Ronald J. Balvers : Citation Profile

Are you Ronald J. Balvers?

McMaster University

12

H index

13

i10 index

787

Citations

RESEARCH PRODUCTION:

34

Articles

9

Papers

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 23
   Journals where Ronald J. Balvers has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 21 (2.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba211
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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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 Ronald J. Balvers.

Is cited by:

Zaremba, Adam (27)

Wieland, Volker (15)

Kim, Hyeongwoo (13)

Du, Ding (13)

Williams, John (10)

Huang, Dayong (9)

Malin, Mirela (8)

Bornholt, Graham (8)

Donadelli, Michael (8)

Wong, Wing-Keung (7)

Guidolin, Massimo (7)

Cites to:

French, Kenneth (28)

Fama, Eugene (28)

Cochrane, John (22)

Shanken, Jay (20)

Campbell, John (16)

Huang, Dayong (14)

Wu, Yangru (12)

Zhang, Lu (12)

Rogoff, Kenneth (10)

Lettau, Martin (10)

Stambaugh, Robert (9)

Main data

Where Ronald J. Balvers has published?

Journals with more than one article published# docs
Journal of International Money and Finance4
Economic Inquiry4
Journal of Banking & Finance3
Journal of Economic Dynamics and Control3
Journal of Finance2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, West Virginia University5
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing Ronald J. Balvers (2024 and 2023)

YearTitle of citing document
2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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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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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Searching for ESG Information: Heterogeneous Preferences and Information Acquisition. (2023). Kang, Junqing ; Zhou, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000994.

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2023Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2024Corporate taxes, partisan politics, and stock returns. (2024). Mella, Javier. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000445.

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2023The contributions of betas versus characteristics to the ESG premium. (2023). Dam, Lammertjan ; Dalo, Ambrogio ; Ciciretti, Rocco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:104-124.

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2023Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250.

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2023The impact of carbon disclosure and carbon emissions intensity on firms idiosyncratic volatility. (2023). Kumarasinghe, Sriyalatha ; Kuruppuarachchi, Duminda ; Perera, Kasun ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323005510.

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2024Climate change exposure and cost of equity. (2024). Sensoy, Ahmet ; Cepni, Oguzhan ; Yilmaz, Muhammed Hasan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007867.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian ; Luo, Xianfeng. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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2024Going mainstream: Cryptocurrency narratives in newspapers. (2024). Walker, Clive B. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002370.

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2023Corporate climate risk exposure and capital structure: Evidence from Chinese listed companies. (2023). Zhang, Zhaolong ; Li, Yunhe. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200664x.

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2023Factor seasonalities: International and further evidence. (2023). Zaremba, Adam ; Cupriak, Daniel ; Mercik, Aleksander. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006657.

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2023Does military leadership regulate sin investments? Evidence from property/casualty insurance industry. (2023). Wang, Jinjing ; Cai, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008668.

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2024Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375.

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2023Firm-level risk of climate change: Evidence from climate disasters. (2023). Gao, Lucia S ; Ai, LI. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001077.

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2023Bank lending during the COVID-19 pandemic: A comparison of Islamic and conventional banks. (2023). Mirzaei, Ali ; Saad, Mohsen ; Boubakri, Narjess. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000112.

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2023Climate risk and stock performance of fossil fuel companies: An international analysis. (2023). Fu, Chengbo ; Song, Yijie ; Gong, XU ; Li, Huijing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s104244312300152x.

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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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2024Unravelling investors’ diverging responses to U.S. firms global ESG incidents. (2024). Jin, Jiaxu ; Jiang, Wei ; Gao, Ning. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001749.

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2024ESG and aggregate disagreement. (2024). Farag, Hisham ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000386.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2023Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?. (2023). Mirzaei, Ali ; Igan, Deniz ; Moore, Tomoe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662200019x.

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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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2023Is institutional common ownership commonly priced? Insights from the cost of equity capital. (2023). Yin, David ; Ni, Xiaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001887.

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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Li, Duan ; Gao, Jianjun ; Yao, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2023Why Do Retail Investors Pick Green Investments? A Lab-in-the-Field Experiment with Crowdfunders. (2023). Siemroth, Christoph ; Hornuf, Lars. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:74-90.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Li, Donghui ; Han, Liyan ; Ding, Wenjie ; Qiao, Tongshuai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024Does sustainability improve financial performance? An analysis of Latin American oil and gas firms. (2024). Gonzalez-Ruiz, Juan David ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011959.

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2023The ESG rating, spillover of ESG ratings, and stock return: Evidence from Chinese listed firms. (2023). Zhang, Xuan ; Hao, Xinyao ; Guo, Hui ; Li, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001622.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2024Risk premiums from temperature trends. (2024). Gregory, Richard P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525.

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2024Is the Korean green premium in equilibrium?. (2024). Sohn, Wook ; Kang, Young Dae ; Eom, Yunsung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:245-260.

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2023Return spillover analysis across central bank digital currency attention and cryptocurrency markets. (2023). Su, Yang ; Lucey, Brian M ; Wei, YU ; Wang, Yizhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000223.

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2024Persistence in the Realized Betas: Some Evidence from the Stock Market. (2024). Martin-Valmayor, Miguel ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:149-:d:1371513.

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2023A Review of the Global Climate Finance Literature. (2023). Zheng, Chenglong ; Kouwenberg, Roy. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1255-:d:1030153.

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2023After the Storm: Natural Disasters and Bank Solvency. (2023). Bitar, Mohammad ; Zhao, Yunfei ; Walker, Thomas ; Gramlich, Dieter. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:4.

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2023How Have Corporate Codes of Ethics Responded to an Era of Increased Scrutiny?. (2023). Otteson, James R ; McDonald, Bill ; Loughran, Tim. In: Journal of Business Ethics. RePEc:kap:jbuset:v:183:y:2023:i:4:d:10.1007_s10551-022-05104-2.

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2023Conjectures and underpricing in repeated mass disputes with heterogeneous plaintiffs. (2023). Saraceno, Margherita ; Rampa, Giorgio. In: Journal of Economics. RePEc:kap:jeczfn:v:139:y:2023:i:1:d:10.1007_s00712-022-00810-x.

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2023Mean reverting in stock ratings distribution. (2023). Chan, Chia-Ying ; Lo, Huai-Chun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01121-4.

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2023Energy Transitions and Household Finance: Evidence from U.S. Coal Mining. (2023). Karolyi, Stephen A ; Du, Ding. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:4:p:723-760..

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2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326.

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2023Investment decisions and pricing strategies of crowdfunding players: In a two-sided crowdfunding market. (2023). Liu, Shulin ; Huang, Wei ; Lu, Haibing ; Tang, Xin. In: Electronic Commerce Research. RePEc:spr:elcore:v:23:y:2023:i:2:d:10.1007_s10660-021-09510-y.

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2023Twitter carbon information and cost of equity: the moderating role of environmental performance. (2023). Aljughaiman, Abdullah A ; Salama, Aly ; Cao, Ngan Duong ; Albarrak, Mohammed S. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:3:d:10.1007_s40821-022-00225-0.

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Works by Ronald J. Balvers:

YearTitleTypeCited
2012The Adverse Impact of Gradual Temperature Change on Capital Investment In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
[Full Text][Citation analysis]		paper2
1992Profits under Conditions of Uncertainty. In: Australian Economic Papers.
[Citation analysis]		article0
1988Monopoly Power and Downward Price Rigidity under Costly Price Adjustment. In: Bulletin of Economic Research.
[Citation analysis]		article1
1990 Predicting Stock Returns in an Efficient Market. In: Journal of Finance.
[Full Text][Citation analysis]		article149
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
[Full Text][Citation analysis]		article182
2012TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2009Money and the C-CAPM In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article17
2017Social Screens and Systematic Investor Boycott Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article58
1990Actively Learning about Demand and the Dynamics of Price Adjustment. In: Economic Journal.
[Full Text][Citation analysis]		article42
1993Periodic learning about a hidden state variable In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2000Efficient gradualism in intertemporal portfolios In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2007Reducing the dimensionality of linear quadratic control problems In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2001Reducing the Dimensionality of Linear Quadratic Control Problems.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Seasonality and momentum across national equity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
1996Location in the Hotelling duopoly model with demand uncertainty In: European Economic Review.
[Full Text][Citation analysis]		article22
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article80
2010Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2005Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Determinants and predictability of commodity producer returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2009Evaluation of linear asset pricing models by implied portfolio performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2017Temperature shocks and the cost of equity capital: Implications for climate change perceptions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2007Productivity-based asset pricing: Theory and evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article32
2021Designing a global digital currency In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
1997Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
2002Government expenditure and equilibrium real exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
2014Currency risk premia and uncovered interest parity in the International CAPM In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2002Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study In: Working Papers.
[Full Text][Citation analysis]		paper0
1990Variability and the Duration of Search. In: International Economic Review.
[Full Text][Citation analysis]		article7
1997Autocorrelated Returns and Optimal Intertemporal Portfolio Choice In: Management Science.
[Full Text][Citation analysis]		article8
2016Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk? In: Journal of Business Ethics.
[Full Text][Citation analysis]		article5
1992A Keynesian general equilibrium model with competitive firms and rational expectations In: Journal of Economics.
[Full Text][Citation analysis]		article0
1988Money Supply Variability in a Macro Model of Monopolistic Competition. In: Economic Inquiry.
[Citation analysis]		article0
1992Factor Demand under Conditions of Product Demand and Supply Uncertainty. In: Economic Inquiry.
[Citation analysis]		article3
2000Precaution and Liquidity in the Demand for Housing. In: Economic Inquiry.
[Citation analysis]		article4
2004Time Preference and Life Cycle Consumption with Endogenous Survival In: Economic Inquiry.
[Full Text][Citation analysis]		article5
1994Inflation Variability and Gradualist Monetary Policy In: The Review of Economic Studies.
[Full Text][Citation analysis]		article53
2017Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article5
2000Exchange Rate Shocks and the Speed of Trade Price Adjustment In: Southern Economic Journal.
[Full Text][Citation analysis]		article0
2005Productivity-Based Asset Pricing: Theory and Evidence In: Working Papers.
[Full Text][Citation analysis]		paper1
2005EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE In: Working Papers.
[Full Text][Citation analysis]		paper0
2005EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems In: Working Papers.
[Full Text][Citation analysis]		paper0
2009What Do Financial Markets Reveal about Global Warming? In: Working Papers.
[Full Text][Citation analysis]		paper2

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