Details about Raj Aggarwal

Access statistics for papers by Raj Aggarwal.

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Short-id: pag27

Working Papers

2010

1. Assessing Co-ordinated Asian Exchange Rate Regimes
   Working Papers, Geary Institute, University College Dublin View citations (1)
2. On the Globalness of Emerging Multinationals: A Study of Indian MNEs
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in ECONOMIA E POLITICA INDUSTRIALE (2011)

2007

3. East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
   MPRA Paper, University Library of Munich, Germany View citations (8)
   See also Journal Article in Global Economic Review (2007)
4. 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
5. The Diversification Discount Puzzle: Empirical Evidence for a Transactions Cost Resolution
   The Institute for International Integration Studies Discussion Paper Series, IIIS

2006

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

2005

7. 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
8. Psychological Barriers in Gold Prices
   The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (1)
   See also Journal Article in Review of Financial Economics (2007)

2004

9. 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 (13)

Journal Articles

2012

1. Corporate governance and business strategies for climate change and environmental mitigation
   European Journal of Finance, 2012, 18, (3-4), 311-331
2. Dividends and strength of Japanese business group affiliation
   Journal of Economics and Business, 2012, 64, (3), 214-230
3. Gravity and culture in foreign portfolio investment
   Journal of Banking & Finance, 2012, 36, (2), 525-538
4. Oil price shocks and transportation firm asset prices
   Energy Economics, 2012, 34, (5), 1370-1379

2011

5. Currency risk exposure of Chinese corporations
   Research in International Business and Finance, 2011, 25, (3), 266-276
6. International variations in expected equity premia: Role of financial architecture and governance
   Journal of Banking & Finance, 2011, 35, (11), 3090-3100
7. On the globalness of emerging multinationals: a study of Indian MNEs
   ECONOMIA E POLITICA INDUSTRIALE, 2011, 2011/1, (1), 163-180
   See also Working Paper (2010)
8. Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis
   Journal of Banking & Finance, 2011, 35, (10), 2690-2703
9. What is a multinational corporation? Classifying the degree of firm-level multinationality
   International Business Review, 2011, 20, (5), 557-577

2010

10. Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (2), 149-165
11. Capital structure, dividend policy, and multinationality: Theory versus empirical evidence
    International Review of Financial Analysis, 2010, 19, (2), 140-150 View citations (5)
12. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
    Journal of Common Market Studies, 2010, 48, 641-660 View citations (1)
13. Financial markets versus institutions in European countries: Influence of culture and other national characteristics
    International Business Review, 2010, 19, (5), 502-520 View citations (4)
14. Foreign exchange exposure of "domestic" corporations
    Journal of International Money and Finance, 2010, 29, (8), 1619-1636 View citations (1)

2009

15. Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations
    Applied Financial Economics, 2009, 19, (13), 1083-1102
16. Markets and institutions in financial intermediation: National characteristics as determinants
    Journal of Banking & Finance, 2009, 33, (10), 1770-1780 View citations (9)
17. Markets versus institutions in developing countries: National attributes as determinants
    Emerging Markets Review, 2009, 10, (1), 51-66 View citations (3)
18. The Diversification Discount Puzzle: Evidence for a Transaction-Cost Resolution
    The Financial Review, 2009, 44, (1), 113-135 View citations (1)
19. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
    The Financial Review, 2009, 44, (4), 625-645

2008

20. Common stocastic trends among Caribbean currencies: Evidence from Guyana, Jamaica, and Trinidad and Tobago
    Journal of Economics and Business, 2008, 60, (3), 277-289
21. Equity premia in emerging markets: National characteristics as determinants
    Journal of Multinational Financial Management, 2008, 18, (4), 389-404 View citations (1)
22. 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 View citations (6)
23. Significant issuance date returns in seasoned equity offerings: An options-based resolution of a puzzle
    International Review of Financial Analysis, 2008, 17, (5), 793-804

2007

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

2006

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

2005

31. Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests
    International Review of Financial Analysis, 2005, 14, (4), 393-406 View citations (6)

2004

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

2001

33. Open book management--optimizing human capital
    Business Horizons, 2001, 44, (5), 5-13
34. The Responses of Interest Rate Spreads to Information Releases
    Review of Quantitative Finance and Accounting, 2001, 16, (4), 345-68
35. 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 (32)
36. Using economic profit to assess performance: a metric for modern firms
    Business Horizons, 2001, 44, (1), 55-60 View citations (1)

2000

37. Equity Valuation in the Czech Voucher Privatization Auctions
    Financial Management, 2000, 29, (4) View citations (4)
38. 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 (20)
39. Linking advertising and brand value
    Business Horizons, 2000, 43, (3), 19-26
40. Rationality of Japanese macroeconomic survey forecasts: empirical evidence and comparisons with the US
    Japan and the World Economy, 2000, 12, (1), 21-31 View citations (5)
41. The relationship between bank off-balance-sheet activities and credit risk under risk-based capital: a simultaneous equations approach
    Proceedings, 2000, (May), 377-394

1999

42. Assessing the recent Asian economic crises: the role of virtuous and vicious cycles
    Journal of World Business, 1999, 34, (4), 392-408

1998

43. Assessing the impact of prompt corrective action on bank capital and risk
    Economic Policy Review, 1998, (Oct), 23-32 View citations (22)
44. Asymmetric impact of trade balance news on asset prices
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (1), 83-100 View citations (6)
45. 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 View citations (2)
46. Industry differences in NAFTA's impact on the valuation of U.S. companies
    International Review of Financial Analysis, 1998, 7, (2), 137-152 View citations (1)

1997

47. 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 (6)

1996

48. 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 (12)

1995

49. Are Survey Forecasts of Macroeconomic Variables Rational?
    The Journal of Business, 1995, 68, (1), 99-119 View citations (25)
50. 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

51. Characteristics of Japanese finance: A review and introduction
    Global Finance Journal, 1994, 5, (2), 141-167 View citations (1)
52. 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 (6)

1993

53. Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc?
    Economics Letters, 1993, 41, (2), 161-166 View citations (5)
54. Intraday Trading Patterns in the Equity Options Markets
    Journal of Financial Research, 1993, 16, (4), 285-97 View citations (4)
55. Security Return Distributions and Market Structure: Evidence from the NYSE/AMEX and the NASDAQ Markets
    Journal of Financial Research, 1993, 16, (3), 209-20 View citations (8)

1992

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

1990

58. Institutional Ownership and Distribution of Equity Returns
    The Financial Review, 1990, 25, (2), 211-29 View citations (9)
59. Regularities in Tokyo Stock Exchange Security Returns: P/E, Size, and Seasonal Influences
    Journal of Financial Research, 1990, 13, (3), 249-63 View citations (6)

1989

60. Skewness and Kurtosis in Japanese Equity Returns: Empirical Evidence
    Journal of Financial Research, 1989, 12, (3), 253-60 View citations (11)

1987

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

1980

63. 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