switching: Some Simple Solutions.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		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 nother 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 nother 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 nother version. Agregated cites: 11		paper
1995Perspectives on PPP and long-run real exchange rates In: Handbook of International Economics.
[Full Text][Citation analysis]		chapter781
1994Perspectives on PPP and Long-Run Real Exchange Rates.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 781		paper
2027Perspectives on PPP and Long-Run Real Exchange Rates.(2027) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 781		paper
2008On the pricing of intermediated risks: Theory and application to catastrophe reinsurance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article65
1997On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		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 nother version. Agregated cites: 65		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]		article19
1998Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach In: Journal of Financial Economics.
[Full Text][Citation analysis]		article348
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 nother version. Agregated cites: 348		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 nother version. Agregated cites: 348		paper
1999How are stock prices affected by the location of trade? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article220
1998How are Stock Prices Affected by the Location of Trade?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		paper
2001The portfolio flows of international investors In: Journal of Financial Economics.
[Full Text][Citation analysis]		article444
1998The Portfolio Flows of International Investors, I.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 444		paper
2001The market for catastrophe risk: a clinical examination In: Journal of Financial Economics.
[Full Text][Citation analysis]		article194
1999The Market for Catastrophe Risk: A Clinical Examination.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194		paper
2001The Market for Catastrophe Risk: A Clinical Examination.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194		paper
1989On the consistency of short-run and long-run exchange rate expectations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article53
1988On the Consistency of Short-run and Long-run Exchange Rate Expectations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		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]		article72
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 nother version. Agregated cites: 72		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 nother version. Agregated cites: 72		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 nother version. Agregated cites: 7		paper
1989Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief. In: International Economic Review.
[Full Text][Citation analysis]		article61
1988Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		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]		book130
1999The Financing of Catastrophe Risk In: NBER Books.
[Citation analysis]		book154
1991The EMS, the EMU, and the Transition to a Common Currency In: NBER Chapters.
[Full Text][Citation analysis]		chapter144
1991The EMS, the EMU, and the Transition to a Common Currency.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
The EMS, the EMU, and the Transition to a Common Currency.() In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
1994Introduction to The Transition in Eastern Europe, Volume 1 In: NBER Chapters.
[Full Text][Citation analysis]		chapter23
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 nother version. Agregated cites: 49		paper
1993Introduction to Foreign Direct Investment In: NBER Chapters.
[Full Text][Citation analysis]		chapter10
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 nother 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]		chapter39
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 nother 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]		paper10
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]		paper222
1986The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
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]		paper614
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 nother version. Agregated cites: 614		article
1990Short Rates and Expected Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper38
1990Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper56
1991Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market..(1991) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 56		paper
1990New Trading Practices and Short-run Market Efficiency In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
1995New trading practices and short‐run market efficiency.(1995) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
1991Japanese Foreign Direct Investment In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
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 nother version. Agregated cites: 7		paper
1997The Limited Financing of Catastrophe Risk: An Overview In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
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 nother version. Agregated cites: 5		article
2001The Information Content of International Portfolio Flows In: NBER Working Papers.
[Full Text][Citation analysis]		paper61
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 nother version. Agregated cites: 30		paper
1989Forward Discount Bias: Is it an Exchange Risk Premium? In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article360
1988Forward Discount Bias: Is It an Exchange Risk Premium?.(1988) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 360		paper
2008Institutional Portfolio Flows and International Investments In: The Review of Financial Studies.
[Full Text][Citation analysis]		article100
2022Competition Links and Stock Returns In: The Review of Financial Studies.
[Full Text][Citation analysis]		article1
1986Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists. In: Economics Working Papers.
[Citation analysis]		paper8
1986Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations. In: Economics Working Papers.
[Citation analysis]		paper0
1986Three Essays Using Survey Data on Exchange Rate Expectations. In: Economics Working Papers.
[Full Text][Citation analysis]		paper1
1987Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt. In: Economics Working Papers.
[Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team