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Details about Raj Aggarwal

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Postal address:Sullivan Professor of International Business and Finance University of Akron, Akron, OH 44325, USA.
Workplace:Department of Finance, College of Business Administration, University of Akron, (more information at EDIRC)

Access statistics for papers by Raj Aggarwal.

Last updated 2008-09-22. Update your information in the RePEc Author Service.

Short-id: pag27


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Working Papers

2007

  1. East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
    MPRA Paper, University Library of Munich, Germany Downloads 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 Downloads
  3. The Diversification Discount Puzzle: Empirical Evidence for a Transactions Cost Resolution
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads

2006

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

2005

  1. 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 Downloads
  2. Psychological Barriers in Gold Prices
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads
    See Also Journal Article in Review of Financial Economics (2007)

2004

  1. 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 Downloads 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 Downloads
  2. Equity premia in emerging markets: National characteristics as determinants
    Journal of Multinational Financial Management, 2008, 18, (4), 389-404 Downloads
  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 Downloads

2007

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

2006

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

2005

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

2004

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

2001

  1. Open book management--optimizing human capital
    Business Horizons, 2001, 44, (5), 5-13 Downloads
  2. The Responses of Interest Rate Spreads to Information Releases
    Review of Quantitative Finance and Accounting, 2001, 16, (4), 345-68 Downloads
  3. 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 Downloads View citations
  4. Using economic profit to assess performance: a metric for modern firms
    Business Horizons, 2001, 44, (1), 55-60 Downloads

2000

  1. Equity Valuation in the Czech Voucher Privatization Auctions
    Financial Management, 2000, 29, (4)
  2. 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 Downloads View citations
  3. Linking advertising and brand value
    Business Horizons, 2000, 43, (3), 19-26 Downloads
  4. Rationality of Japanese macroeconomic survey forecasts: empirical evidence and comparisons with the US
    Japan and the World Economy, 2000, 12, (1), 21-31 Downloads
  5. 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

  1. Assessing the impact of prompt corrective action on bank capital and risk
    Economic Policy Review, 1998, (Oct), 23-32 Downloads View citations
  2. Asymmetric impact of trade balance news on asset prices
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (1), 83-100 Downloads View citations
  3. 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 Downloads
  4. Industry differences in NAFTA's impact on the valuation of U.S. companies
    International Review of Financial Analysis, 1998, 7, (2), 137-152 Downloads

1997

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

1996

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

1995

  1. Are Survey Forecasts of Macroeconomic Variables Rational?
    Journal of Business, 1995, 68, (1), 99-119 Downloads View citations
  2. 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 Downloads

1994

  1. Characteristics of Japanese finance: A review and introduction
    Global Finance Journal, 1994, 5, (2), 141-167 Downloads
  2. 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 Downloads View citations

1993

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

1992

  1. 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
  2. The predictive power of January returns and the political-business cycle
    International Review of Financial Analysis, 1992, 1, (3), 237-245 Downloads

1990

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

1987

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

1980

  1. 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 Downloads
 
 
Page updated 2008-10-01