Details about Raj Aggarwal

Access statistics for papers by Raj Aggarwal.

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Short-id: pag27

Working Papers

2007

1. East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
   MPRA Paper, University Library of Munich, Germany View citations
   See Also Journal Article in Global Economic Review (2007)
2. The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion
   MPRA Paper, University Library of Munich, Germany
3. The Diversification Discount Puzzle: Empirical Evidence for a Transactions Cost Resolution
   The Institute for International Integration Studies Discussion Paper Series, IIIS

2006

4. The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests
   The Institute for International Integration Studies Discussion Paper Series, IIIS

2005

5. Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time
   Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
6. Psychological Barriers in Gold Prices
   The Institute for International Integration Studies Discussion Paper Series, IIIS
   See Also Journal Article in Review of Financial Economics (2007)

2004

7. Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations

Journal Articles

2008

1. Common stocastic trends among Caribbean currencies: Evidence from Guyana, Jamaica, and Trinidad and Tobago
   Journal of Economics and Business, 2008, 60, (3), 277-289
2. Equity premia in emerging markets: National characteristics as determinants
   Journal of Multinational Financial Management, 2008, 18, (4), 389-404
3. Internal capital networks as a source of MNC competitive advantage: Evidence from foreign subsidiary capital structure decisions
   Research in International Business and Finance, 2008, 22, (3), 409-439

2007

4. East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests
   Global Economic Review, 2007, 36, (2), 103-119 View citations
   See Also Working Paper (2007)
5. Psychological barriers in gold prices?
   Review of Financial Economics, 2007, 16, (2), 217-230
   See Also Working Paper (2005)
6. Role models in finance: Lessons from life cycle productivity of prolific scholars
   Review of Quantitative Finance and Accounting, 2007, 28, (1), 79-100
7. The leverage-value relationship puzzle: An industry effects resolution
   Journal of Economics and Business, 2007, 59, (4), 286-297

2006

8. Are Differences in Acquiring Bank Profit Efficiency Priced in Financial Markets?
   Journal of Financial Services Research, 2006, 30, (3), 265-286
9. Eonomic integration among caribbean countries: Evidence from purchasing power parity, 1980-2000
   Journal of Policy Modeling, 2006, 28, (3), 277-280
10. The cash flow-investment relationship: International evidence of limited access to external finance
    Journal of Multinational Financial Management, 2006, 16, (1), 89-104

2005

11. Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests
    International Review of Financial Analysis, 2005, 14, (4), 393-406

2004

12. Persistent Puzzles in International Finance and Economics
    The Economic and Social Review, 2004, 35, (3), 241-250

2001

13. Open book management--optimizing human capital
    Business Horizons, 2001, 44, (5), 5-13
14. The Responses of Interest Rate Spreads to Information Releases
    Review of Quantitative Finance and Accounting, 2001, 16, (4), 345-68
15. The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model
    Journal of Banking & Finance, 2001, 25, (6), 1139-1160 View citations
16. Using economic profit to assess performance: a metric for modern firms
    Business Horizons, 2001, 44, (1), 55-60

2000

17. Equity Valuation in the Czech Voucher Privatization Auctions
    Financial Management, 2000, 29, (4)
18. Evidence of long-run purchasing power parity: analysis of real asian exchange rates in terms of the Japanese yen
    Japan and the World Economy, 2000, 12, (4), 351-361 View citations
19. Linking advertising and brand value
    Business Horizons, 2000, 43, (3), 19-26
20. Rationality of Japanese macroeconomic survey forecasts: empirical evidence and comparisons with the US
    Japan and the World Economy, 2000, 12, (1), 21-31
21. The relationship between bank off-balance-sheet activities and credit risk under risk-based capital: a simultaneous equations approach
    Proceedings, 2000, (May), 377-394

1998

22. Assessing the impact of prompt corrective action on bank capital and risk
    Economic Policy Review, 1998, (Oct), 23-32 View citations
23. Asymmetric impact of trade balance news on asset prices
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (1), 83-100 View citations
24. Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers
    Review of Quantitative Finance and Accounting, 1998, 10, (2), 193-206
25. Industry differences in NAFTA's impact on the valuation of U.S. companies
    International Review of Financial Analysis, 1998, 7, (2), 137-152

1997

26. Day of the week effects, information seasonality, and higher moments of security returns
    Journal of Economics and Business, 1997, 49, (1), 1-20 View citations

1996

27. Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen
    Japan and the World Economy, 1996, 8, (3), 291-308 View citations

1995

28. Are Survey Forecasts of Macroeconomic Variables Rational?
    Journal of Business, 1995, 68, (1), 99-119 View citations
29. Microstructure of world trading markets: Hans R. Stoll, Norwell, MA: Kluwer Academic Publishers, 1993, 154 pp
    International Review of Economics & Finance, 1995, 4, (3), 311-313

1994

30. Characteristics of Japanese finance: A review and introduction
    Global Finance Journal, 1994, 5, (2), 141-167
31. The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets
    Journal of Banking & Finance, 1994, 18, (4), 757-773 View citations

1993

32. Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc?
    Economics Letters, 1993, 41, (2), 161-166 View citations

1992

33. Price/Book Value Ratios and Equity Returns on the Tokyo Stock Exchange: Empirical Evidence of an Anomalous Regularity
    The Financial Review, 1992, 27, (4), 589-605
34. The predictive power of January returns and the political-business cycle
    International Review of Financial Analysis, 1992, 1, (3), 237-245

1990

35. Institutional Ownership and Distribution of Equity Returns
    The Financial Review, 1990, 25, (2), 211-29 View citations

1987

36. Efficiency of the silver futures market: An empirical study using daily data
    Journal of Banking & Finance, 1987, 11, (1), 49-64 View citations
37. The strategic challenge of the evolving global economy
    Business Horizons, 1987, 30, (4), 38-44

1980

38. Investment Performance of U.S.-Based Multinational Companies: Comments and a Perspective on International Diversification of Real Assets
    Journal of International Business Studies, 1980, 11, (1), 98-104