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Details about Rui Albuquerque

E-mail:
Homepage:http://people.bu.edu/ralbuque/
Postal address:Boston University School of Management 595 Commonwealth Avenue Boston, MA 02446
Workplace:Department of Finance, Questrom School of Business, Boston University, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Rui Albuquerque.

Last updated 2013-01-14. Update your information in the RePEc Author Service.

Short-id: pal94


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Working Papers

2015

  1. Long-run Bulls and Bears
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2012

  1. The Value of Control and the Costs of Illiquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Valuation Risk and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

2011

  1. Trade Credit and International Return Comovement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2010

  1. Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Review of Financial Studies (2012)

2009

  1. Quantifying private benefits of control from a structural model of block trades
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Journal of Financial Economics (2010)
  2. Skewness in Stock Returns, Periodic Cash Payouts, and Investor Heterogeneity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2008

  1. Advance Information and Asset Prices
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (3)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
  2. DETERMINANTS OF THE BLOCK PREMIUM AND OF PRIVATE BENEFITS OF CONTROL
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads

2007

  1. Agency Conflicts, Investment, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads

    See also Journal Article in Journal of Finance (2008)

2006

  1. Asymmetric Information in the Stock Market: Economic News and Co-movement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  2. CEO Power, Compensation and Governance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006)
  3. Global Private Information in International Equity Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    See also Journal Article in Journal of Financial Economics (2009)
  4. Marketwide Private Information in Stocks: Forecasting Currency Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in Journal of Finance (2008)

2005

  1. International Equity Flows and Returns: A Quantitative Equilibrium Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in International Finance, EconWPA (2005) Downloads View citations (40)
    International Finance, EconWPA (2004) Downloads View citations (3)
    Staff Working Papers, Bank of Canada (2004) Downloads View citations (3)

2004

  1. Characterizing Asymmetric Information in International Equity Markets
    International Finance, EconWPA Downloads View citations (10)
  2. Investor Protection and Exchange Rates
    2004 Meeting Papers, Society for Economic Dynamics
  3. Optimal Currency Hedging
    Finance, EconWPA Downloads View citations (6)
    See also Journal Article in Global Finance Journal (2007)
  4. The Composition of International Capital Flows: Risk Sharing Through Foreign Direct Investment
    International Finance, EconWPA Downloads View citations (13)
    See also Journal Article in Journal of International Economics (2003)
  5. The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence
    International Finance, EconWPA Downloads

2003

  1. World market integration through the lens of foreign direct investors
    Policy Research Working Paper Series, The World Bank Downloads View citations (17)
    See also Journal Article in Journal of International Economics (2005)

2002

  1. Optimal Lending Contracts and Firm Dynamics
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (24)

1998

  1. On the Dynamics of Trade Reform
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article in Journal of International Economics (2000)

1997

  1. Optimal Dynamic Lending Contracts with Imperfect Enforceability
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (35)

Journal Articles

2012

  1. Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns
    Review of Financial Studies, 2012, 25, (5), 1630-1673 Downloads View citations (11)
    See also Working Paper (2010)

2010

  1. Comment on: "Optimal taxation in the presence of bailouts"
    Journal of Monetary Economics, 2010, 57, (1), 117-119 Downloads
  2. Quantifying private benefits of control from a structural model of block trades
    Journal of Financial Economics, 2010, 96, (1), 33-55 Downloads View citations (20)
    See also Working Paper (2009)

2009

  1. Economic News and International Stock Market Co-movement
    Review of Finance, 2009, 13, (3), 401-465 Downloads View citations (12)
  2. Global private information in international equity markets
    Journal of Financial Economics, 2009, 94, (1), 18-46 Downloads View citations (39)
    See also Working Paper (2006)

2008

  1. Agency Conflicts, Investment, and Asset Pricing
    Journal of Finance, 2008, 63, (1), 1-40 Downloads View citations (28)
    See also Working Paper (2007)
  2. Marketwide Private Information in Stocks: Forecasting Currency Returns
    Journal of Finance, 2008, 63, (5), 2297-2343 Downloads View citations (20)
    See also Working Paper (2006)
  3. The forward premium puzzle in a model of imperfect information
    Economics Letters, 2008, 99, (3), 461-464 Downloads View citations (2)

2007

  1. Optimal currency hedging
    Global Finance Journal, 2007, 18, (1), 16-33 Downloads View citations (3)
    See also Working Paper (2004)

2005

  1. World market integration through the lens of foreign direct investors
    Journal of International Economics, 2005, 66, (2), 267-295 Downloads View citations (78)
    See also Working Paper (2003)

2003

  1. The composition of international capital flows: risk sharing through foreign direct investment
    Journal of International Economics, 2003, 61, (2), 353-383 Downloads View citations (109)
    See also Working Paper (2004)

2000

  1. On the dynamics of trade reform
    Journal of International Economics, 2000, 51, (1), 21-47 Downloads View citations (16)
    See also Working Paper (1998)
 
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