Rui Albuquerque : Citation Profile

Are you Rui Albuquerque?

Centre for Economic Policy Research (CEPR)
Boston University

15

H index

16

i10 index

979

Citations

RESEARCH PRODUCTION:

12

Articles

33

Papers

RESEARCH ACTIVITY:

   18 years (1997 - 2015). See details.
   Cites by year: 54
   Journals where Rui Albuquerque has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 20 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal94
   Updated: 2024-12-03    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)

Wei, Shang-Jin (13)

Kose, Ayhan (13)

Tille, Cédric (13)

van Wincoop, Eric (12)

Ülkü, Numan (11)

Warnock, Francis (9)

Eichenbaum, Martin (9)

De Nardi, Mariacristina (8)

Prasad, Eswar (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)

Hodrick, Robert (10)

Stein, Jeremy (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 Finance2
Journal of Financial Economics2

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 (2024 and 2023)

YearTitle of citing document
2023Deep Reinforcement Learning for Power Trading. (2023). Michler, Christian ; Perez, Carlos Ros ; Granger, Nikita P ; Swaminathan, Vignesh Raja ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2301.08360.

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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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2024.

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2023Political geography and the value relevance of real options. (2023). Pantzalis, Christos ; Douidar, Shaddy ; Park, Jung Chul. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:703-733.

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2023Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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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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2023Does the threat of enforcement of financial regulations affect the cost of equity in weak institutional environments?. (2023). Tian, Gary ; Pan, Zheyao ; Xu, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:6:s089083892300080x.

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2023Trademarks and the cost of equity capital. (2023). Gao, Xin ; An, Zhe ; Yang, Bin ; Li, Donghui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001530.

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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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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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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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2023Central bank independence, financial openness, and cross-border flows of capital. (2023). Yayi, Constant L. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000678.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467.

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2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

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2023A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716.

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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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2023Can average skewness really predict financial returns? The euro area case. (2023). van Cappellen, Jef ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005529.

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2023Religion and foreign direct investment. (2023). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Jun Yong ; Hong, Seiwoong. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000634.

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2023Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239.

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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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2023Can Real Options Explain the Skewness of Stock Returns?. (2023). Xu, Fangming ; Li, Yang ; Kim, Kirak ; Ho, Tuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003314.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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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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2023Mutual fund performance at long horizons. (2023). Bessembinder, Hendrik ; Zhang, Feng ; Cooper, Michael J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:132-158.

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2023Sovereign risk premia and global macroeconomic conditions. (2023). Jeanneret, Alexandre ; Ekponon, Adelphe ; Andrade, Sandro C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:172-197.

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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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2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Do institutional investors perform better in emerging markets?. (2023). Kumar, Ashish ; Badhani, K N ; Tayde, Mangesh ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:1041-1056.

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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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2023Global Financial Market Integration: A Literature Survey. (2023). Haddad, Sama. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:12:p:495-:d:1288478.

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2023Longevity, Health and Housing Risks Management in Retirement. (2023). st Amour, Pascal ; Michaud, Pierre-Carl. In: NBER Working Papers. RePEc:nbr:nberwo:31038.

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2023Macroeconomic News and Stock–Bond Comovement*. (2023). Duffee, Gregory R. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1859-1882..

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2023Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

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2023Agency Frictions, Managerial Compensation, and Disruptive Innovations. (). Celik, Murat ; Tian, XU. In: Review of Economic Dynamics. RePEc:red:issued:22-118.

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2023Do Institutional Quality and Natural Resources Affect the Outward Foreign Direct Investment of G7 Countries?. (2023). Khan, Muhammad Kamran ; Muhammad, Bashir. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:1:d:10.1007_s13132-021-00866-y.

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2023Managerial litigation risk and corporate investment efficiency: Evidence from universal demand laws. (2023). Coulton, Jeff ; Monroe, Gary S ; Li, Leonard Leye. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:20:y:2023:i:1:p:196-232.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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2023What Does the Cross?Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments. (2022). Maio, Paulo ; Cooper, Ilan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:73-118.

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2024Bond risk premia in consumption?based models. (2020). Wu, Jing Cynthia ; Creal, Drew. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:4:p:1461-1484.

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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.
[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]		article91
2005Agency Conflicts, Investment and Asset Pricing.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2007Agency Conflicts, Investment, and Asset Pricing.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		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: 91		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.
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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]		paper91
2009Global private information in international equity markets.(2009) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 91		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.
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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]		paper42
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: 42		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]		paper55
2012Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns.(2012) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 55		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]		article137
2003World market integration through the lens of foreign direct investors.(2003) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 137		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]		paper94
2015Long-run Bulls and Bears In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2009Economic News and International Stock Market Co-movement In: Review of Finance.
[Full Text][Citation analysis]		article22
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]		paper36
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

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