Rui Albuquerque : Citation Profile

Centre for Economic Policy Research (CEPR)
Boston University

15

H index

16

i10 index

1018

Citations

RESEARCH PRODUCTION:

12

Articles

33

Papers

RESEARCH ACTIVITY:

   18 years (1997 - 2015). See details.
   Cites by year: 56
   Journals where Rui Albuquerque has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 20 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal94
   Updated: 2025-12-20    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)

Wei, Shang-Jin (13)

Kose, Ayhan (13)

van Wincoop, Eric (12)

Ülkü, Numan (11)

Eichenbaum, Martin (9)

Warnock, Francis (9)

Noy, Ilan (8)

Rebelo, Sergio (8)

Cites to:

Harvey, Campbell (38)

Campbell, John (28)

Bekaert, Geert (23)

Stulz, René (16)

Froot, Kenneth (13)

Hamao, Yasushi (12)

Zhou, Guofu (11)

Schneider, Martin (11)

Stein, Jeremy (10)

Hodrick, Robert (10)

Cao, Huining (10)

Main data

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
2008 Meeting Papers / Society for Economic Dynamics2
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2

Recent works citing Rui Albuquerque (2025 and 2024)

YearTitle of citing document
2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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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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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2025Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Serota, R A ; Farahani, Hamed. In: Papers. RePEc:arx:papers:2503.24241.

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2025Downside Risk-Aware Equilibria for Strategic Decision-Making. (2025). Slumbers, Oliver ; Ganesh, Sumitra ; Ardon, Leo ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2510.03446.

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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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2024Does geographic or market proximity matter? Evidence from institutional investor monitoring on earnings attributes in US cross‐listed stocks. (2024). Kang, Sanggyu ; Chung, Chune Young ; Fard, Amirhossein. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:443-469.

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2025Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media. (2025). Rusche, Felix ; Ciccone, Antonio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_682.

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2024Estimating a Density Ratio Model for Stock Market Risk and Option Demand. (2024). LINTON, OLIVER ; Dalderop, Jeroen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2411.

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2024Estimating a Density Ratio Model for Stock Market Risk and Option Demand. (2024). LINTON, OLIVER ; Dalderop, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2405.

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2025Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media. (2025). Rusche, Felix ; Ciccone, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11793.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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2024Monetary asymmetries 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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2024Investor horizon, experience, and the disposition effect. (2024). Neupane, Suman ; Fan, Zhebin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001187.

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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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2025Dispersed ownership and asset pricing: An unpriced premium associated with free float. (2025). Goergen, Marc ; Hearn, Bruce ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000318.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Wu, Zhengyu ; Li, Xiaowei ; Zhang, LU. 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). Kim, Hye Seok ; Chung, Chune Young ; Liu, Chang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001845.

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2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

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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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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2025How does ICT agglomeration promote green technology innovation? Evidence from Yangtze River Delta in China. (2025). Yang, Senmiao ; Jiang, Wanxin ; Wang, Jianda. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004086.

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2024Country-level heterogeneity in foreign institutional investment horizons and firm value. (2024). Mian, Rehman U ; 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). Donadelli, Michael ; Gufler, I ; Paradiso, A. 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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2025Does vertical integration reduce the cost of equity?. (2025). Shen, Xiaotian ; Yu, Haipeng ; Cheng, Xiaoke ; Sun, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007439.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. 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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2025Comply-or-explain regulation and investor protection. (2025). Bourveau, Thomas ; Gao, Xingchao ; Li, Rongchen ; Zhou, Frank S. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410125000011.

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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). Wilms, Ole ; Zhang, Junnan ; 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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2025Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds. (2025). Pflueger, Carolin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000352.

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2025Global volatility and firm-level capital flows. (2025). Kacperczyk, Marcin ; Wang, Tianyu ; Nosal, Jaromir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000868.

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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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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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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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2024Before thrive, first survive: The impact of controlling shareholder pledging on corporate ESG performance. (2024). Ling, Yun ; Gao, Yang ; Peng, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001409.

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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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2025Market participants trading behavior toward anomalies: Evidence from the Korean market. (2025). Kang, Jangkoo ; Kim, Donghoon ; Roh, Soohyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003743.

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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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2025The effects of portfolio rebalancing strategies on the performance of global mutual funds. (2025). Jimenez-Garcs, Sonia ; Tanos, Barbara Abou. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000923.

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2025Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Farahani, Hamed ; Serota, Rostislav A. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:6:p:176-:d:1680603.

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2024The Impact of Heterogeneous Market Sentiments on Corporate Risk-Taking and Governance. (2024). Liu, Hangbo ; Guo, Xuemeng ; Sheng, Dachen. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3505-:d:1517532.

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2024Do Bank Linkages Facilitate Foreign Direct Investment? An Analysis of Global Evidence. (2024). Xie, Lijuan ; Yu, Cheng ; Liao, Xueting. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:9815-:d:1518222.

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2025Asset Prices with Investor Protection in the Cross-Sectional Economy. (2025). Yang, Ben-Zhang ; Huang, Nan-Jing ; Wang, Ming-Hui ; Yue, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10707-0.

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2024Identifying accounting conservatism in the presence of skewness. (2024). Lof, Matthijs ; Jarva, Henry. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01210-y.

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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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2024Mean-semivariance portfolio optimization using minimum average partial. (2024). Rigamonti, Andrea ; Luivjansk, Katarna. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04736-x.

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2025“If you build it, will they come?”—Did city commercial bank development shape the spatial evolution of foreign direct investment in China?. (2025). Zhou, Dan ; Li, Xue ; Yao, Yao ; Chen, George S. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:2:d:10.1007_s00168-025-01386-2.

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2024A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns. (2024). Ülkü, Numan ; Kizlerli, Deniz ; Erolu, Burak Alparslan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02541-4.

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2024Institutional Similarity and Bilateral FDI. (2024). El-Shagi, Makram ; Muhammad, Bashir. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01312-x.

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2024Multinationality and systematic risk: a literature review and meta-analysis. (2024). Eckert, Stefan ; Hoge-Junge, Christin. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:1:d:10.1007_s11301-022-00304-6.

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2024Impact of COVID-19 and lockdown stringency on foreign institutional investment in India: evidence from wavelet coherence and spectral causality approaches. (2024). Ullah, Assad ; Kamal, Muhammad Abdul ; Syed, Aamir Aijaz. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01754-0.

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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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2024Contrarians, extrapolators, and stock market momentum and reversal. (2024). Gulen, Huseyin ; Cassella, Stefano ; Ruan, Fangcheng ; Atmaz, Adem. In: Other publications TiSEM. RePEc:tiu:tiutis:03234c35-3504-48b5-ba41-43f3c338170a.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Other publications TiSEM. RePEc:tiu:tiutis:29da00af-3cca-4717-aa55-acd85ede1841.

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2024Do not Blame Bellman: It Is Koopmans Fault. (2024). Vailakis, Yiannis ; Bloise, Gaetano ; le Van, Cuong. In: Econometrica. RePEc:wly:emetrp:v:92:y:2024:i:1:p:111-140.

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2024MONETARY ASYMMETRIES WITHOUT (AND WITH) PRICE STICKINESS. (2024). Jaccard, Ivan. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:2:p:1003-1047.

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2024Leverage, investment and institutional environments: Evidence from emerging markets. (2024). Loncan, Tiago ; Panetsidou, Styliani ; Synapis, Angelos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:849-866.

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2024How does institutional cross‐ownership affect firm productivity? The importance of the corporate social responsibility channel. (2024). Hamza, Taher ; Nizar, Hamza ; Lakhal, Faten. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1988-2010.

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2025Impacts of supply and demand shocks on abnormal fluctuation of stock price: An analysis of US–China trade friction. (2025). Jiang, Tianshu ; Wei, Qian ; Li, Jinwei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:4:p:2206-2223.

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2024Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508.

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Works by Rui Albuquerque:

YearTitleTypeCited
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.
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This paper has nother version. Agregated cites: 47		paper
2004International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2004) In: International Finance.
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This paper has nother version. Agregated cites: 47		paper
2005International equity flows and returns: a quantitative equilibrium approach.(2005) In: International Finance.
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This paper has nother version. Agregated cites: 47		paper
2008Agency Conflicts, Investment, and Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article98
2005Agency Conflicts, Investment and Asset Pricing.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2007Agency Conflicts, Investment, and Asset Pricing.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 98		paper
2005Agency Conflicts, Investment, and Asset Pricing.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 98		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.
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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.
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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]		paper22
2007Advance Information and Asset Prices.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 22		paper
2008Advance Information and Asset Prices.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 22		paper
2006Asymmetric Information in the Stock Market: Economic News and Co-movement In: CEPR Discussion Papers.
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2006Global Private Information in International Equity Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper99
2009Global private information in international equity markets.(2009) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 99		article
2008Determinants of the Block Premium and of Private Benefits of Control In: CEPR Discussion Papers.
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2008DETERMINANTS OF THE BLOCK PREMIUM AND OF PRIVATE BENEFITS OF CONTROL.(2008) In: 2008 Meeting Papers.
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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.
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This paper has nother version. Agregated cites: 44		article
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