Ronald J. Balvers : Citation Profile

McMaster University

12

H index

14

i10 index

834

Citations

RESEARCH PRODUCTION:

34

Articles

9

Papers

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 24
   Journals where Ronald J. Balvers has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 21 (2.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba211
   Updated: 2025-12-13    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 (14)

Du, Ding (13)

Williams, John (10)

Huang, Dayong (9)

Malin, Mirela (8)

Donadelli, Michael (8)

Bornholt, Graham (8)

HSU, Po-Hsuan (7)

Pierdzioch, Christian (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 Economic Dynamics and Control3
Journal of Banking & Finance3
Journal of Financial and Quantitative Analysis2
Journal of Finance2

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 (2025 and 2024)

YearTitle of citing document
2025Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02.

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2025Market-Implied Sustainability: Insights from Funds Portfolio Holdings. (2025). Giacometti, Rosella ; Lauria, Davide ; Bonomelli, Marco ; Torri, Gabriele. In: Papers. RePEc:arx:papers:2510.20434.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2024The price of corporate social irresponsibility in seasoned equity offerings: International evidence. (2024). Wu, Eliza ; Yu, Jing ; Ho, Choy Yeing. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:4:s0890838924001082.

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2025Customer orientation and stock resilience during adversity periods. (2025). Andreou, Panayiotis C ; Lambertides, Neophytos ; Trigeorgis, Lenos ; Tuneshev, Ruslan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000483.

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2025Robust algorithmic trading in a generalized lattice market. (2025). Hsieh, Chung-Han ; Wang, Xin-Yu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000491.

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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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2025Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888.

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2025The dynamics of corporate climate risk and market volatility: International evidence. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000750.

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2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2025Demand-shock characteristics and pricing behavior: A natural experiment from UEFA Euro 2016. (2025). Gaggero, Alberto ; Piga, Claudio A ; Alderighi, Marco. In: Economics of Transportation. RePEc:eee:ecotra:v:41:y:2025:i:c:s2212012225000012.

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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). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2025Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400.

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2025Dissecting the financial impact of climate risk. (2025). Geng, Jiang-Bo ; Yang, Junqi. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001185.

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

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2025Physical climate risk, fund holdings, and idiosyncratic risk. (2025). Sun, Shanghong ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002704.

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2025Climate change exposure and short-termism: Evidence from net trade credit. (2025). Adhikari, Hari P ; More, Deepak G ; Sah, Nilesh B. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002807.

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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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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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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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2025Does the world need more traditional energy? A comparative analysis of ESG activities, free cash flow, and capital market implications. (2025). Fu, Chengbo ; Li, Tianze ; Clancey-Shang, Danjue. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000067.

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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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2024The extreme temperature factor in asset pricing models: Evidence from Europe. (2024). ARGUEDAS SANZ, RAQUEL ; Gonzalez-Sanchez, Mariano ; Segovia, Ana I. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006500.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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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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2024Unravelling investors’ diverging responses to U.S. firms global ESG incidents. (2024). Jiang, Wei ; Gao, Ning ; Jin, Jiaxu. 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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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Yao, Jing ; Gao, Jianjun ; Li, Duan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2025Does ESG information impact individual investors’ portfolio choices?. (2025). Rilke, Rainer Michael ; Yurtoglu, Burcin B ; Janz, Catharina. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s016726812500126x.

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2025The impact of impact investing. (2025). van Binsbergen, Jules H ; Berk, Jonathan B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24001958.

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

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2025Climate risk and corporate debt decision. (2025). Li, Yating ; Jiang, Chuyu ; Zhao, Yang ; Zhang, Xuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002481.

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2025Management climate risk concern and corporate bond credit spread. (2025). Zeng, Qing ; Huang, Yisu ; Wu, Hanlin ; Lu, Xinjie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000282.

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2024Carbon pricing and the commodity risk premium. (2024). Wang, Qiao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000667.

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2024Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market. (2024). Shi, Yun ; Li, Yaoming ; Xie, Jinyan ; Gao, Jianjun. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000690.

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

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2025Stock market returns and climate risk in the U.S.. (2025). Spagnolo, Nicola ; Chen, Yiyang ; Mamon, Rogemar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000525.

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2025Foreign institutional investor herding and ESG ratings. (2025). Yang, Jimmy J ; Fang, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000290.

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2025Climate change exposure in uncertain times: A text-based approach. (2025). Jiraporn, Pornsit ; Chintrakarn, Pandej ; Chatjuthamard, Pattanaporn ; Ongsakul, Viput. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002461.

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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). Eom, Yunsung ; Kang, Young Dae ; Sohn, Wook. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:245-260.

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2024Measurement of daily climate physical risks and climate transition risks faced by Chinas energy sector stocks. (2024). Qi, Yajie ; Xu, Xin ; Huang, Shupei ; Jia, Nanfei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:625-640.

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2024Climatic oscillations and sovereign debt crises. (2024). Gregory, Richard Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004635.

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2025Extreme temperature shocks and firms’ financial distress. (2025). Yang, Xin ; Lv, Shumei ; Huang, Chuangxia ; Cao, Jie ; Liu, Xinheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001091.

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2025Climate risk and corporate charitable donations –evidence from China. (2025). Chong, Cong ; Jiang, Huifeng ; Mo, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001108.

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2025Climate risk and firms’ R&D investment: Evidence from China. (2025). Wang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002291.

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2025The environmental and social performance of firms and the impact of different types of institutional ownership: A French perspective. (2025). Serret, Vanessa ; Ballouk, Houssein ; Khenissi, Mohamed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003519.

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2025Firm-level Climate Vulnerability and Corporate Risk-taking: International Evidence. (2025). Rahman, Md Lutfur ; Bose, Sudipta. In: Working Papers. RePEc:era:wpaper:dp-2024-36.

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2024Navigating Energy and Financial Markets: A Review of Technical Analysis Used and Further Investigation from Various Perspectives. (2024). Ni, Yensen. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2942-:d:1415183.

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

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2024Does Extreme Weather Impact Performance in Capital Markets? Evidence from China. (2024). Luo, Yilei ; Chen, Xinqi ; Yan, Qing. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:6802-:d:1452509.

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2024Climate Risk and Its Impact on the Cost of Capital—A Systematic Literature Review. (2024). Muoz, Jefferson ; Rojas, Albano ; van Klyton, Aaron ; Meneses, Luis Ngel. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10727-:d:1538420.

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2025Sustainable Transformation: The Impact of Climate Risk Perception on Corporate Operational Resilience in China. (2025). Bao, Xing ; Zhang, XU. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3387-:d:1632171.

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2024Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2024). Nicolosi, Marco ; da Fermo, Carmine ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05114157.

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2024Higher-Order Beliefs and Risky Asset Holdings. (2024). Gorodnichenko, Yuriy ; Yin, Xiao. In: IZA Discussion Papers. RePEc:iza:izadps:dp17120.

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2024Cryptocurrency Exchange Simulation. (2024). Semenov, Alexander ; Mansurov, Kirill ; Grigoriev, Dmitry ; Radionov, Andrei ; Ibragimov, Rustam. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10495-z.

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2025Mission Statements of Public Accounting Firms: Antecedents and Consequences of Professional Vs. Commercial Orientations. (2025). Eutsler, Jared ; Kaszak, Steven. In: Journal of Business Ethics. RePEc:kap:jbuset:v:197:y:2025:i:1:d:10.1007_s10551-024-05740-w.

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2025Swing option-implied volatility. (2025). Auer, Benjamin R ; Mhlichen, Hermann ; Kohrs, Hendrik. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09214-7.

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2025The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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2024How Green (performance) are the Indian Green Stocks – Myth Vs Reality. (2024). Bhaduri, Saumitra ; Selarka, Ekta. In: Working Papers. RePEc:mad:wpaper:2024-263.

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2024Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda. In: Working Papers. RePEc:pre:wpaper:202424.

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2024Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?. (2024). Mirzaei, Ali ; Saad, Mohsen ; Emrouznejad, Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04600-y.

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2024Portfolio optimization for sustainable investments. (2024). Poddig, Thorsten ; Fieberg, Christian ; Varmaz, Armin. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06189-w.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2024On the linkage of momentum and reversal – evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hofmann, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09676-9.

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2024Air temperature and sovereign bond returns. (2024). Umar, Zaghum ; Rouatbi, Wael ; Kizys, Renatas ; Zaremba, Adam. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:2:p:179-209.

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2024Relative corporate social performance and cost of equity capital: International evidence. (2024). O'Haganluff, Martha ; Lynch, Benjamin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2882-2910.

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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]		article150
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
[Full Text][Citation analysis]		article188
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]		article66
1990Actively Learning about Demand and the Dynamics of Price Adjustment. In: Economic Journal.
[Full Text][Citation analysis]		article43
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]		article23
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article84
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]		article56
2007Productivity-based asset pricing: Theory and evidence In: Journal of Financial Economics.
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1997Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence In: Journal of International Money and Finance.
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2002Government expenditure and equilibrium real exchange rates In: Journal of International Money and Finance.
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2014Currency risk premia and uncovered interest parity in the International CAPM In: Journal of International Money and Finance.
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2002Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study In: Working Papers.
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1997Autocorrelated Returns and Optimal Intertemporal Portfolio Choice In: Management Science.
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2016Financial Disclosure and Customer Satisfaction: Do Companies Talking the Talk Actually Walk the Walk? In: Journal of Business Ethics.
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2017Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions In: Journal of Money, Credit and Banking.
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2000Exchange Rate Shocks and the Speed of Trade Price Adjustment In: Southern Economic Journal.
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2005Productivity-Based Asset Pricing: Theory and Evidence In: Working Papers.
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2005EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE In: Working Papers.
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2005EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE In: Working Papers.
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2005Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems In: Working Papers.
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