Rui Albuquerque : Citation Profile

Centre for Economic Policy Research (CEPR)
Boston University

15

H index

16

i10 index

996

Citations

RESEARCH PRODUCTION:

12

Articles

33

Papers

RESEARCH ACTIVITY:

   18 years (1997 - 2015). See details.
   Cites by year: 55
   Journals where Rui Albuquerque has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 20 (1.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal94
   Updated: 2025-04-12    RAS profile: 2023-05-04    
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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 Rui Albuquerque.

Is cited by:

Razin, Assaf (28)

Fratzscher, Marcel (16)

Tille, Cédric (13)

Kose, Ayhan (13)

Wei, Shang-Jin (13)

van Wincoop, Eric (12)

Ülkü, Numan (11)

Warnock, Francis (9)

Eichenbaum, Martin (9)

Miao, Jianjun (8)

Rey, Helene (8)

Cites to:

Harvey, Campbell (39)

Campbell, John (28)

Bekaert, Geert (23)

Stulz, René (16)

Froot, Kenneth (13)

Hamao, Yasushi (12)

Schneider, Martin (11)

Zhou, Guofu (11)

Cao, Huining (10)

Stein, Jeremy (10)

Hodrick, Robert (10)

Main data

Production by document typepaperarticle19971998199920002001200220032004200520062007200820092010201120122013201420150510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19971998199920002001200220032004200520062007200820092010201120122013201420150204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19971998199920002001200220032004200520062007200820092010201120122013201420150100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Rui Albuquerque has published?

Journals with more than one article published# docs
Journal of International Economics3
Journal of Financial Economics2
Journal of Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
International Finance / University Library of Munich, Germany5
NBER Working Papers / National Bureau of Economic Research, Inc4
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
2008 Meeting Papers / Society for Economic Dynamics2

Recent works citing Rui Albuquerque (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024The capital market consequences of stock market liberalisation: Evidence from Mainland‐Hong Kong Stock Connect Programs in China. (2024). Gao, Fang ; Fu, Renhui ; Zhao, YI. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3275-3299.

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2024Corporate inversion, cost of equity and ineffective tax reform. (2024). Hong, Liu ; Zhou, Tianpeng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3595-3622.

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2024.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024Corporate governance reforms, societal trust, and corporate financial policies. (2024). , Raymond ; Peter, Cephas Simon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001566.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Zhang, LU ; Wu, Zhengyu ; Li, Xiaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms. (2024). Liu, Chang ; Kim, Hye Seok ; Chung, Chune Young. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001845.

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2024The value of information in China’s connected market. (2024). Wang, Yuehan ; Chen, Keqi ; Zhu, Xiaoquan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000616.

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2024Country-level heterogeneity in foreign institutional investment horizons and firm value. (2024). Mian, Affan ; Rahim, Imad. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000127.

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2024Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024Is enterprise digital transformation beneficial to shareholders? Insights from the cost of equity capital. (2024). Wang, Yatong ; Zhang, Chenrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400036x.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2024Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China. (2024). Xu, Yimin ; Du, Anna Min ; Goodell, John W ; Mao, Rui ; Zhang, Jinhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006112.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Impact of using derivatives on stock market liquidity. (2024). Gupta, Aastha ; Chaudhry, Neeru. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001434.

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2024The value of say on pay. (2024). Kind, Axel ; Zaia, Johannes ; Poltera, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002255.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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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.

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2025Aspirational utility and investment behavior. (2025). Lee, Suk ; Giga, Aleksandar ; Aristidou, Andreas ; Zapatero, Fernando. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001934.

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2024Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335.

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2024FDI flows and sudden stops in small open economies. (2024). Villalvazo, Sergio. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000016.

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2024Do fiscal rules shape private-sector investment decisions?. (2024). Sawadogo, Rayangnewende Frans. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000326.

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2024Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy. (2024). Dietrich, Alexander M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000473.

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2024Multiple large shareholders and analyst activities. (2024). Shen, Yanyan ; Wang, Xue ; Jiang, Fuxiu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001938.

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2024Heterogeneity in the competition-cost of equity relation. (2024). Valery, Pascale ; Some, Hyacinthe Y. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004787.

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2024Institutional investors by nationality and long-term investor value appropriation. (2024). Song, Jun Myung ; Chung, Chune Young. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002799.

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2024Bayesian smoothing for time-varying extremal dependence. (2024). Avila, Julio ; de Carvalho, Miguel ; Lee, Junho ; Rua, Antnio. In: Working Papers. RePEc:ptu:wpaper:w202406.

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2024The ecological accountability reform and corporate investment efficiency: Evidence from a policy shock. (2024). Chen, Xiuying ; Gu, Xin ; Liu, Sheng. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:8:p:4176-4194.

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2024Inequality and the structure of countries’ external liabilities. (2024). Harms, Philipp ; Hoffmann, Mathias ; Kohl, Miriam ; Krahnke, Tobias. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:2:d:10.1007_s10290-023-00499-0.

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2024.

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Works by Rui Albuquerque:

Year  ↓Title  ↓Type  ↓Cited  ↓
2004International Equity Flows and Returns: A Quantitative Equilibrium Approach In: Staff Working Papers.
[Full Text][Citation analysis]		paper47
2005International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2004International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2005International equity flows and returns: a quantitative equilibrium approach.(2005) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2008Agency Conflicts, Investment, and Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article94
2005Agency Conflicts, Investment and Asset Pricing.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2007Agency Conflicts, Investment, and Asset Pricing.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2005Agency Conflicts, Investment, and Asset Pricing.(2005) In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2008Marketwide Private Information in Stocks: Forecasting Currency Returns In: Journal of Finance.
[Full Text][Citation analysis]		article33
2006Marketwide Private Information in Stocks: Forecasting Currency Returns.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2006CEO Power, Compensation, and Governance In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper3
2006CEO Power, Compensation and Governance.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2001Advance Information and Asset Prices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper21
2007Advance Information and Asset Prices.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2008Advance Information and Asset Prices.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2006Asymmetric Information in the Stock Market: Economic News and Co-movement In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2006Global Private Information in International Equity Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper94
2009Global private information in international equity markets.(2009) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		article
2008Determinants of the Block Premium and of Private Benefits of Control In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2008DETERMINANTS OF THE BLOCK PREMIUM AND OF PRIVATE BENEFITS OF CONTROL.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Quantifying private benefits of control from a structural model of block trades In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2010Quantifying private benefits of control from a structural model of block trades.(2010) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2009Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper57
2012Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns.(2012) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		article
2011Trade Credit and International Return Comovement In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2012The Value of Control and the Costs of Illiquidity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2008The forward premium puzzle in a model of imperfect information In: Economics Letters.
[Full Text][Citation analysis]		article2
2007Optimal currency hedging In: Global Finance Journal.
[Full Text][Citation analysis]		article11
2004Optimal Currency Hedging.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2000On the dynamics of trade reform In: Journal of International Economics.
[Full Text][Citation analysis]		article22
1998On the Dynamics of Trade Reform.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2003The composition of international capital flows: risk sharing through foreign direct investment In: Journal of International Economics.
[Full Text][Citation analysis]		article201
2004The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
2005World market integration through the lens of foreign direct investors In: Journal of International Economics.
[Full Text][Citation analysis]		article139
2003World market integration through the lens of foreign direct investors.(2003) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2010Comment on: Optimal taxation in the presence of bailouts In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2012Valuation Risk and Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper98
2015Long-run Bulls and Bears In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2009Economic News and International Stock Market Co-movement In: Review of Finance.
[Full Text][Citation analysis]		article23
2004Investor Protection and Exchange Rates In: 2004 Meeting Papers.
[Citation analysis]		paper2
1997Optimal Dynamic Lending Contracts with Imperfect Enforceability. In: RCER Working Papers.
[Citation analysis]		paper35
2002Optimal Lending Contracts and Firm Dynamics In: RCER Working Papers.
[Full Text][Citation analysis]		paper27
2004Characterizing Asymmetric Information in International Equity Markets In: International Finance.
[Full Text][Citation analysis]		paper6
2004The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence In: International Finance.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team